GUI successfully extracts data using OCC, can't seem to get the equivalent to work in API

gteage
gteage LSEG
in DSS

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."
    ]
}
Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @gteage

    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.

    image


    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.

Answers

  • yingwu
    yingwu Newcomer

    We found that you can use IdentifierType = Sym in the extract call instead of OCCCode and it works.

    Sym = Trading Symbol = Exchange-supplied code used for trading purposes to uniquely identify an instrument.


    "IdentifierType": "Sym"

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