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No end of day price data in TRTH for ric with valid status

Hi

I get the ric ACCOB.O as a constituent of the .SPX some days between 1996-01-01 and 2019-10-02 while hitting the endpoint:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution 

with the parameters:

{
  "Request": {
    "ChainRics": [
      "0#.SPX"
    ],
    "Range": {
      "Start": "1996-01-02T00:00:00.000Z",
      "End": "2019-10-02T00:00:00.000Z"
    }
  }
}

Result:

                {
                    "Identifier": "ACCOB.O",
                    "IdentifierType": "Ric",
                    "Source": "",
                    "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxBQ0NPQi5PfA",
                    "Description": "Historical Instrument",
                    "InstrumentType": "Unknown",
                    "Status": "Valid",
                    "DomainCode": "6"
                },


However, I do not manage tp get end of day prices for this instrument with the endpoint

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


{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": ["Ask", "Bid", "High", "Last", "Low", "Trade Date"],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": "ACCOB.O",
                "IdentifierType": "Ric"
            }],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "StartDate": "2019-10-01T23:59:59.999Z",
            "EndDate": "2019-10-03T23:59:59.999Z"
        }
    }
}

Result:

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
    "Contents": [
        {
            "IdentifierType": "Ric",
            "Identifier": "ACCOB.O",
            "Ask": null,
            "Bid": null,
            "High": null,
            "Last": null,
            "Low": null,
            "Trade Date": null
        }
    ],
    "Notes": [
        "Extraction Services Version 13.1.40889 (ec84d57d2aa3), Built Aug  9 2019 18:16:12\r\nProcessing started at 10/03/2019 10:19:38.\r\nUser ID: 9020500\r\nExtraction ID: 2000000102699099\r\nSchedule: 0x06d03e1289410279 (ID = 0x0000000000000000)\r\nInput List (1 items):  (ID = 0x06d03e1289410279) Created: 10/03/2019 10:19:38 Last Modified: 10/03/2019 10:19:38\r\nReport Template (12 fields): _OnD_0x06d03e1289410279 (ID = 0x06d03e1289610279) Created: 10/03/2019 10:19:35 Last Modified: 10/03/2019 10:19:35\r\nSchedule dispatched via message queue (0x06d03e1289410279)\r\nSchedule Time: 10/03/2019 10:19:37\r\nTimeseries Date Range: 01/01/1996 to 10/03/2019\r\nProcessing completed successfully at 10/03/2019 10:19:38, taking 0.241 Secs.\r\nExtraction finished at 10/03/2019 10:19:38 UTC, with servers: x07q14, ETS (0.2 secs), QSHC17 (0.0 secs), QSSHA1 (0.0 secs)\r\nWriting RIC maintenance report.\r\n",
        "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"
    ]
}


Could you please advise?

Thanks in advance for your hep,

Benoit

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@bilou_12,

In the first result (the search for historical chain constituents between 1996 and 2019) you found ACCOB.O, but in fact it was last quoted in June 1999, which explains why a request for data in 2019 delivers null values: there is no data.

This can be easily verified in the GUI:

If you run the first search using the same dates as those for your data request, then you should not run into this type of issue.


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Upvotes
25 3 2 7

Hi

Thanks for your quick answer!

I made a mistake with the copy paste but the same query to fetch the prices for a range involving 1996-1999 also returns nothing:

{     "ExtractionRequest": {         "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",         "ContentFieldNames": ["Trade Date", "RIC", "Open", "High", "Low", "Universal Close Price", "Volume"],         "IdentifierList": {             "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",             "InstrumentIdentifiers": [{                 "Identifier": "ACCOB.O",                 "IdentifierType": "Ric"             }],             "ValidationOptions": {                 "AllowHistoricalInstruments": true             },             "UseUserPreferencesForValidationOptions": false         },         "Condition": {             "ReportDateRangeType": "Range",             "StartDate": "1996-01-01T00:00:00.000Z",             "EndDate": "2019-10-03T23:59:59.999Z"         }     } }

Response:

{     "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",     "Contents": [         {             "IdentifierType": "Ric",             "Identifier": "ACCOB.O",             "Trade Date": null,             "RIC": "ACCOB.O",             "Open": null,             "High": null,             "Low": null,             "Universal Close Price": null,             "Volume": null         }     ],     "Notes": [         "Extraction Services Version 13.1.40889 (ec84d57d2aa3), Built Aug  9 2019 18:16:12\r\nProcessing started at 10/06/2019 05:38:55.\r\nUser ID: 9020500\r\nExtraction ID: 2000000103040399\r\nSchedule: 0x06d1348a38e1043a (ID = 0x0000000000000000)\r\nInput List (1 items):  (ID = 0x06d1348a38e1043a) Created: 10/06/2019 05:38:55 Last Modified: 10/06/2019 05:38:55\r\nReport Template (13 fields): _OnD_0x06d1348a38e1043a (ID = 0x06d1348a3911043a) Created: 10/06/2019 05:38:53 Last Modified: 10/06/2019 05:38:53\r\nSchedule dispatched via message queue (0x06d1348a38e1043a)\r\nSchedule Time: 10/06/2019 05:38:55\r\nTimeseries Date Range: 01/01/1996 to 10/03/2019\r\nWARNING: RIC \"ACCOB.O\" is not available in Elektron Timeseries web service.\r\nProcessing completed successfully at 10/06/2019 05:38:55, taking 0.060 Secs.\r\nExtraction finished at 10/06/2019 05:38:55 UTC, with servers: x07q14, ETS (0.0 secs), QSHC11 (0.0 secs), QSSHA1 (0.0 secs)\r\nWriting RIC maintenance report.\r\n",         "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"     ] }

Could you please advise?

Thanks for your help

Benoit

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Upvote
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@bilou_12,

Apologies for the late answer, I did not notice you posted a fololow-up query. The key here is in the extraction notes:

WARNING: RIC \"ACCOB.O\" is not available in Elektron Timeseries web service.

That instrument being very old, it looks like there is no EoD data for it in the database. That said, I'm no a data specialist, so I cannot explain any further. This forum is aimed at software developers using Refinitiv APIs. The moderators on this forum do not have the required deep expertise in all the content sets available through our products to answer your question. I advise you to call the Refinitiv Helpdesk number in your country. They will either have the answer for you right away, or will reach out to the content experts who can provide the answer you're looking for.

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