DSS RestAPI, TimeSeriesExtractionRequest

elisa.perez
elisa.perez Newcomer
in DSS

Hi all,

We have some doubts about the changes that will occur in "Timeseries Pricing and Single Historical Price".

This is an example in Postman of the requests we usually do:

image


We would like to know if we can continue using these conections:

 "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest"
 "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentListIdentifierList"
 "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList"


Another example would be this GET request:

 https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/InstrumentLists('0x069c14deacf08005')/ThomsonReuters.Dss.Api.Extractions.InstrumentListGetAllInstruments

Thank you in advance for your help,

Elisa

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    elisa.perez,

    There are only 2 API call endpoints that are being deprecated:

    1. Timeseries Pricing
    2. Single Historical Pricing

    The other calls are not impacted.

    So, to come back to the specific API calls you mention, all of these will continue to work:

    But this one is being deprecated:

    • #ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest

    It is replaced with this call:

    • #ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest

    This call is described in DSS REST tutorial 4.

    Please note you need to make some changes to the body of the request:

    1. Changes to the "Condition" setting, which uses different criteria (these are documented in the REST API Reference Tree).
    2. Changes to the list of data fields, because those delivered by the old API call do not match 100% those of the new API call. This also impacts some of the field names.

    For the example in your screenshot, the following fields require changing:

    • "Close Price" must be replaced with "Last Trade Price"
    • "Split Factor" must be removed.

    The call in your screenshot would need to be modified to this:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
        "ContentFieldNames": [
          "Instrument ID", "Instrument ID Type", "ISIN", "RIC", "Ticker",
          "Exchange Description", "Currency Code", "Trade Date", "Last Trade Price",
          "Net Asset Value", "Universal Close Price",
          "User Defined Identifier"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentListIdentifierList",  
          "InstrumentListId": "0x069c14deacf08005"
        },
        "Condition": {
          "AdjustedPrices": true,
          "QueryStartDate": "2019-11-22T00:00:00.000Z",
          "QueryEndDate": "2019-11-25T00:00:00.000Z"
        }
      }
    }

    For more information refer to the Product Change Notification 10897, which includes a spreadsheet with the data field mapping changes.

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