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Historical Price Template, not returning data

I am trying to retrieve historical prices for a list of instruments by passing it the ISIN, Exchange (all SJ) and Identifier. Reuters is returning Not Found for all my instruments. What am I doing wrong ? Please see attached .

dss-rest-apidatascope-selectdsshistorical
reuters-1.jpg (59.8 KiB)
reuters-2.jpg (42.5 KiB)
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Thank you for your response. The Exchange is then the issue. By default our system uses Bloomberg as source which has SJ for South African Exchange , not JNB. I will then need to build in a translation from BBG to Reuters on the Exchange Side. Can you point me in the correct direction as to how to obtain a list of Exchanges on Reuters ? I can then build the mapping on my side. Many thanks Francois

@FrancoisC, you can find the list of exchange codes on Customer Zone, here.

Excellent, many thanks!

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@FrancoisC,

There are several possibilities. You can either:

More info on this learning process here.

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Thank you

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@FrancoisC,

I see 2 aspects to this issue:

  1. Adding the instruments to the instrument list
  2. The data extraction itself.

Adding the instruments to the instrument list

I tried adding 1 instrument I saw in your screenshot, using the following code (taken from DSS .Net Tutorial 2), it worked fine:

//Create an array of instrument identifiers:
IEnumerable<InstrumentIdentifier> instrumentIdentifiers = new[] 
{
    new InstrumentIdentifier
    {
        Identifier = "ZAE000000139",
        IdentifierType = IdentifierType.Isin,
        Source = "JNB"
    }
};
//Create a new (empty) instrument list:
var instrumentList = new InstrumentList { Name = "myInstrumentListName" };
extractionsContext.InstrumentListOperations.Create(instrumentList);
//Populate the instrument list by appending the array of instrument identifiers:
extractionsContext.InstrumentListOperations.AppendIdentifiers(
    instrumentList, instrumentIdentifiers, false);

This is not quite the same code as yours (which looks fine by the way), but it shows that this instrument can be added to the list. I can also see it in the DSS GUI:

If you can also see the instruments in your list in the GUI, then that step went fine.

I do not understand what you mean by "all SJ" for the exchange. The instrument I tested (ISIN ZAE000000139) is quoted on the following exchanges: BCO, BER, JNB. If you have a different value for the exchange then the instrument will not be found.

The data extraction itself

You mention this is a historical price extraction, but do not show the details of the request (data fields, date range, conditions). Could you please post that piece of code (ideally as text instead of a screenshot), as well as the extraction notes ? That will help us investigate further.


isin-jnb.png (54.1 KiB)
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Apologies about posting this question using this thread but do you have a location where I can lookup all the valid Field Names one can pass that will be accepted, e.g Trade Date , Instrument ID etc ... ?

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@FrancoisC,

You can get list of valid field names with the GetValidExtractionFieldNames. For example:

GET https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidExtractionFieldNames(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'PriceHistory')

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