For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
37 1 4 12

Intraday request frequency

I am in the process of starting to implement the OnDemand IntradayPricingReport and EndOfDayPricingReport requests and had some general questions.


  1. How often (what times) should we request the IntradayPricingReport within a day? Is this dependant on the requested RICs?
  2. What time should we request the EndOfDayPricing Report? Is this dependant on the requested RICs?
  3. As we using a small library of RICs that we are interested in, I assume for each of these reports we would request a number of RICs in a single go as long as they don’t exceed the limits. I have seen some of the limits on https://hosted.datascopeapi.reuters.com/RestApi.Help/Home/ExtractionLimits. Or should we request a report per RIC?
  4. As I am doing an OnDemand request, I build a list of Instruments dynamically. How can I add Chain RICs to the instrument list? For example RIC 0#CL:
  5. I tried to create an Instrument List on the Web front end using a chain RIC, but the search facility is unable to find the RIC 0#CL: Any ideas what I am doing wrong?


dss-rest-apidssdatascope-selecthistoricalpricing
1579716697386.jpeg (27.7 KiB)
1579716704760.jpeg (3.8 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
Accepted
13.7k 26 8 12

@emir.subasic,

Q1: How often (what times) should we request the IntradayPricingReport within a day? Is this dependant on the requested RICs?

A1: An intraday request retrieves the latest price (i.e. the current price at the time of the request). The purpose of this call is to get a snapshot of the price, now. Note that if your account is not permissioned for real-time data for 1 or more exchanges of the instruments in an intraday request, then the data will be embargoed, i.e. delivered later. This is described in detail in DSS REST tutorial 3. How often and when you run this call depends on your use case, I suggest you discuss this with your financial stakeholders.

Q2: What time should we request the EndOfDayPricing Report? Is this dependant on the requested RICs?

A2: The end of day pricing extraction retrieves the most recent end of day (EoD) data. If you request data during trading hours, then the EoD data will be delivered for the previous business day. If you request the data after market close, then you will get the EoD data of the current day (to be more precise, there is a delay between market close and the availability of EoD data, which depends on the exchange).

Q3: As we using a small library of RICs that we are interested in, I assume for each of these reports we would request a number of RICs in a single go as long as they don’t exceed the limits. I have seen some of the limits on https://hosted.datascopeapi.reuters.com/RestApi.Help/Home/ExtractionLimits. Or should we request a report per RIC?

A3: The best practice is to make a single request for several RICs, as long as you do not exceed the limits. 1 request per RIC is not at all efficient, please avoid that. For more information on this topic, see the DSS Best Practices guide.

Q4: As I am doing an OnDemand request, I build a list of Instruments dynamically. How can I add Chain RICs to the instrument list? For example RIC 0#CL:

A4: The identifier type must be set to "ChainRIC". Here is an extract of the body of a request, with 1 RIC and 1 chain:

    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
          { "Identifier": "IBM.N", "IdentifierType": "Ric" },
          { "Identifier": "0#CL:", "IdentifierType": "ChainRIC" },
      ]
    },

Please note that a chain RIC will be expanded, i.e. the results will contain one record for each constituent.

Q5: I tried to create an Instrument List on the Web front end using a chain RIC, but the search facility is unable to find the RIC 0#CL: Any ideas what I am doing wrong?

A5: Use the Chains search in the search menu:


dsschainsearch.png (38.1 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
37 1 4 12

Hi,

Thanks for your response.

On,

Q4 and Q5 - Can you please provide more details what you mean by that and any specific timelines you may have?


Q4. Is there an request I can make to get the constituent RICs of a chain RIC instead? For example for 0#CL: how do I get the CLH0, CLJ0, CLK0 ... and so on?


Q2 - For a given RIC (or a number of RICs), is there a way to find out programmatically when markets/exchanges close? Can I obtain any relevant calendars via the REST API?


Thanks again


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
13.7k 26 8 12

@emir.subasic,

Q4 and Q5 - Can you please provide more details what you mean by that and any specific timelines you may have?

I'm sorry, I don't understand this query, there is no timeline related to chain RICs. Could you please reformulate to help me understand what you are asking ?

Q4. Is there an request I can make to get the constituent RICs of a chain RIC instead? For example for 0#CL: how do I get the CLH0, CLJ0, CLK0 ... and so on?

Yes, here is the body of the request (POST this to the Extractions/ExtractWithNotes endpoint):

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
    "ContentFieldNames": [ "RIC" ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [ { "Identifier": "0#CL:", "IdentifierType": "ChainRIC" } ]
    }
  }
}

Q2 - For a given RIC (or a number of RICs), is there a way to find out programmatically when markets/exchanges close? Can I obtain any relevant calendars via the REST API?

I don't know if this is possible. As this is a content query, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
37 1 4 12

Hi,


Thanks for the response again.

On Q4. 5 - I think we crossed updates. I thought I saw an update that said:

: Coming soon, work in progress

And I assumed you meant that this was in development and is coming soon.


Cheers

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

@emir.subasic,

I understand now; I had put that text "work in progress" as a temporary response when I posted my answers for Q1-Q3, while I was still working on Q4 and Q5. Once I had finished Q4 and Q5 I updated my answer. Apologies if that was not clear.