Dual Market List Case

rshehata
rshehata Newcomer
in DSS

we have a case that there are some stocks registered on two markets and when we try to retrieve data from reuters , the extraction result returned with only the default market,so we need to retrieve the data for the other markets by make filtered query using another market identifier .the current code used to retrieve data is :

var extractionRequest = newTermsAndConditionsExtractionRequest
{
  IdentifierList = InstrumentIdentifierList.Create( new[] {
    newInstrumentIdentifier { Identifier = "DE000A1EWWW0", IdentifierType = IdentifierType.Isin }
  }, null, false),
  ContentFieldNames = new[] {
    "Company Name","Currency Code","ISIN","Issue Price","Issuer Name","MIC List","MIC","SEDOL","SICC",
    "SICC Sector Code","Ticker","Trading Symbol","Trading Status","Official Name","Operating MIC"
  }
};
var extractionResult = ExtractionsContext.ExtractWithNotes(extractionRequest);

Appreciate your quick response because this issue is very critical .

Thanks

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @rshehata,

    As far as I know, you can add source of identifier to specify exchange of instrument to be extracted. For example, the following request will extract data for Vienna Stock Exchange (VIE). The list of available exchange codes for this instrument is in the "Exchange Code List" field.

    {
     "ExtractionRequest": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
      "ContentFieldNames": 
        [ "Company Name","Currency Code","ISIN","Issue Price","Issuer Name",
          "MIC List","MIC","SEDOL","SICC","SICC Sector Code","Ticker",
          "Trading Symbol","Trading Status","Official Name","Operating MIC",
          "Exchange Code List" ],
      "IdentifierList": {
       "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
       "InstrumentIdentifiers": [
        { "Identifier": "DE000A1EWWW0", "IdentifierType": "Isin", "Source": "VIE" }
       ],
       "UseUserPreferencesForValidationOptions": true
      }
     }
    }

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