How to append historical instruments to an instrument list through the REST API?
From the Tick History User Guide, to add an Instrument to a list we provide this body:
{ "Identifiers": [ { "@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult",
"Identifier": "IBM.N",
"IdentifierType": "Ric" } ],
"KeepDuplicates": true }
Is there any body key value for allowing historical instruments? (Like we have on OnDemmand requests: "ValidationOptions": { "AllowHistoricalInstruments": true }) Where can I find all key values for this add instrument request body?
To be able to append a historical instrument, you need to change the user preferences, to enable "Allow Import of Historical Instruments". This can be done in the user preferences GUI:
Once that is done your append command via the API will work fine.
Hello @rodrigogaf,
Depending on what request you are looking to use.
Are you looking to run HistoricalSearch request
{ {protocol}}{ {host}}{ {api}}Search/HistoricalSearch
?
Then there can only be one instrument passed, but the result will return the found instruments within date range in history, without specifying additional validation options such as AllowHistoricalInstruments = true
{
"Request": {
"Identifier": "US4592001014",
"IdentifierType": "Isin",
"Range": {
"Start": "2008-01-01T00:00:00.000Z",
"End": "2008-01-01T00:00:00.000Z"
}
}
}
Are you looking to run Historical Reference Extraction
{ {protocol}}{ {host}}{ {api}}Extractions/Extract
?
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
"ContentFieldNames": [
"RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Exchange Code", "Currency Code", "Change Date"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "00209tab1",
"IdentifierType": "Cusip"
},
{
"Identifier": "IBM.N",
"IdentifierType": "Ric"
},
{
"Identifier": "US4592001014",
"IdentifierType": "Isin"
},
{
"Identifier": "B1YW440",
"IdentifierType": "Sedol"
}
],
"ValidationOptions": {"AllowHistoricalInstruments": true},
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"StartDate": "2017-05-01T00:00:00.000Z",
"EndDate": "2017-05-31T23:59:59.000Z"
}
}
}
Then you will pass the ValidationOptions like above.
I hope this helps, otherwise, please indicate what request you are asking about.
Not solved yet. This is my request:
POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/InstrumentLists('MY_INSTRUMENT_LIST_ID')/ThomsonReuters.Dss.Api.Extractions.InstrumentListAppendIdentifiers
Authorization: Token
Content-Type: application/json
Accept-Charset: UTF-8
Prefer: respond-async
{
"Identifiers": [
{
"@odata.type": "#ThomsonReuters.Dss.Api.Search.HistoricalSearchResult",
"Identifier": "DOLF18",
"IdentifierType": "Ric"
}
],
"KeepDuplicates": true
}
As I see, with this request I want the expired future contract with Ric 'DOLF18' in the instrument list associated with the ID: 'MY_INSTRUMENT_LIST_ID'. When I run this request I get 'Ric not found'.
However, the Ric exists and can be found with a Historical Search in DataScope where I can add it manually to my instrument list, but I want to add through the REST API.
So, my question is: How can I and add historical instruments to my instruments list trough the REST API using the end point bellow?
https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/InstrumentLists('MY_INSTRUMENT_LIST_ID')/ThomsonReuters.Dss.Api.Extractions.InstrumentListAppendIdentifiers
Is there any parameters that I should add in my request body?
Thank you!
