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xingyi052387 avatar image
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Thomson Reuters Premium Pricing extract

    requestMsg = "{""ExtractionRequest"": {""@odata.type"": ""#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest""," & _

Hi, I'm trying to access Thomson Reuters Premium Pricing data, what would be the class/method for ExtractionRequests? In the above for intra-day pricing is IntradayPricingExtractionRequest. What would be for Thomson Reuters Premium Pricing?


Another question is, how would we be able to extract prices based on regions and times under Thomson Reuters Premium Pricing? For example:

Region:Emea

Time: 12GMT/BST

Trade Date: 10/03/2019


or


Region:US

Time: 15:00 EST/EDT

Trade Date: 10/03/2019


Thank you!

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Alex Putkov.1 avatar image   Alex Putkov.1

@xingyi052387

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

Jirapongse avatar image   Jirapongse

@xingyi052387

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

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veerapath.rungruengrayubkul avatar image
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Hi @xingyi052387

The @odata.type for Premium Pricing is "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PremiumPricingExtractionRequest". You can select Region and Cycle with "PremiumPricingRegionCycle" Condition. For more information and example, please refer to REST API Reference Tree.


Below is the sample of request message.

POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes 
...
{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PremiumPricingExtractionRequest",
        "ContentFieldNames": [
            "Accrued Interest",
            "Ask Price",
            "Asset Status",
            "Asset Type",
            "Bid Ask Spread",
            "Bid Price",
            "Bid Yield",
            "Date Moving Convention Description",
            "Highest Quote",
            "Issuer Movement",
            "Issuer Name",
            "LIBOR Rate",
            "Lowest Quote",
            "Maturity Date",
            "Payment Frequency",
            "Previous Close Price",
            "Pricing Date",
            "Pricing Method Code",
            "Pricing Method Value",
            "Pricing Model Code",
            "Pricing Region Code",
            "Pricing Time",
            "Settlement Date"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "912810RJ9",
                    "IdentifierType": "Cusip"
                }
            ],
            "ValidationOptions": null,
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "ApplyFIGSPricing": false,
            "PremiumPricingRegionCycle": "PremiumPricingEmea12PM" 
        }
    }
}

premiumpricingregioncycle.png (52.2 KiB)
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