For a deeper look into our DataScope Select SOAP API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials
GET ExchangeTypes Does not Return all Exchanegs
When trying to retrieve the Exchanges configured in Datascope Select using the service:
https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/CorporateActionsIpoReportTemplateGetExchangeTypes
, a total of 438 Exchanges are returned.
When querying the prices for the security with Ric "LP68407002":
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Universal Close Price",
"Currency Code",
"Exchange Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "LP68407002", "IdentifierType": "Ric"}
]
},
"Condition": {
"AdjustedPrices": false,
"QueryStartDate": "1980-01-01T00:00:00.000Z",
"QueryEndDate": "2020-03-12T00:00:00.000Z"
}
}
}
, the "Exchange Code" is returned as "LIP" in the pricing info which I understand means "Liper".
Why is LIP not returned by:
https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/CorporateActionsIpoReportTemplateGetExchangeTypes
We noticed that there is a discrepancy between the data shown in:
between the two lists (main list vs. example shown under the C# example output). The following Exchanges are present in the example but are not returned by the service:
BAE, SFC, CAL, DTB, DUB, ICI, LIP, MFI, AS#, NTV, #ES, BFE, ECO, TOF
From the URL (CorporateActionsIpoReportTemplateGetExchangeTypes), I think it returns the exchange types used by the CoroprateActionsIpo report template.
However, when requesting data, you use PriceHistoryExtractionRequest.
To get a list of all exchange codes, you can refer to the dse_exch_cds gcodes. You need to login to MyRefinitiv to view that page.
We noticed that when looking at certain security types (e.g. Bonds) the Source(s) associated with each security are not always matching the dse_exch_cds available under MyRefinitiv. For example, RIC 83417KEU8= has the source "CPN" which is not part of the codes provided under dse_exch_cds. Is it the case that security types like bonds maybe trade on different exchanges and hence have a separate dictionary for them? If so, any pointers where this can be found?
