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Question by Neil Shah · Mar 29, 2016 at 11:49 AM · rest_apichainchainsdss-sdk

Use chain rics in the REST API

I want to get timeseries data on all the rics of the FTSE 100. When i add

{ "Identifier": "0#.FTSE", "IdentifierType": "ChainRIC" }

to the list of InstrumentIdentifiers, it gives me this as part of the response

{

"IdentifierType":"ChainRIC",
"Identifier":"0#.FTSE",
"Error":"CHR, 0#.FTSE (not found)"
}

How can i extract this?

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Answer by Rick Weyrauch · Mar 29, 2016 at 04:11 PM

PE 3648 is 3rd Party content that TR is not currently provisioned to allow chain constituents access, and that access is controlled by FTSE.

The "Not Found" state in the REST API is a bug that I will be entering into our system, but I have no information of when it would be repaired.

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Neil Shah ♦♦ · Mar 30, 2016 at 05:35 AM 0
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Thanks Rick, 0#.FTSE and 0#.DJI doesn't work for me. 0#.SPX does work, so it looks like it's related to specific chains, as you say.

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Answer by Christiaan Meihsl · Mar 29, 2016 at 12:28 PM

I get exactly the same error as you; I think it is because it is part of restricted content for which you & I are not permissioned. I found that out by doing a Chain Search for 0#.FTSE in the DSS GUI, it gave me a popup (screenshot: chrftse.png) with an error message:

"CHR not supported - part of restricted content".

You might have a data permissioning issue.


chrftse.png (28.3 KiB)
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Answer by Rick Weyrauch · Mar 29, 2016 at 03:11 PM

I was about to post the same answer as Christiaan - the GUI returns more detail in the "CHR not supported - part of restricted content" message.

I am investigating why this chain is restricted and why we had a delta between the GUI search and the REST API status too.

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Answer by Rick Weyrauch · Mar 29, 2016 at 04:16 PM

This is 3rd party content controlled by FTSE currently restricted to prevent chain expansion.

The difference between the GUI and the REST API has been detailed in a bug and submitted for consideration to the product management team.

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