Cross Scaling Factor for PriceHistoryExtractionRequest

d.sukhanov
d.sukhanov Newcomer

Hello!

How can I get cross scaling factor for PriceHistoryExtractionRequest (https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes)?

For example, I made the following query :

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "Ask Price",
      "Cross Scaling Factor"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "JPYUSD=X",
          "IdentifierType": "Ric"
        }
      ],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2021-03-12T00:00:00.000Z",
      "QueryEndDate": "2021-04-12T23:59:59.000Z"
    }
  }
}

and I received error

{"error": {"message": "Validation Error:\r\n\r\nInvalid content FieldName \"Cross Scaling Factor\""}}

If used "FXIR Scaling Factor", I also receive error:

{"error": {"message": "Validation Error:\r\n\r\nInvalid content FieldName \"FXIR Scaling Factor\""}}

Best Answer

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

    Hello @d.sukhanov,

    Only field names that are defined for this type of request, per specification, can be passed. Other fields, not defined, will result in errors. You can get the complete list of fields defined for PriceHistoryExtractionRequest by request:

    GET {{protocol}}{{host}}{{api}}Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'PriceHistory') 

    Or look it up in REST API Reference Tree -> PriceHistoryExtractionRequest

    This field is not part of PriceHistoryExtractionRequest spec.

    ---

    One can search up the relevant information via Refinitiv DataScope Select Data Content Guide. From my search

    Terms and ConditionsCross Currency FlagY/N flag indicating if the bonds principal currency is different from that of the underlying asset.Terms and ConditionsCurrency CodeCurrency code for the trading instrument or corporate actions event.Terms and ConditionsCurrency Code DescriptionDescription of Currency Code.


    Seem relevant to what you are looking for.

    ---

    However, if this is not it, the best way for a customer to identify the required content within a product is to submit a content inquiry directly to Refinitiv content experts via Refinitiv Helpdesk Online -> Content. This forum is of most help with API usage. In this case, I have opened one on your behalf, case # 09796975.

Answers

  • Hi @d.sukhanov,

    Cross Scaling Factor is not a valid field for Price History report template. Please see the available fields for this report at REST API help on DSS website.

    You can also get the list of fields by invoking the endpoint:

    Extractions/GetValidExtractionFieldNames(ReportTemplateType=

    and specifying the Price History report template

  • @Gurpreet and @zoya faberov, how can I receive value Cross Scaling Factor for historic rage of exchange rates?

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    @d.sukhanov,

    Suggest to await, for the content experts, to verify, via the opened investigation case.

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @d.sukhanov,

    The guidance from content was ".. Cross Scaling Factor ... field is not supported on Price History Report template, however this field is supported only on Intraday Pricing and Premium EOD Pricing Report templates...".

    Please note, that Intraday Pricing report and Premium EOD do not support date range, consequently, there is no option to extract Historical data by using these requests.

  • @zoya faberov, I know it. But I interested it for history....

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    @d.sukhanov,

    Understood. I would suggest submitting an enhancement request, either via Feedback forum -> Enhancement -> Product=Datascope and including the complete details of what you are looking for, or discussing the enhancement with your Refinitiv account manager so they can help by submitting on your behalf.

    If multiple clients are captured as looking for the same or similar feature, the enhancement on the product is prioritized.