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Can't get Mid Price from REST API
Hello. We really need your help!
We are trying to switch from the old SOAP API to the new REST API. But we encounter several problems. Here is one of them:
We manage to get the Ask Price and Bid Price using identical requests. But the same query for Mid Price returns NULL.
Request #1 [Ask Price]:
{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest","ContentFieldNames":["Ask Price"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"MSFT.O","IdentifierType":"Ric"}],"ValidationOptions":null,"UseUserPreferencesForValidationOptions":false},"Condition":{"ReportDateRangeType":"Range","QueryStartDate":"2017-08-30T00:00:00.000Z","QueryEndDate":"2017-08-30T23:59:59.000Z"}}}
Response #1 [Ask Price]:
[{"IdentifierType":"Ric","Identifier":"MSFT.O","Ask Price":74.01}]
Request #2 [Bid Price]:
{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest","ContentFieldNames":["Bid Price"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"MSFT.O","IdentifierType":"Ric"}],"ValidationOptions":null,"UseUserPreferencesForValidationOptions":false},"Condition":{"ReportDateRangeType":"Range","QueryStartDate":"2017-08-30T00:00:00.000Z","QueryEndDate":"2017-08-30T23:59:59.000Z"}}}
Response #2 [Bid Price]:
[{"IdentifierType":"Ric","Identifier":"MSFT.O","Bid Price":74}]
Request #3 [Mid Price]:
{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest","ContentFieldNames":["Mid Price"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"MSFT.O","IdentifierType":"Ric"}],"ValidationOptions":null,"UseUserPreferencesForValidationOptions":false},"Condition":{"ReportDateRangeType":"Range","QueryStartDate":"2017-08-30T00:00:00.000Z","QueryEndDate":"2017-08-30T23:59:59.000Z"}}}
Response #3 [Mid Price]:
[{"IdentifierType":"Ric","Identifier":"MSFT.O","Mid Price":null}]
In the old SOAP API, we received the values of these fields without problems. No hints were found in the documentation. Tell me what is our mistake?
I got the same result as yours. Please directly contact the Datascope Select support team via MyRefinitiv to verify the content.