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veyrejulien avatar image
22 ●7 ●4 ●7

No price data for delisted

Hi, can anybody help me understand why if I try to get the prices for AMCR.OQ^F07 I get "Report suppressed because there are no instruments"?

I've attached a Postman screenshot and this is my body code:


{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
          "Trade - Price",
          "Trade - Volume",
          "Trade - Exchange Time"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "AMCR.OQ^F07",
        "IdentifierType": "Ric"
      }]
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2006-01-01T00:00:00.000Z",
      "QueryEndDate": "2019-09-21T12:00:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}


Also, there is a way to know if a Instrument have historical prices data before hitting the TickHistoryTimeAndSalesExtractionRequest and get counted in the Datascope Quota Used?

Thank you in advance


tick-history-rest-apipricing
amcroqf07.jpg (193.9 KiB)
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zoya faberov avatar image   zoya faberov

Able to reproduce (0 INSTRUMENTS) with

"ValidationOptions": {

"AllowHistoricalInstruments": true,

"AllowLimitedTermInstruments": true,

"AllowInactiveInstruments": true,

"AllowUnsupportedInstruments": true

},

"UseUserPreferencesForValidationOptions": false,

But HistoricalReferenceExtractionRequest finds it, so it was valid before it was delisted.

Opened Case : 08001418

chavalit-jintamalit avatar image   chavalit-jintamalit

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

3 Answers

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zoya faberov avatar image
32.2k ●40 ●11 ●20

Hello @veyrejulien,

The guidance from a TRTH content expert is:

"I confirm that in TRTH, we have to use active RIC structure to pull data for Delisted, Expired or matured Instruments.

Please use RIC <AMCR.OQ> with the correct date range to pull Time and Sales data.

Historical Reference template is a DSS template where we can use delisted RIC structure to pull data. However, with respect to Tick history templates (Time and Sales, Market Depth, Intraday Summaries and Raw), delisted RIC structure will not work."

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veyrejulien avatar image
22 ●7 ●4 ●7

HI @zoya.farberov, thank you for the answer.

For what I understand I should use the active RIC structure in the correct date range to pull the right data for the correct instrument, I've understand it right?

So I've tried to get the active dates for RIC TW^I07 (21st Century Ins Ord Shs) from Historical Search and I get 2 instrument in response (see attached image) but it seems that no one is the right one. And look like the RIC is not the univocal identifier for an instrument. Am I right?

Can you please help me understand which would be the correct process in order to get the right prices for RICs like TW^I07?


twi07.jpg (154.5 KiB)
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zoya faberov avatar image
32.2k ●40 ●11 ●20

Hello @veyrejulien,

For a question on content, such as identifying the correct content, understanding the content you are receiving, requesting to investigate the correctness of content, reporting suspected gaps in the content, the best and most efficient way to get these questions answered for customers is to open a support case with Refinitiv Content Helpdesk

I am not a content expert, but in my observation, "TW" is TradeWeb RIC currently, and searches on it appear to return TradeWeb instruments on various exchanges.

You will need to start the search with some identifier for 21st century, such as "FOXA" ?

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zoya faberov avatar image   zoya faberov

Hello @veyrejulien,

Were you able to identify the content you were after?

Has the inquiry been resolved otherwise?

By letting us know you will be helping other developers with similar questions.

Thanks,

-AHS

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