GUI successfully extracts data using OCC, can't seem to get the equivalent to work in API
Hi,
After my API call to DSS failed to recognise my Identifier: SINA150612C00057000, with Identifier Type: OCCCode ('Not Found') I tried the extraction using GUI for the same Identifier and I am not sure what I am doing wrong by the GUI extraction worked fine, just want to replicate the same success via API On Demand, my unsuccessful extraction below:
POST .../Extractions/ExtractWithNotes
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
"ContentFieldNames": [
"Asset Category",
"Trading Symbol",
"OCC Code",
"RIC"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "SINA150612C00057000",
"IdentifierType": "OCCCode"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments": false,
"AllowInactiveInstruments": false,
"AllowLimitedTermInstruments": false,
"AllowOpenAccessInstruments": false,
"AllowSubclassImport": false,
"AllowUnsupportedInstruments": true,
"ExcludeFinrAsPricingSourceForBonds": false,
"UseConsolidatedQuoteSourceForCanada": false,
"UseConsolidatedQuoteSourceForUsa": false,
"UseDebtOverEquity": false,
"UseExchangeCodeInsteadOfLipper": true,
"UseOtcPqSource": true,
"UseUsQuoteInsteadOfCanadian": true
},
"UseUserPreferencesForValidationOptions": false
},
"Condition": null
}
}
{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionResult",
"Contents": [
{
"IdentifierType": "OCCCode",
"Identifier": "SINA150612C00057000",
"Error": "Not found"
}
],
"Notes": [
"All identifiers were invalid. No extraction performed."
]
}
I assume that when using GUI, you have used Futures & Options Search to search for SINA150612C00057000 (OCCCode). The search result is a RIC that is added to the instrument list.
You can do the same in the API.
1. Use Search/FuturesAndOptionsSearch to search for SINA150612C00057000 (OCCCode)
{
"SearchRequest": {
"FileCodes": null,
"CurrencyCodes": null,
"ExchangeCodes": null,
"IdentifierType": "OCCCode",
"Identifier": "SINA150612C00057000",
"PreferredIdentifierType": "Ric"
}
}
2. The output is:
"value": [
{
"Identifier": "SINAF121505700.U",
"IdentifierType": "Ric",
"Source": "OPQ",
...
"Description": "SINA 2Jn5 57.0 C",
"InstrumentType": "Derivative",
"Status": "Valid",
"ExchangeCode": "OPQ",
"CurrencyCode": "USD",
"FuturesAndOptionsType": "Options",
"PutCallCode": "Call",
"ExpirationDate": "2015-06-12T00:00:00.000Z",
"StrikePrice": 57,
"AssetStatus": "Active"
}
]
3. Then use the returned RIC (SINAF121505700.U) in the extraction
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
"ContentFieldNames": [
"Asset Category",
"Trading Symbol",
"OCC Code",
"RIC"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "SINAF121505700.U",
"IdentifierType": "Ric"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments": false,
"AllowInactiveInstruments": false,
"AllowLimitedTermInstruments": false,
"AllowOpenAccessInstruments": false,
"AllowSubclassImport": false,
"AllowUnsupportedInstruments": true,
"ExcludeFinrAsPricingSourceForBonds": false,
"UseConsolidatedQuoteSourceForCanada": false,
"UseConsolidatedQuoteSourceForUsa": false,
"UseDebtOverEquity": false,
"UseExchangeCodeInsteadOfLipper": true,
"UseOtcPqSource": true,
"UseUsQuoteInsteadOfCanadian": true
},
"UseUserPreferencesForValidationOptions": false
},
"Condition": null
}
}
You may contact the DSS support team via MyRefinitiv to verify why the OCCCode doesn't work with the TermsAndConditionsExtractionRequest.