Data not returned for inactive instruments on raw data extraction
Hi,
i'm running a historical raw data extract request:
{"ExtractionRequest":{
"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList":{
"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers":[
{"Identifier":"USDSB3L2Y=TWEB","IdentifierType":"Ric"},
{"Identifier":"EURAB6E2Y=TWEB","IdentifierType":"Ric"},
{"Identifier":"GBPSB6L2Y=TWEB","IdentifierType":"Ric"}
],
"ValidationOptions":{"AllowHistoricalInstruments":true,"AllowInactiveInstruments":true},
"UseUserPreferencesForValidationOptions":false
},
"Condition":{
"MessageTimeStampIn":"GmtUtc",
"ExtractBy":"Ric",
"SortBy":"SingleByRic",
"DomainCode":"MarketPrice",
"ReportDateRangeType":"Range",
"QueryStartDate":"2019-01-10T00:00:00.000Z",
"QueryEndDate":"2019-01-10T23:59:59.999Z",
"DisplaySourceRIC":true,
"Fids":"22,25,875,1010,1021,3349,2286,14265"
}
}}
However, even setting the allow inactive instruments i get:
Instrument <RIC,EURAB6E40Y=TWEB> expanded to 1 RIC: EURAB6E40Y=TWEB. Instrument <RIC,GBPSB6L40Y=TWEB> expanded to 1 RIC: GBPSB6L40Y=TWEB. Instrument <RIC,JPYSB6L40Y=TWEB> expanded to 1 RIC: JPYSB6L40Y=TWEB. Instrument <RIC,EURAB6E50Y=TWEB> expanded to 1 RIC: EURAB6E50Y=TWEB. Instrument <RIC,GBPSB6L50Y=TWEB> expanded to 1 RIC: GBPSB6L50Y=TWEB. Total instruments after instrument expansion = 62 Manifest: #RIC,Domain,Start,End,Status,Count Manifest: EURAB6E10Y=TWEB,Market Price,,,Inactive,0 Manifest: EURAB6E12Y=TWEB,Market Price,,,Inactive,0 Manifest: EURAB6E15Y=TWEB,Market Price,,,Inactive,0 Manifest: EURAB6E20Y=TWEB,Market Price,,,Inactive,0 Manifest: EURAB6E25Y=TWEB,Market Price,,,Inactive,0
In the response body, and no data returned.
There is data in this period
Am i missing a parameter here?
Best Answer
Aha, so that does work,
guess by default fids param here asks for only messages that contain all the listed FIDs by default.
added
FidDisplayOption: Matching;FidListOperator:OR
and we are in business
thanks!
Hello @i.am.tobias.harper,
Try removing fids spec from your request, i.e.:
{"ExtractionRequest": {"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers":[{ "Identifier":"USDSB3L2Y=","IdentifierType":"Ric"}, {"Identifier":"EURAB6E2Y=","IdentifierType":"Ric"}, {"Identifier":"GBPSB6L2Y=","IdentifierType":"Ric"}], "ValidationOptions":{"AllowHistoricalInstruments":true,"AllowInactiveInstruments":true},"UseUserPreferencesForValidationOptions":false}, "Condition":{"MessageTimeStampIn":"GmtUtc","ExtractBy":"Ric","SortBy":"SingleByRic","DomainCode":"MarketPrice","ReportDateRangeType":"Range","QueryStartDate":"2019-01-10T00:00:00.000Z","QueryEndDate":"2019-01-10T23:59:59.999Z","DisplaySourceRIC":true}}}
It appears that that the updates that have occurred did not update the fids you have specified in the request.
If I run your request as is, I get back nothing, same as you. If I remove fids from the condition, I get the updates back.