Retrieving security metadata
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.?
Best Answer
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
}
}
]
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?
Yes, eventually all the services and data sets available in Eikon will be available on EDP as well.