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25 3 2 7

Duplicate dates with different & wrong prices

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

dss-rest-apidsspricingdateextraction
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@bilou_12

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.

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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"
    ]
}
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Thanks for this helpful answer !

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