How to get Index Name and Constituents in the same Extraction
Hi, if I set up an instrument list with several Index Chain RICs, they become expanded in the extraction to their constituents. Is there a possibility to see in the extraction, from which index each RIC was expanded i.e. a reference to the original Chain RIC per entry? Is there a special report Template/Field to achieve this? The desired format would be:
<parent index (or parent index chain RIC)>;<RIC>;<ISIN>
Hello @f.heuschen,
Depending on what request type you are running, Identifier included with the result is the original request Identifier, so may carry the info you are looking for?
For example:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
"ContentFieldNames": [
"Ask Price",
"CUSIP",
"Exchange Code",
"Exchange Description",
"RIC",
"Ticker"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "438516AC0", "IdentifierType": "Cusip" },
{ "Identifier": "IBM.N", "IdentifierType": "Ric" },
{ "Identifier": "0#US30YT=TWEB", "IdentifierType": "ChainRIC" }
]
},
"Condition": null
}
}
results in
{
"IdentifierType": "ChainRIC",
"Identifier": "0#US30YT=TWEB",
"Ask Price": 152.60938,
"CUSIP": "912810QK7",
"Exchange Code": "TWB",
"Exchange Description": "TRADEWEB",
"RIC": "912810QK7=TWEB",
"Ticker": "UST"
},
{
"IdentifierType": "ChainRIC",
"Identifier": "0#US30YT=TWEB",
"Ask Price": 160,
"CUSIP": "912810QL5",
"Exchange Code": "TWB",
"Exchange Description": "TRADEWEB",
"RIC": "912810QL5=TWEB",
"Ticker": "UST"
},
{
"IdentifierType": "ChainRIC",
"Identifier": "0#US30YT=TWEB",
"Ask Price": 169.98438,
"CUSIP": "912810QN1",
"Exchange Code": "TWB",
"Exchange Description": "TRADEWEB",
"RIC": "912810QN1=TWEB",
"Ticker": "UST"
},
Does this help?
Thanks for the answer.. is this only the case on using the REST Service? I tried the same with the DSS Frontend ( EOD Request with RIC & ISIN as fields) and here the parent chain RIC was not included in the created file...
Hello @f.heuschen,
From my looking via DSS GUI request this does not seem to be the case. However, to get a definitive answer, if there is an option to obtain this info with results via DSS GUI, it is best to involve a Refinitiv DSS specialist via Refinitiv Helpdesk Online -> DSS.