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abhishek.joshi6 avatar image
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Intraday request format for partial response

Hi Team,

Can you please help with the IntradayPricingExtractionRequest format. We are currently facing issues for some isins where embargo time is >15 mins. Request sent by our system receives a 202 response even if one isin out of the list sent has embargo time greater. Our system is currently configured to try for max 15 mins on polling URL provided by Refinitiv.

Can you please help how we can make use of partial response condition in the request format to obtain the response for isins where embargo time is small and response can be provided in immediately for atleast these isins.


Current request format is as below:

{

"ExtractionRequest":{

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

"ContentFieldNames":[

"ISIN",

"RIC",

"User Defined Identifier",

"Universal Ask Price",

"Universal Bid Ask Date",

"Universal Bid Price",

"Accrued Interest",

"Asia Close Date",

"Asia Close Price",

"Ask Price",

"Asset Status",

"Asset Status Description",

"Base Currency Code",

"Bid Ask Date",

"Bid Price",

"Clean Price",

"Close Ask Price",

"Close Bid Price",

"Close Mid Price",

"Currency Code",

"Currency Code Description",

"Currency Code Scaled",

"Currency Code Scaled Description",

"Current Embargo Delay",

"Dirty Price",

"Dividend Ex Date",

"Dividend Pay Date",

"Embargo Times",

"Embargo Window",

"Europe Close Date",

"Europe Close Price",

"Exchange Code",

"Exchange Description",

"Exchange Requiring Embargo",

"Ex-Date Indicator",

"Halt Reason",

"Halt Reason Description",

"Inflation Flag",

"Instrument Snap Time",

"Instrument Trading Status",

"Instrument Trading Status Description",

"Last Price",

"Last Tone",

"Last Trade Exchange Code",

"Last Trade Price Timestamp",

"Last Update Time",

"Market MIC",

"Maximum Embargo Delay",

"Mid Clean Price",

"Mid Dirty Price",

"Mid Price",

"Mid Price1",

"Net Asset Value",

"Net Asset Value Date",

"Number of Days Accrued",

"Official Close Date",

"Official Close Price",

"Price Decimals",

"Price Qualifier",

"Price Qualifier Description",

"Price Qualifier2",

"Price Qualifier2 Description",

"Price Qualifier3",

"Price Qualifier3 Description",

"Price Quote Method Code",

"Price Quote Method Code Description",

"Primary Execution Venue",

"Quote Currency",

"Quote Date",

"Quote Time",

"Quoted Clean Indicator",

"Real Time Permitted",

"Record Type",

"Trade Date",

"Trade Price Currency Code",

"Trade Price Currency Description",

"Trade Settlement Currency Code",

"Trade Settlement Currency Description",

"Trade Time",

"Trading Status",

"United States Close Date",

"United States Close Price",

"Value Date",

"Accumulated Volume",

"Previous Day Volume",

"Total Ask Volume",

"Total Bid Volume",

"Unscaled Accumulated Volume",

"Turnover",

"Turnover Scaling",

"Turnover Unscaled"

],

"IdentifierList":{

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

"InstrumentIdentifiers":[

{

"Identifier":"FR0010192997",

"IdentifierType":"Isin",

"Source":"EJV"

},

{

"Identifier":"FR0010192997",

"IdentifierType":"Isin",

"Source":"TWE"

}

],

"ValidationOptions":null,

"UseUserPreferencesForValidationOptions":true

},

"Condition":{

"ScalableCurrency":true

}

}

}


Please suggest how we can modify this request to obtain partial response from refinitiv?


Thanks and Regards,

Abhishek Joshi

dss-rest-apidssdatascope-selectextractionpolling
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Jirapongse avatar image
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@abhishek.joshi6

I don't think that DSS supports partial response for the extraction.

I found the OnlyNonEmbargoedData property in the IntradayPricingCondition.

1626427619596.png

When this property is set, an extraction will not wait for embargoed data. It will return with the results that are not embargoed and the embargoed results will not be returned for the extraction.

You can set it in the Condition.

"Condition":{
   "ScalableCurrency":true,
   "OnlyNonEmbargoedData":true
}

1626427619596.png (44.0 KiB)
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ram.prasad avatar image
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PUT https://selectapi.datascope.refinitiv.com/RestApi/v1/Users/UserPreferences(900xxxx) 

Authorization: Token <your_auth_token_goes_here>
Prefer: respond-async
Content-Type: application/json; odata=minimalmetadata


{
    "UserPreferenceId": 900xxx,
    "ContentSettings": {
        "FiGlobalSnapshotPricesForPpxUs3Pm4PmEnabled": false,
        "IgnoreFinr": false,
        "ImportOfDuplicateInstrumentsAllowed": false,
        "ImportOfDuplicateLegalEntitiesAllowed": false,
        "ImportOfExpiredInstrumentsAllowed": false,
        "ImportOfOpenAccessRicsAllowed": true,
        "ImportOfUnsupportedInstrumentAllowed": false,
        "IncludeDelistedRicsForFileCodeExpansion": false,
        "PartialEmbargoedReportsEnabled": true,
        "IntermediateReportsEnabled": true,
        "DeltaReportsEnabled": false,
        "ReturnLastTradingDayPriceOnNonTradingDays": false,
        "ReturnNullCodeValuesInExtractionPricingFields": false,
        "RicMaintenanceReportsEnabled": false,
        "PreferredIdentifier": "RIC",
        "UseDseOverLipper": false,
        "DefaultToUsExchange": false,
        "UseConsolidatedQuoteSourceForUsa": false,
        "UseConsolidatedQuoteSourceForCanada": false,
        "AllowHistoricalInstruments": false,
        "UseDebtOverEquity": false
    },
    "UiSettings": {
        "LongTimeFormatString": "HH:mm:ss",
        "ShortTimeFormatString": "HH:mm",
        "LongDateFormatString": "MMMM dd, yyyy",
        "ShortDateFormatString": "dd/MM/yyyy",
        "DateSeparator": "-",
        "TimeSeparator": ":",
        "DecimalSeparator": ",",
        "GroupSeparator": ",",
        "TimeZone": "China Standard Time"
    }
}

The above method /Preference update helps to get Partial delivery

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