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Accepted
18 2 9 11

How can I retrieve data for Open Access instruments with an Intraday pricing DSS REST API call?

I am looking for a way on how to extract Open Access data with the use of Rest Api. Now, when I run an Intraday Pricing OnD query, my instrument is not found:


However, I know it is a valid instrument and I can collect data for it via GUI.

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Hello @lukasz.ossowski

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS


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Accepted
65 1 2 1

Hi Lukasz,

You likely need to put a ValidationOptions condition to allow open access instruments. Those are instruments that exist on our RealTime side, but not DSS.

When I load these into DSS, I can see they are Open Access instruments:

ValidInstrumentCount  -  1 
OpenAccessSegments
{'Code': 'Y', 'Description': 'Money Market', 'Count': 1}


Try adding this:

        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [],
            "ValidationOptions": {
                "AllowOpenAccessInstruments": true,


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Upvotes
18 2 9 11

This works :) Thanks Josh!

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