How do I pull Tick History Intraday Summaries report for ISIN using TRTH REST API?

vnigam
vnigam Newcomer
in TRTH

I have been pulling RICs using the Tick history Intraday Summaries report and wanted to see if I can do the same using ISIN or CUSIP?

The GUI for these reports on dssscope allows only RICs, see attached screenshot below

ISIN is US912828ZX16 , it's a 2 year .125% coupon US Treasury note

image

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    The sample I provided was the JSON message. If you are using Python dictionary, use this:

    body = {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      "Open Bid",
      "Open Ask",
      "High Bid",
      "High Ask",
      "Low Bid",
      "Low Ask",
      "Close Bid",
      "Close Ask",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
        "Identifier": "US912828ZX16",
        "IdentifierType": "Isin"
      }],
      "ValidationOptions": None,
      "UseUserPreferencesForValidationOptions": False
    },
    "Condition": {
      "MessageTimeStampIn": "LocalExchangeTime",        #GmtUtc
      "ReportDateRangeType": "Relative",                #Range
      "RelativeStartDaysAgo": 1,
      "RelativeStartTime": "09:00:00.000",
      "RelativeEndDaysAgo": 1,
      "RelativeEndTime": "17:15:00.000",
      "TimeRangeMode": "Inclusive",
      # "ExtractBy": "Ric",
      # "SortBy": "SingleByRic",
      "DateRangeTimeZone": "Eastern Time (US & Canada)", #"UTC-05:00",  #"Local Exchange Time Zone",
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": True,
      "DisplaySourceRIC": False
    }
    }
    }

    and be sure to convert it into JSON before sending it to server like:

    data = json.dumps(body)

Answers

  • Gurpreet
    Gurpreet admin

    Hi @vnigam, You can use Identifier type = Isin when making your request. E.g:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
        "ContentFieldNames": [
          "Close Ask",
          "Close Bid",
          "High Ask",
          "High Bid",
          "Low Ask",
          "Low Bid"
        ],

        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [{
              "Identifier": "US912828ZX16",
              "IdentifierType": "Isin"
            }
          ],

          "ValidationOptions": null,
          "UseUserPreferencesForValidationOptions": false
        },

        "Condition": {
          "MessageTimeStampIn": "GmtUtc",
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2020-07-08T09:00:00",
          "QueryEndDate": "2020-07-08T17:00:00",
          "SummaryInterval": "TenMinutes",
          "TimebarPersistence": true,
          "DisplaySourceRIC": false
        }
      }
    }
  • vnigam
    vnigam Newcomer

    Hi Gurpreet,

    Couple questions:

    1. My query is a schedule relative query, I updated it as below. But still getting this error: Can you confirm if my parameters are correct?

    HTTP status of the response: 400

    An error occured. Try to run this cell again. If it fails, re-run the previous cell.

    2. I executed the query you sent above and I'm getting same error. Also the true, false and null are not in quotes in your query. my python interpreter is showing those as errors

    requestBody={
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
        "ContentFieldNames": [
          "Open Bid",
          "Open Ask",
          "High Bid",
          "High Ask",
          "Low Bid",
          "Low Ask",
          "Close Bid",
          "Close Ask",
          "Volume"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [{
            "Identifier": "US912828ZX16",
            "IdentifierType": "Isin"
          }],
          "ValidationOptions": "null",
          "UseUserPreferencesForValidationOptions":"false"
        },
        "Condition": {
          "MessageTimeStampIn": "LocalExchangeTime",        #GmtUtc
          "ReportDateRangeType": "Relative",                #Range
          "RelativeStartDaysAgo": 1,
          "RelativeStartTime": "09:00:00.000",
          "RelativeEndDaysAgo": 1,
          "RelativeEndTime": "17:15:00.000",
          "TimeRangeMode": "Inclusive",
          # "ExtractBy": "Ric",
          # "SortBy": "SingleByRic",
          "DateRangeTimeZone": "Eastern Time (US & Canada)", #"UTC-05:00",  #"Local Exchange Time Zone",
          "SummaryInterval": "OneMinute",
          "TimebarPersistence": "true",
          "DisplaySourceRIC": "false"
        }
      }
    }

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