Downloading data for historical ric SHY using REST api
Hi,
I am lookign to get data for identified SHY which is an old version of SHY.O.
I am using the REST api:ThompsonReuters.Dss.Api.Extractins.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest. However, I am getting an identifier not found. If I go to the datascope website and create the report there data returns.
Does anyone know what I am, going wrong?
Thanks,
Sorcha
Best Answer
Hello @mcdonnso,
If you are looking to request with the old version of RIC, including ValidationOptions clause may be what's missing, for example:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Exchange Time"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions": {
"AllowHistoricalInstruments": true
},
"UseUserPreferencesForValidationOptions": false,
"InstrumentIdentifiers": [{
"Identifier": "SHY",
"IdentifierType": "Ric"
}]
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations": false,
"ReportDateRangeType": "Range",
"QueryStartDate": "2016-04-01T00:00:00.000Z",
"QueryEndDate": "2016-04-04T12:00:00.000Z",
"DisplaySourceRIC": true
}
}
}
otherwise only currently valid identifiers will be included in the results, which may not be what you are looking for?