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Thanks,
AHS
Both HSIM8 and 1YMH9 are historical RIC. You may need to set the "AllowHistoricalInstruments":true in the ValidationOptions of request body. Below is the sample.
"IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": ..., "ValidationOptions": { "AllowHistoricalInstruments": true }, "UseUserPreferencesForValidationOptions": false }
Both HSIM8 and 1YMH9 don't seem to be a valid identifiers. They are missing a suffix like - 1YMH9^0. What is the exact Market Depth call they are invoking? Is the timezone correctly identified as Central Time?