Retrieving security metadata

GoGoGroundhog · December 2019

Using the EDP Rest API, how can I retrieve metadata for a security (e.g. an equity) like display name, currency, exchange name, preferred display units (number of decimal points), timezone and trading sessions and (for futures/commodities) contract expiration date, trade unit (like barrel/bushel etc.), contract size / lot size etc.?

Gurpreet · December 2019

Hi @GoGoGroundhog Some of this information like Display name, currency etc can be retrieved from Pricing Snapshot request:

https://api.refinitiv.com/data/pricing/beta3/snapshots?universe=TRI.N

Output:

[{
  "ID": 62,
  "Type": "Refresh",
  "Key": {
   "Service": "ELEKTRON_DD",
   "Name": "TRI.N"
  },
  "State": {
   "Stream": "NonStreaming",
   "Data": "Ok",
   "Text": "*All is well"
  },
  "Qos": {
   "Timeliness": "Realtime",
   "Rate": "JitConflated"
  },
  "PermData": "AwEBZWLA",
  "SeqNumber": 21904,
  "Fields": {
   "PROD_PERM": 6562,
   "RDNDISPLAY": 64,
   "DSPLY_NAME": "THOMSON REUTERS",
   "RDN_EXCHID": "NYS",
   "TRDPRC_1": 69.87,
   "TRDPRC_2": 69.85,
   "TRDPRC_3": 69.82,
   "TRDPRC_4": 69.85,
   "TRDPRC_5": 69.89,
   "NETCHNG_1": -0.68,
   "HIGH_1": 70.09,
   "LOW_1": 69.82,
   "PRCTCK_1": "\u21e7",
   "CURRENCY": "USD",
   "TRADE_DATE": "2019-12-02",
   "TRDTIM_1": "14:33:00",
   "OPEN_PRC": 70.09,
   "HST_CLOSE": 70.55,
   "BID": 69.83,
   "BID_1": 69.83,
   "BID_2": 69.82,
   "ASK": 69.97,
   "ASK_1": 69.97,
   "ASK_2": 69.97,
   "NEWS": "    ",
   "NEWS_TIME": null,
   "BIDSIZE": 2,
   "ASKSIZE": 2,
   "ACVOL_1": 9242,
   "EARNINGS": 0.4654,
   "YIELD": 2.0411,
   "PERATIO": 151.5803,
   "DIVIDENDTP": "  ",
   "DIVPAYDATE": "2019-12-16",
   "EXDIVDATE": "2019-11-20",
   "CTS_QUAL": "   ",
   "BLKCOUNT": null,
   "BLKVOLUM": null,
   "TRD_UNITS": "6DP ",
   "PCTCHNG": -0.9639,
   "DJTIME": null,
   "CLOSE_BID": 70.53,
   "CLOSE_ASK": 70.57,
   "DIVIDEND": 1.44,
   "UPLIMIT": 84.11,
   "LOLIMIT": 56.07,
   "NUM_MOVES": 37,
   "OFFCL_CODE": "000884903709",
   "HSTCLSDATE": "2019-11-29",
   "YRHIGH": 72.54,
   "YRLOW": 46.47,
   "TURNOVER": null,
   "BOND_TYPE": null,
   "BCKGRNDPAG": null,
   "YCHIGH_IND": null,
   "YCLOW_IND": null,
   "CUM_EX_MKR": "   ",
   "PRC_QL_CD": "R  ",
   "PRC_QL2": "   ",
   "TRDVOL_1": 100,
   "LOT_SIZE_A": 100,
   "RECORDTYPE": 113,
   "BID_MMID1": null,
   "ASK_MMID1": null,
   "OPTION_XID": "XABCEH",
   "YRHIGHDAT": "2019-11-21",
   "YRLOWDAT": "2018-12-26",
   "IRGPRC": 69.91,
   "IRGVOL": 8,
   "IRGCOND": "ODS",
   "TIMCOR": null,
   "INSPRC": null,
   "INSVOL": null,
   "INSCOND": null,
   "SALTIM": "14:33:21",
   "BCAST_REF": "TRI.TO",
   "OFF_CD_IND": "CUS",
   "GEN_VAL3": 84.11,
   "GEN_VAL4": 56.07,
   "GV1_TEXT": " ",
   "GV2_TEXT": " ",
   "GV3_TEXT": "X",
   "GV4_TEXT": " F I",
   "SEQNUM": 27337,
   "PRNTYP": " ",
   "QUOTIM": "14:33:39",
   "GV1_FLAG": " ",
   "GV2_FLAG": " ",
   "GV3_FLAG": " ",
   "GV4_FLAG": " ",
   "OFF_CD_IN2": null,
   "OFFC_CODE2": "CMNPTKzBegXA",
   "EXCHTIM": "14:33:06",
   "YRHI_IND": "Yr.High ",
   "YRLO_IND": "Yr.Low  ",
   "PREF_DISP": 5752,
   "VOL_X_PRC1": 70.0294,
   "DSO_ID": null,
   "CLOSE_TIME": null,
   "ODD_VOLUME": 632,
   "ADJUST_CLS": 70.55,
   "STOCK_TYPE": "A",
   "IMP_VOLT": null,
   "RDN_EXCHD2": "NYS",
   "YEAR_FCAST": "08O",
   "IRGVAL": 4,
   "LIST_MKT": "N",
   "PCT_ABNVOL": 0.0765,
   "BC_10_50K": null,
   "BC_50_100K": null,
   "BC_100K": null,
   "PMA_50D": 67.8922,
   "PMA_150D": 66.701,
   "PMA_200D": 64.2879,
   "VMA_10D": 120813,
   "VMA_25D": 120259,
   "VMA_50D": 111325,
   "OPN_NETCH": -0.46,
   "PREV_DISP": 0,
   "PRC_QL3": "R  ",
   "52WK_HIGH": 72.54,
   "52WK_LOW": 46.47,
   "MPV": "INT ",
   "OFF_CLOSE": null,
   "QUOTE_DATE": "2019-12-02",
   "VWAP": 70.0294,
   "PROV_SYMB": "TRI",
   "52W_HDAT": "2019-11-21",
   "52W_HIND": null,
   "52W_LDAT": "2018-12-26",
   "52W_LIND": null,
   "BID_ASK_DT": "2019-11-29",
   "CRSTRD_PRC": null,
   "ISIN_CODE": "CA8849037095",
   "MNEMONIC": "TRI",
   "LOLIMIT_2": null,
   "UPLIMIT_2": null,
   "TRDTIM_MS": 52386070,
   "SALTIM_MS": 52401457,
   "QUOTIM_MS": 52419226,
   "TIMCOR_MS": null,
   "BLK_PRC1": null,
   "PDTRDPRC": null,
   "PREDAYVOL": null,
   "PDTRDDATE": null,
   "SEQNUM_QT": 621914,
   "FIN_STATUS": "N",
   "LS_SUBIND": " ",
   "IRG_SUBIND": " ",
   "TRADE_ID": "52983525098822",
   "MKT_STATUS": "3",
   "TRD_TYPE": "3",
   "IPO_PRC": null,
   "ODD_PRC": 69.91,
   "RCS_AS_CLA": " ",
   "IMB_ACT_TP": null,
   "IMB_SH": null,
   "IMB_SIDE": null,
   "IMB_TIM_MS": null,
   "TRD_THRU_X": " ",
   "IRG_TDTH_X": "X",
   "IRGDATE": "2019-12-02",
   "TURN_BLOCK": null,
   "DOM_EQ_ID": "CMNPTKzBegXA",
   "DOM_OPT_ID": "PWXYZ",
   "CUSIP_CD": "884903709",
   "LSTSALCOND": "    ",
   "IRGSALCOND": " F I",
   "INSSALCOND": null,
   "THRESH_IND": "1",
   "CANCEL_IND": null,
   "RETRAN_IND": "1",
   "CONTEXT_ID": 1070,
   "IRG_TRDID": "52983525100106",
   "PRC_TICK": 0.01,
   "VWAP_VOL": 9242,
   "OPEN_T_MS": 52200563,
   "POST_PANEL": "08O",
   "IRG_SEQNO": 27337,
   "INS_SEQNO": null,
   "OFF_CL_TIM": null,
   "DDS_DSO_ID": 8357,
   "SPS_SP_RIC": ".[SPS23SNJL1",
   "SETL_TYPE": "NRM",
   "BOOK_STATE": "N",
   "HALT_REASN": " ",
   "SH_SAL_RES": "N",
   "BID_COND_N": "R",
   "ASK_COND_N": "R",
   "CAN_PRC": null,
   "CAN_VOL": null,
   "CAN_COND": null,
   "CAN_COND_N": null,
   "CAN_TRD_ID": null,
   "REPORT_VOL": 9242,
   "TRD_STATUS": "N ",
   "HALT_RSN": "  ",
   "HALT_DATE": "2018-08-28",
   "CTRDTIM_MS": null,
   "CTRDTIM": null,
   "INSTRD_TIM": null,
   "OFF_CLS_DT": null,
   "CAN_DATE": null,
   "INSTRD_DT": null,
   "PD_SEQNO": null,
   "BLKTRDVOL": null,
   "PDACVOL": null,
   "AC_VOL_CRS": 0,
   "ODD_TRDVOL": 8,
   "ELG_NUMMOV": 19,
   "BLK_SEQNO": null,
   "ODD_SEQNO": 27337,
   "CRS_SEQNO": null,
   "CRS_TRDVOL": null,
   "CRS_NUMOV": null,
   "PREMKT_VOL": null,
   "AFTMKT_VOL": null,
   "AC_TRN_CRS": null,
   "SEE_RIC": null,
   "BCASTREF32": null,
   "QTE_ORIGIN": " ",
   "CAN_TDTH_X": null,
   "CAN_SUBIND": null,
   "PD_TDTH_X": null,
   "PD_SUBIND": null,
   "INS_TDTH_X": null,
   "INS_SUBIND": null,
   "XMIC_CODE": "XNYS",
   "CRSSALCOND": null,
   "PD_SALCOND": null,
   "RCS_AS_CL2": null,
   "PD_TRDID": null,
   "PERIOD_CD2": null,
   "INS_TRDID": null,
   "BLK_TRDID": null,
   "CRS_TRDID": null,
   "ODD_TRDID": "52983525100106",
   "REG_PILOT": null,
   "INST_PHASE": "   ",
   "RETAIL_INT": "B  ",
   "LIMIT_IND2": "LMT",
   "LIMIT_INDQ": "   ",
   "MK_STATUS": null,
   "LULD_TM_MS": 52410020,
   "INSTIM_MS": null,
   "IRGTIM_MS": 52401457,
   "LULD_T2_MS": null,
   "BLK_DATE": null,
   "CRS_DATE": null,
   "ODD_DATE": "2019-12-02",
   "HLT_RSM_DT": "2018-08-28",
   "PREMKT_DT": null,
   "AFTMKT_DT": null,
   "LMT_REFPR2": null,
   "AUC_EX_NO": null,
   "PREMKT_PRC": null,
   "AFTMKT_PRC": null,
   "ODDSALCOND": " F I",
   "BLKSALCOND": null,
   "SECUR_ST": "F",
   "BLK_FLAG": null,
   "VWAP_FLAG": null,
   "CAN_TERMS": null,
   "NBBO_IND": "4  ",
   "HELD_T_IND": "   ",
   "LMT_TYPE": null,
   "LMT_TYPE2": null,
   "BLKTIM_MS": null,
   "PDTRDTM_MS": null,
   "ORDRECV_MS": "14:33:39.226",
   "TRDRECV_MS": "14:33:21.457",
   "ORDREC2_MS": null,
   "TRDREC2_MS": null,
   "CRSTIM_MS": null,
   "HLT_RSM_MS": "15:14:21.541",
   "ODDTIM_MS": "14:33:21.457",
   "HALT_TM_MS": "14:45:31.68",
   "OFF_CLS_MS": null,
   "PREMKT_NS": null,
   "AFTMKT_NS": null,
   "CNTX_VER_N": null,
   "DM_TYPE": null,
   "ELG_ACVOL": 8610,
   "ELG_TNOV": 603046.49,
   "ODDTRN_UNS": 44165.08,
   "TRNOVR_UNS": 647211.57,
   "ACVOL_UNS": 9242
  }
 }
]

GoGoGroundhog · December 2019

https://community.developers.refinitiv.com/discussion/comment/52553#Comment_52553

Thanks for your answer, @Gurpreet. Currently we do not have permission to access this service, I guess we need to contact our account manager to remedy this so I can try out your proposal.

Our understanding is that the EDP API will ultimately replace the Eikon APIs. The Eikon .NET API has methods to retrieve trading sessions. Does Refinitiv plan to add this to the EDP API as well?

Gurpreet · December 2019

https://community.developers.refinitiv.com/discussion/comment/52559#Comment_52559

Yes, eventually all the services and data sets available in Eikon will be available on EDP as well.

juliusz.pres · January 2022

is there any chance to put information how get all these fields via API in python?

ps. it looks that below link is broken.

https://api.refinitiv.com/data/pricing/beta3/snapshots?universe=TRI.N

Gurpreet · January 2022

https://community.developers.refinitiv.com/discussion/comment/89776#Comment_89776

Hi @juliusz.pres,

Please start a new question for your queries; admins don't monitor the old answered questions.

The link you mentioned works fine - you can invoke it from API playground or python - if you have access rights.

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