Problem related to EndOfDayPricingExtractionRequest and (-9999..) price
Carp-Bezverhnii Maxim
Newcomer
in DSS
Hi, everyone, I'm using DSS REST API & Python, I'm working now on extracting "Close Price" using
"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest"
so my question is next : I get sometimes strange prices (for field "Close Price") like '-9999....' so there is an problem from my side or there is another problem/error? And what should I do to prevent this kind of prices? Or I should use maybe another report instead of EOD prices for get last close price?
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Best Answer
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The value should be the Null Codes generated by DSS when the instrument’s price is not available due to exchange events (e.g., Public Holiday) or certain data conditions (e.g., Invalid Format). For more information, please refer to DSS GUI document.
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