How do I pull Tick History Intraday Summaries report for ISIN using TRTH REST API?
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
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)
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
}
}
}
Hi Gurpreet,
Couple questions:
- 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"
}
}
}