How to get full holdings for a fund via DSS Rest API

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rahul.deshmukh
rahul.deshmukh Contributor
in DSS

We use the following example request given in the file below

extraction_request.txt

We expected that we get the instruments where the fund is invested in together with some additional information like the value in the fund invested amount.

Unfortunately this seems to be the wrong request type since we just get information about the fund itself and not its holdings.

Could you give us an example request for getting the holdings of a fund?

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Here is the query for ISIN

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.FundAllocationExtractionRequest",
        "ContentFieldNames": [
          "Asset SubType Description",
          "Asset Type",
          "Asset Type Description",
          "CUSIP",
          "Identifier Segment Source",
          "Identifier Segment Source Description",
          "Instrument ID",
          "Instrument ID Type",
          "Security Description",
          "Allocation Asset Type",
          "Allocation CUSIP",
          "Allocation Date",
          "Allocation Item",
          "Allocation OrgID",
          "Allocation Percentage",
          "Allocation Rank",
          "Market Value Currency",
          "Market Value Held",
          "RIC",
          "FundSERVAC",
          "FundSERVBE",
          "FundSERVDM",
          "FundSERVDO",
          "FundSERVFE",
          "FundSERVIS",
          "FundSERVLL",
          "FundSERVNL",
          "FundSERVVS"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [{
              "Identifier": "DE0005317333",
              "IdentifierType": "Isin"
            }
          ],
          "ValidationOptions": null,
          "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
          "FundAllocationTypes": [
            "Asset",
            "Currency",
            "FullHoldings",
            "IndustrySector",
            "InvestmentCountry",
            "TopTenHoldings"
          ]
        }
      }
    }

Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @rahul.deshmukh,

    I think the request for fund holdings is the right request. However, the RIC identifier has to be a Lipper RIC in order to request funds holdings info, and I expect one has to be entitled for the relevant content set. This request works for me:

    {
     "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.FundAllocationExtractionRequest",
            "ContentFieldNames": [
                "Asset SubType Description",
                "Asset Type",
                "Asset Type Description",
                "CUSIP",
                "Identifier Segment Source",
                "Identifier Segment Source Description",
                "Instrument ID",
                "Instrument ID Type",
                "Security Description",
                "Allocation Asset Type",
                "Allocation CUSIP",
                "Allocation Date",
                "Allocation Item",
                "Allocation OrgID",
                "Allocation Percentage",
                "Allocation Rank",
                "Market Value Currency",
                "Market Value Held",
                "RIC"
            ],
            "IdentifierList": {
                "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "LP68233262",
                        "IdentifierType": "Ric"
                    }
                ],
                "ValidationOptions": null,
                "UseUserPreferencesForValidationOptions": false
            },
            "Condition": {
                "FundAllocationTypes": [
                    "Currency",
                    "FullHoldings"
                ]
            }
        }
        }

    However, for a definitive answer on how to request specific content correctly, in terms of identifiers needed, for a customer, a much better resource would be Refinitiv Content Helpdesk Online , select DSS + "I need help finding content".



  • Gurpreet
    Gurpreet admin

    Try this:

    {
                "ExtractionRequest": {
                    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.FundAllocationExtractionRequest",
                    "ContentFieldNames": [
                        "Asset SubType Description",
                        "Asset Type",
                        "Asset Type Description",
                        "CUSIP",
                        "Identifier Segment Source",
                        "Identifier Segment Source Description",
                        "Instrument ID",
                        "Instrument ID Type",
                        "Security Description",
                        "Allocation Asset Type",
                        "Allocation CUSIP",
                        "Allocation Date",
                        "Allocation Item",
                        "Allocation OrgID",
                        "Allocation Percentage",
                        "Allocation Rank",
                        "Market Value Currency",
                        "Market Value Held",
                        "RIC",
                        "FundSERVAC",
                        "FundSERVBE",
                        "FundSERVDM",
                        "FundSERVDO",
                        "FundSERVFE",
                        "FundSERVIS",
                        "FundSERVLL",
                        "FundSERVNL",
                        "FundSERVVS"
                    ],
                    "IdentifierList": {
                        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                        "InstrumentIdentifiers": [{
                                "Identifier": "LP60054179",
                                "IdentifierType": "Ric"
                            }
                        ],
                        "ValidationOptions": null,
                        "UseUserPreferencesForValidationOptions": false
                    },
                    "Condition": {
                        "FundAllocationTypes": [
                            "Asset",
                            "Currency",
                            "FullHoldings",
                            "IndustrySector",
                            "InvestmentCountry",
                            "TopTenHoldings"
                        ]
                    }
                }
            }

    result:

    Mutual Funds,MTLF,Mutual Funds,,F,Mutual Fund,LP60054179,RIC,HannoverscheMaxInvest,,,2020/04/30,CASH,,3.53,2,,,LP60054179,,,,,,,,,
    Mutual Funds,MTLF,Mutual Funds,,F,Mutual Fund,LP60054179,RIC,HannoverscheMaxInvest,,,2020/04/30,FRANCE,,35.11,1,,,LP60054179,,,,,,,,,
    Mutual Funds,MTLF,Mutual Funds,,F,Mutual Fund,LP60054179,RIC,HannoverscheMaxInvest,,,2020/04/30,GERMANY,,27.86,2,,,LP60054179,,,,,,,,,
  • rahul.deshmukh
    rahul.deshmukh Contributor
    https://community.developers.refinitiv.com/discussion/comment/63132#Comment_63132

    extraction_request_ISIN.txtHello @Zoya.Farberov,

    Unfortunately this request doesn't provide the identifier information for ISIN which we actually need to get the funds holdings info. When i tried to provide "IdentifierType":ISIN then i am getting the response as 'Bad Request'

    Can you please provide the request type where Identifier should be ISIN to get the funds holdings info?

    Thanks.

  • rahul.deshmukh
    rahul.deshmukh Contributor
    https://community.developers.refinitiv.com/discussion/comment/63133#Comment_63133

    Hallo Gurpreet,

    Unfortunately this request doesn't provide the identifier information for ISIN which we actually need to get the funds holdings info. When i tried to provide "IdentifierType":ISIN then i am getting the response as 'Bad Request'

    Can you please provide the request type where Identifier should be ISIN to get the funds holdings info?

    Regards.

  • rahul.deshmukh
    rahul.deshmukh Contributor
    https://community.developers.refinitiv.com/discussion/comment/63220#Comment_63220

    Hallo Gurpreet,


    Currently i am facing performance issue as i am trying to process http request one per ISIN.

    Do you have an example where we can process multiple ISIN per http request ? Also any other example may be using threading or other approach to improve performance ?


    Thanks and regards,

    Rahul Deshmukh

  • Gurpreet
    Gurpreet admin
    https://community.developers.refinitiv.com/discussion/comment/64161#Comment_64161

    PS: Please ask new questions in a new post. It helps us track responses.

    You can specify more than one instrument in a single request, since InstrumentIdentifiers is a JSON array. Example: 

    "InstrumentIdentifiers": [{
        "Identifier": "SHV.O",
        "IdentifierType": "Ric"
      }, {
        "Identifier": "00209tab1",
        "IdentifierType": "Cusip"
      }, {
        "Identifier": "IBM.N",
        "IdentifierType": "Ric"
      }, {
        "Identifier": "US4592001014",
        "IdentifierType": "Isin"
      }, {
        "Identifier": "B1YW440",
        "IdentifierType": "Sedol"
      }
    ]

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