Settings source/exchange/composite python

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question

kevin.ferret

2 ●2 ●2 ●1

Settings source/exchange/composite python

Hi all,

I am trying to get intraday data via TRTH for a number of instruments (GILTs). I am only interested in composite data, not single sources. I am using ISINs as my IdentifierType.

Thus, first, I would like to know which source code is the right one for refinitiv composite data.

Secondly, it seems that even when I set a source in:

self.instrumentsid = [{"Identifier": i, "IdentifierType": self.identifier_type, "Source": self.source} for i in self.instruments]

with

"IdentifierList": {
  "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
  "InstrumentIdentifiers": self.instrumentsid,
  "UseUserPreferencesForValidationOptions":"false"
}

The request is nonetheless expanding anyway, which is really concerning tbh.

Instrument <ISN,GB00BDRHNP05> expanded to 29 RIC instances: CH35928402=S to GBTSY28=SMKR. Instrument <ISN,GB00BZB26Y51> expanded to 34 RIC instances: CH34468946=S to GBTSY31=SMKR.

So how to avoid expanding RIC instances? Is an ISIN, an IdentifierType and a source not enough to get only one RIC?

Many thx

tick-history-rest-api rics isin

Feb 18, 2021 at 06:57 PM

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zoya faberov Feb 18, 2021 at 10:38 PM

Hello @kevin.ferret,

I would like to better understand the complete request that you submit. For instance, I have just tested:

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code",
           "Annualized Dividend Period Start Date", "Annualized Dividend Adjusted Gross Amount",
           "Balance Sheet - Enterprise Value", "Balance Sheet - Market Value"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "ValidationOptions": {
"AllowHistoricalInstruments": true },
"UseUserPreferencesForValidationOptions": false,
            "InstrumentIdentifiers": [                
                { "Identifier": "GB00BDRHNP05", "IdentifierType": "Isin" }                
            ]
        }
    }
}

zoya faberov Feb 18, 2021 at 10:38 PM

This has resulted in no expansion for me:

1 Govt/Treasury/Central Bank                                       N/A            N/A\r\n-------\r\n      1 Total instrument charged.

So I would like to better understand what is different in the request, as the instrument ISIN submitted is the same?

kevin.ferret zoya faberov Feb 19, 2021 at 09:40 AM

Hi thx for replying. See below. Many thx

chavalit-jintamalit Feb 26, 2021 at 06:25 AM

Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query?
If yes, please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS

Jirapongse Mar 05, 2021 at 06:44 AM

@kevin.ferret

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

Answer 1 · 2021-02-22T21:13:39Z

zoya faberov

32.2k ●40 ●11 ●20

Hello @kevin.ferret,

REST API Reference Tree is the complete reference of available Datascope requests, login with your RTH user id and password,

You can look up the spec of on-demand request by selecting

Extractions -> On Demand Extraction -> ExtractRaw

And select the request to look up from the drop-down list of available requests on the right. This should show request spec, result spec and specific examples.

Datascope backend is shared by the two products, Refinitiv Tick History ( RTH) and Datascope Select (DSS). As your user is permissioned for RTH, and not DSS, RTH requests will be available to you. Both Intraday and EOD requests are part of RTH.

---

I would like to clarify that RICs are not expanded. Chain RICs and ISINs are expanded. If you would like the identifier to be requested as is, you would supply RICs directly, for example:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      "Close Ask",
      "Close Bid",
      "High",
      "High Ask",
      "High Bid",
      "Last",
      "Low",
      "Low Ask",
      "Low Bid",
      "No. Asks",
      "No. Bids",
      "No. Trades",
      "Open",
      "Open Ask",
      "Open Bid",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "CARR.PA",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2016-09-29T00:00:00.000Z",
      "QueryEndDate": "2016-09-30T00:00:00.000Z",
      "SummaryInterval": "OneHour",
      "TimebarPersistence": true,
      "DisplaySourceRIC": true
    }
  }
}

Feb 22, 2021 at 09:13 PM

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zoya faberov Feb 22, 2021 at 09:23 PM

@kevin.ferret,

In terms of using CompositeExtractionRequest, it is part of Datascope Select product, rather then Tick History product.

As you are a Tick History user, you will be able to run Tick History requests and will not be able to request Datascope Select Requests.

Because you have mentioned running Composite, and some organizations have both products, I have assumed you were running CompositeExtraction. However, once we have verified that you were running TickHistoryIntradaySummaries we have focused on your requirements against RTH.

Answer 2 · 2021-02-19T07:32:46Z

kevin.ferret

2 ●2 ●2 ●1

Hi thx for replying.

below the body:

{'ExtractionRequest': {'@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest', 
 'ContentFieldNames': ['Close Ask',   'Close Bid',   'High',   'High Ask',   'High Bid',   'Last',   'Low',   'Low Ask',   'Low Bid',   'No. Asks',   'No. Bids',   'No. Trades',   'Open',   'Open Ask',   'Open Bid',   'Volume'],  
'IdentifierList': {'@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList', 
  'InstrumentIdentifiers': [{'Identifier': 'GB00BDRHNP05',     'IdentifierType': 'Isin',     'Source': 'L'}],   
'UseUserPreferencesForValidationOptions': 'false'},  
'Condition': {'MessageTimeStampIn': 'GmtUtc',   'ReportDateRangeType': 'Range',   'QueryStartDate': '2018-01-08T00:00:00Z',   'QueryEndDate': '2018-01-10T00:00:00Z',   'SummaryInterval': 'OneMinute',   'TimebarPersistence': 'true',   'DisplaySourceRIC': 'true'}}}

Many thx

Feb 19, 2021 at 07:32 AM

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Answer 3 · 2021-02-19T16:55:16Z

zoya faberov

32.2k ●40 ●11 ●20

Hi @kevin.ferret,

By submitting TickHistoryIntradaySummariesExtraction requests, if your Identifier type is either ISIN on ChainRIC, it will get expanded into multiple RICs.

To avoid the expansion, you may wish to submit one or more specific RICs as identifier to TickHistoryIntradaySummariesExtraction.
There may be a request that is more suitable to your requirements (I am a developer, so may be lacking some nuances in content understanding) - I would try EOD:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [
      "Instrument ID",
      "Open",
      "High",
      "Low",
      "Last",
      "Volume",
      "VWAP",
      "Number of Price Moves",
      "Trade Date"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {"Identifier": "GB00BDRHNP05",     "IdentifierType": "Isin"}
      ]
    },
    "Condition": {
     "StartDate": "2018-01-08T00:00:00Z",   "EndDate": "2018-01-10T00:00:00Z"
    }
  }
}

That does not expand, results in:

Instrument ID,Open,High,Low,Last,Volume,VWAP,Number of Price Moves,Trade Date
GB00BDRHNP05,99.72,99.97,99.6,,,,,2018/01/08
GB00BDRHNP05,99.91,99.91,99.34,,,,,2018/01/09
GB00BDRHNP05,99.53,99.53,99.17,,,,,2018/01/10

Also, to obtain a definitive answer on the correct content request, per your requirements, from one of Refinitiv content experts, as a customer, you can contact Refinitiv Helpdesk Online -> Content -> RTH directly.

Feb 19, 2021 at 04:55 PM

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kevin.ferret Feb 19, 2021 at 05:02 PM

Thx,

In your code I see that even if you use {"Identifier": "GB00BDRHNP05", "IdentifierType": "Isin"} it is not expanding right? So what else did you change compared to my previous message (body) to have this result?

Many thx

zoya faberov kevin.ferret Feb 19, 2021 at 06:21 PM

Hi @kevin.ferret,

This is a different request type, ElektronTimeseriesExtractionRequest, with the different interface spec, please see the above request.

BTW, in the question you said you were requesting composite, so I have tested CompositeExtractionRequest, and did not see what you were seeing. It was because you were running TickHistoryIntradaySummariesExtractionRequest request.

kevin.ferret zoya faberov Feb 22, 2021 at 11:45 AM

Thx for that. So where are the list of endpoints? I just tried CompositeExtractionRequest and got an error (I am probably making a mistake somewhere). So to be sure, you were able to request intraday market data for the ISIN above using the composite request?

Many thx

Show more comments

Answer 4 · 2021-02-23T15:35:27Z

Beera.Rajesh

262 ●12 ●15 ●18

Hi @Kevin.ferret,

We have GovCorp Search helps to arrive at CPL source specific RIC from ISIN. Below is the example:

End Point:
<https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/GovCorpSearch >

Body:

{

"SearchRequest": {

"AssetStatuses": [

"TEN",

"RES",

"REP",

"FDD",

"RBM",

"RMK",

"RPN",

"PUT",

"PRE",

"NAC",

"LIQ",

"ISS",

"DEF",

"FNG",

"MAT",

"EXC",

"RDM",

"DFS",

"CAN",

"CLD"

],

"Coupon": null,

"CurrencyCodes": null,

"GovCorpContributorCode" : "CPL",

"Group": {

"Agency": true,

"Government": true,

"Corporate": true,

"Supra": true},

"MoodyRatingsCodes": null,

"StandardPoorsRatingsCodes": null,

"Callable": false,

"Convertable": false,

"Extendable": false,

"Putable": false,

"Sinkable": false,

"IssueDate": null,

"MaturityDate": null,

"NextPayDate": null,

"Ticker": null,

"IdentifierType": "Isin",

"Identifier": "GB00BDRHNP05",

"PreferredIdentifierType": "Ric"

}

}

Response:

{

"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Content.ValidatedInstrument)",

"value": [

{

"Identifier": "GBT1Q27=",

"IdentifierType": "Ric",

"Source": "CPL",

"Key": "VjF8MHgwMDEwMmM4YmU1OGEwY2Q0fDB4MDAxMDJjODk2OGE4MGM3OXxDUEx8R0NCRHx8fEd8RXxHQlQxUTI3PXw",

"Description": "GBGV 1.250 07/22/27",

"InstrumentType": "GovCorpBond",

"Status": "Valid"

}

]

}

Once you have this composite RIC in your results, you may do a API call to get Tick Data

{

"ExtractionRequest": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",

"ContentFieldNames": ["Close Ask", "Close Bid", "High", "High Ask", "High Bid", "Last", "Low", "Low Ask", "Low Bid", "No. Asks", "No. Bids", "No. Trades", "Open", "Open Ask", "Open Bid", "Volume"

],

"IdentifierList": {

"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [

{ "Identifier": "GBT1Q27=", "IdentifierType": "Ric" }

],

"ValidationOptions": null,

"UseUserPreferencesForValidationOptions": false

},

"Condition": {

"MessageTimeStampIn": "GmtUtc",

"ReportDateRangeType": "Range",

"QueryStartDate": "2021-02-22T00:00:00.000",

"QueryEndDate": "2021-02-23T00:00:00.000",

"SummaryInterval": "OneMinute",

"TimebarPersistence": true,

"DisplaySourceRIC": true

}

Feb 23, 2021 at 03:35 PM

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