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Hi
The following endpoint :
https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNote
returns duplicated dates with both correct and wrong prices for all dates between 2016-10-18 and 2019-10-03.
Example:
Body :
{ "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": "AA.N", "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:
{ "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": "2019-10-03", "RIC": "AA.N", "Open": 24.17, "High": 24.26, "Low": 23.75, "Universal Close Price": 24.25, "Volume": 926998 }, ... { "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": "2019-10-03", "RIC": "AA.N", "Open": 19.13, "High": 19.33, "Low": 18.7, "Universal Close Price": 19.05, "Volume": 751703 }
This happens for several stocks belonging to the 0#.SPX even thought I am not going to list them all here.
I dont figure out the logic based on the order or the volume to find out the "good" price in comparison with Yahoo Finance.
Could you please help/amend?
Thanks in advance for your help,
Benoit
I can replicate the issue. If I add "Reference Company" into the ContentFieldNames, it returns the followings:
{ "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": "2019-10-03", "RIC": "AA.N", "Open": 24.17, "High": 24.26, "Low": 23.75, "Universal Close Price": 24.25, "Volume": 926998, "Reference Company": "ARCONIC INC" }, ... { "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": "2019-10-03", "RIC": "AA.N", "Open": 19.13, "High": 19.33, "Low": 18.7, "Universal Close Price": 19.05, "Volume": 751703, "Reference Company": "ALCOA CORP" }
However, if I add "LastEntityOnly: true" into the condition. those entries don't return.
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest", "ContentFieldNames": ["Trade Date", "RIC", "Open", "High", "Low", "Universal Close Price", "Volume","Reference Company"], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [{ "Identifier": "AA.N", "IdentifierType": "Ric" }], "ValidationOptions": { "AllowHistoricalInstruments": true }, "UseUserPreferencesForValidationOptions": false }, "Condition": { "ReportDateRangeType": "Range", "StartDate": "1996-01-01T00:00:00.000Z", "EndDate": "2019-10-03T23:59:59.999Z", "LastEntityOnly": true } } }
Refer to this metadata, this option (LastEntityOnly) will request only the last entity that held the RIC without regard for the date range.
Some more information about my findings...
If I do the query from 2019-01-01 to 2019-12-31, it will no longer return duplicates.
So I thought that splitting my date range yearly would be a brilliant idea !
But then I realized that this would no longer fetch the oldest data: I mean a query from 1996-01-01 to 1996-12-31 will not return data while a query from 1996-01-01 to 2015-12-31 would fetch data for 1996...
Can you please investigate this weird behavior?
{ "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult", "Contents": [ { "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": null, "RIC": "AA.N", "Open": null, "High": null, "Low": null, "Universal Close Price": null, "Volume": null } ], "Notes": [ "Extraction Services Version 13.1.40889 (ec84d57d2aa3), Built Aug 9 2019 18:16:12\r\nProcessing started at 10/06/2019 08:33:04.\r\nUser ID: 9020500\r\nExtraction ID: 2000000103047896\r\nSchedule: 0x06d134afabe1043a (ID = 0x0000000000000000)\r\nInput List (1 items): (ID = 0x06d134afabe1043a) Created: 10/06/2019 08:33:04 Last Modified: 10/06/2019 08:33:04\r\nReport Template (13 fields): _OnD_0x06d134afabe1043a (ID = 0x06d134afac01043a) Created: 10/06/2019 08:33:03 Last Modified: 10/06/2019 08:33:03\r\nSchedule dispatched via message queue (0x06d134afabe1043a)\r\nSchedule Time: 10/06/2019 08:33:04\r\nTimeseries Date Range: 01/01/1996 to 12/31/1996\r\nProcessing completed successfully at 10/06/2019 08:33:05, taking 0.343 Secs.\r\nExtraction finished at 10/06/2019 08:33:05 UTC, with servers: x07q14, ETS (0.2 secs), QSHC19 (0.1 secs), QSSHA1 (0.0 secs)\r\nWriting RIC maintenance report.\r\n", "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n" ] }
{ "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult", "Contents": [ { "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": "1996-01-02", "RIC": "AA.N", "Open": 52.5, "High": 54.625, "Low": 52.375, "Universal Close Price": 54.375, "Volume": 561400 }, .... { "IdentifierType": "Ric", "Identifier": "AA.N", "Trade Date": "2019-10-04", "RIC": "AA.N", "Open": 19.09, "High": 19.49, "Low": 18.94, "Universal Close Price": 19.45, "Volume": 530150 } ], "Notes": [ "Extraction Services Version 13.1.40889 (ec84d57d2aa3), Built Aug 9 2019 18:16:12\r\nProcessing started at 10/06/2019 08:34:22.\r\nUser ID: 9020500\r\nExtraction ID: 2000000103047940\r\nSchedule: 0x06d134aff471043a (ID = 0x0000000000000000)\r\nInput List (1 items): (ID = 0x06d134aff471043a) Created: 10/06/2019 08:34:22 Last Modified: 10/06/2019 08:34:22\r\nReport Template (13 fields): _OnD_0x06d134aff471043a (ID = 0x06d134aff491043a) Created: 10/06/2019 08:34:20 Last Modified: 10/06/2019 08:34:20\r\nSchedule dispatched via message queue (0x06d134aff471043a)\r\nSchedule Time: 10/06/2019 08:34:21\r\nTimeseries Date Range: 01/01/1996 to 10/06/2019\r\nProcessing completed successfully at 10/06/2019 08:34:26, taking 4.124 Secs.\r\nExtraction finished at 10/06/2019 08:34:26 UTC, with servers: x01q14, ETS (0.1 secs), QSHC16 (0.1 secs), QSSHA1 (0.0 secs)\r\nQuota Message: INFO: Tick History Cash Quota Count Before Extraction: 1360; Instruments Approved for Extraction: 1; Tick History Cash Quota Count After Extraction: 1360, 13.6% of Limit; Tick History Cash Quota Limit: 10000\r\nWriting RIC maintenance report.\r\n", "Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n" ] }