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.