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Question by tim.anderson1 · Sep 25, 2019 at 05:06 PM · dss-rest-apidatascope-selectdssricspermid-apisymbologyisin

Mapping Datascope symbologies- RIC CUSIP -> PermID

Is it possible to map Datascope symbologies together (RIC to PermID to ISIN to CUSIP, etc) against MiFID II data but also historical pricing and reference data - PermID is a must though.

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Answer by Christiaan Meihsl · Sep 27, 2019 at 01:16 PM

@tim.anderson1,

I don't fully understand your query, but if your aim is to cross reference instruments, that is possible by using a DSS Terms & Conditions API request.

The API call is described in DSS REST Tutorial 7. To retrieve the PermId, simply add content field name "Quote PermID".

Here is an example call in Postman:


Method: POST

URL: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

Body:

{

"ExtractionRequest": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",

"ContentFieldNames": [

"RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code", "Quote PermID"

],

"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" }

]

}

}

}


If this does not suffice, please post again, describing exactly what you are trying to achieve.

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Answer by tim.anderson1 · Sep 27, 2019 at 03:25 PM

Got it - thank helps - and that maps into all the historical pricing at as well - looks to be the best solution.

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