Downloading data for historical ric SHY using REST api

Sorcha
Sorcha Newcomer
in TRTH

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

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @Sorcha,

    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?

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