Hi Team,
From DSS GUI, we could choose the "Search Type" with "Historical". but for API it seems no parameter to set it. Could you pls help how to solve this issue ?
The reason why i ask this question is instrument NGN=D1 and USDLAK=LAOV could only be searched under "Historical", which caused I can't extract data with "ExtractRaw" method.
Thanks
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AHS
Hello @gang.chen1 ,
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-AHS
@gang.chen1, here is my request message:
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"ContentFieldNames": [
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "USDLAK=LAOV",
"IdentifierType": "Ric"
}, {
"Identifier": "NGN=D1",
"IdentifierType": "Ric"
}
],
"UseUserPreferencesForValidationOptions": false,
"ValidationOptions": {
"AllowOpenAccessInstruments": true,
"AllowHistoricalInstruments": true,
"AllowLimitedTermInstruments": true,
"AllowInactiveInstruments": true,
"AllowUnsupportedInstruments": true,
"ExcludeFinrAsPricingSourceForBonds": true,
"UseExchangeCodeInsteadOfLipper": true,
"UseUsQuoteInsteadOfCanadian": true,
"UseConsolidatedQuoteSourceForUsa": true,
"UseConsolidatedQuoteSourceForCanada": true,
"UseDebtOverEquity": true,
"UseOtcPqSource": true,
"AllowSubclassImport": true
},
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2021-04-06T06:20:00.000Z",
"QueryEndDate": "2021-04-06T06:40:00.000Z",
"DisplaySourceRIC": false
}
}
}
and the response:
{
"@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
"JobId": "0x07902b7fc86c9943",
"Notes": ["Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr 8 2021 13:43:46
User ID: 9011672
Extraction ID: 2000000261658069
Schedule: 0x07902b7fc86c9943 (ID = 0x0000000000000000)
Input List (2 items): (ID = 0x07902b7fc86c9943) Created: 21/05/2021 08:50:51 AM Last Modified: 21/05/2021 08:50:51 AM
Report Template: _OnD_0x07902b7fc86c9943 (ID = 0x07902b7fc88c9943) Created: 21/05/2021 08:49:47 AM Last Modified: 21/05/2021 08:49:47 AM
Schedule dispatched via message queue (0x07902b7fc86c9943), Data source identifier (C9A16BDB67FF4D5AAB0004817491DF44)
Schedule Time: 21/05/2021 08:49:48 AM
Processing started at 21/05/2021 08:49:48 AM
Processing completed successfully at 21/05/2021 08:50:51 AM
Extraction finished at 21/05/2021 12:50:51 PM UTC, with servers: tm01n01, TRTH (34.108 secs)
Instrument <RIC,USDLAK=LAOV> expanded to 1 RIC: USDLAK=LAOV.
Historical Instrument <RIC,NGN=D1> expanded to 1 RIC: NGN=D1.
Total instruments after instrument expansion = 2
(RIC,NGN=D1,) row suppressed for lack of 'FXD3 (Matching Market Data Standard)' permission.
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: USDLAK=LAOV,Market Price,,,Inactive,0
"]
}
Hi @gang.chen1,
The Historical Search is not the part of Instrument Search, but a separate endpoint in itself.
See this -
Hi Gurpreet,
thanks and the Historical Search works, but how could I extract historical data ? seems ExtractRaw method doesn't work that you can refer to bellow screenshot.
Please see this question on how to enable historical instruments in your instrument lists.
Hi Gurpreet,
Maybe I didn't described my question. Can you take a try to extract historical data for RIC NGN=D1 and USDLAK=LAOV with ExtractRaw method ? or any other method is okay.
Thanks
Hi @gang.chen1,
The extraction works for NGN=D1, but I don't have permission for this instrument to get data. Other instrument USDLAK=LAOV seems to be 3rd party contributed data, and so am unable to get any data for it. It would recommend that you raise a service ticket at my.refinitiv.com to directly talk to a DSS content expert.
{
"@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
"JobId": "0x078fdb121edc97f0",
"Notes": ["Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr 8 2021 13:43:46
User ID: 9011672
Extraction ID: 2000000261278315
Schedule: 0x078fdb121edc97f0 (ID = 0x0000000000000000)
Input List (1 items): (ID = 0x078fdb121edc97f0) Created: 20/05/2021 09:47:20 AM Last Modified: 20/05/2021 09:47:20 AM
Report Template: _OnD_0x078fdb121edc97f0 (ID = 0x078fdb121efc97f0) Created: 20/05/2021 09:47:19 AM Last Modified: 20/05/2021 09:47:19 AM
Schedule dispatched via message queue (0x078fdb121edc97f0)
Schedule Time: 20/05/2021 09:47:19 AM
Processing started at 20/05/2021 09:47:19 AM
Processing completed successfully at 20/05/2021 09:47:20 AM
Extraction finished at 20/05/2021 01:47:20 PM UTC, with servers: x01q13
Historical Instrument <RIC,NGN=D1> expanded to 1 RIC: NGN=D1.
Total instruments after instrument expansion = 1
(RIC,NGN=D1,) row suppressed for lack of 'FXD3 (Matching Market Data Standard)' permission.
Report suppressed because no instruments are permitted
"]
}
Hi Gurpreet,
Your message is very helpful and get no permission back is reasonable. The message what i get is "All identifiers were invalid. No extraction performed".
Could you pls share your source code ? Thanks
