Is there a way to get the list of exchanges behind composite markets in DSS?
Could you please provide me with a complete example how to do so?
Thank you very much in advance.
I am not aware of this information, to the extent that you are looking to obtain it, of being made available via DSS REST API, or any other API.
DSS prices that are being made available reflect the actual live updates (quotes/trades) available from Refinitiv Real Time service, DSS does not originate them, consequently I also do not see any way to customize/influence/filter the service price compositing strategy, it's a reflection of the published composite update ( quote/trade), to my understanding.
However, I am a developer, and to be 100% sure, I have opened an RTH content support case case on your behalf. Case # is 09789240 . Please expect the follow-up via email shortly.
Not being fully sure that I read yout question correctly :), I think you are asking for a composite instrument i.e. "IBM", can we request the list of exchanges the composite update can be derived from, i.e. "IBM.N" "IBM.B", etc.
As a developer, I have approached this question from two directions:
A real time streaming update, such as quote or trade, can include the information (and as is captured in TickHistoryRaw) about the specific quote/trade only, for example:
RDN_EXCHID - Identifier for the market on which the instrument trades
TRDXID_1 - Exchange/market identifier of the latest trade
OPENEXID - or consolidated records, identifies the exchange where the opening price was set
CLSEXID - For consolidated records, identifies the market where the closing price was set.
I am not sure, consequently, that such list exists, however for the authoritative answer on whether this content is made available, as part of DSS content, the best approach for a customer is to contact Refinitiv Helpdesk Online -> Content -> DSS and be connected with a Refinitiv content expert on this type of content.
Let us know if this helps and you are able to proceed?
Let me use an example to explain.
"IAG.DEU" is the RIC for an equity when the exchange is "German Composite".
TR uses the data from some exchanges, probably IAG.F, IAG.BE, IAG.H, and more, to compute the price for IAG.DEU
The question is how to access this list. In general, this list changes over time and it would be good to have access to the information about any change in the list, but for now we need to know the current list behind IAG.DEU (just as an example)
The second and maybe more important question is the following:
Let's consider the case that we want to have a composite price from a selected list of exchanges. For example, we want the composite price computed based on the prices of only IAG.F, IAG.H, and IAG.D. Is there any simple way to get this composite price in DSS? I mean without access to real-time streaming data and computed it from scratch.