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Get data for USD1MFSR=

Dear All,

we are trying to retrieve data for USD1MFSR= and were instructed to post here from Customer Success Manager at Refinitiv.

We have tried both approaches that are in the documentation with both identifiers and had no success in retrieving data for USD1MFSR=. However we were able to successfully retrieve data for other identifiers.

IntradayPricing

Following the documentation at: https://developers.refinitiv.com/en/api-catalog/datascope-select/datascope-select-rest-api/tutorials#RH3GIntraReq

using Identifier USD1MFSR= we receive error "socket hang up".

POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes
Error: socket hang up
Proxy
id: "45db6d97-09aa-431d-b97e-05f2cdde113b"
host: "10.100.196.40"
match: {…}
port: 8080
tunnel: false
authenticate: false
Request Headers
Authorization: Token xxx
Content-Type: application/json
User-Agent: PostmanRuntime/7.29.0
Accept: */*
Postman-Token: 9d55acbd-a670-4958-b6d5-c29e05fae67f
Host: selectapi.datascope.refinitiv.com
Accept-Encoding: gzip, deflate, br
Connection: keep-alive
Request Body
{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
        "ContentFieldNames": [
            "Bid Price",
            "Ask Price"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "USD1MFSR=",
                    "IdentifierType": "Ric"
                }
            ]
        },
        "Condition": null
    }
}

using Identifier /USD1MFSR= we receive error not found

POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes
200
1106 ms
POST /RestApi/v1/Extractions/ExtractWithNotes HTTP/1.1
Authorization: Token xxx
Content-Type: application/json
User-Agent: PostmanRuntime/7.29.0
Accept: */*
Postman-Token: 646ac953-2f78-40fc-8c2f-af9f35f31e12
Host: selectapi.datascope.refinitiv.com
Accept-Encoding: gzip, deflate, br
Connection: keep-alive
Content-Length: 611
 
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
"ContentFieldNames": [
"Bid Price",
"Ask Price"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "/USD1MFSR=",
"IdentifierType": "Ric"
}
]
},
"Condition": null
}
}
 
HTTP/1.1 200 OK
Cache-Control: no-cache
Pragma: no-cache
Content-Type: application/json; charset=utf-8
Expires: -1
Server: Microsoft-IIS/10.0
BeginRequestTime: 07:24:46.2313708
BeginRequestDate: 2022-02-02
X-Request-Execution-Correlation-Id: CiD/9030358/AAAAAA.07e29a6a1bfd875a/RA
X-App-Id: Custom.RestApi
X-App-Version: 15.3.146.64
CPUUtilization: 16.66685
RequestsPerSec: 17.61066
W3WP-PrivateBytes: 2256344
Date: Wed, 02 Feb 2022 07:24:46 GMT
Content-Length: 304
 
{"@odata.context":"https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult","Contents":[{"IdentifierType":"Ric","Identifier":"/USD1MFSR=","Error":"Not found"}],"Notes":["All identifiers were invalid. No extraction performed."]}

EndOfDayPricing

Following the documentation at: https://developers.refinitiv.com/en/api-catalog/datascope-select/datascope-select-rest-api/tutorials#rest-api-tutorial-2-on-demand-end-of-day-extraction

using Identifier USD1MFSR= we don't receive any data (null values).

POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes
200
11.78 s
POST /RestApi/v1/Extractions/ExtractWithNotes HTTP/1.1
Authorization: Token xxx
Content-Type: application/json
User-Agent: PostmanRuntime/7.29.0
Accept: */*
Postman-Token: 527f4d42-76c8-4991-8fab-a058fd6dc3cb
Host: selectapi.datascope.refinitiv.com
Accept-Encoding: gzip, deflate, br
Connection: keep-alive
Content-Length: 829
 
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Asset Category Description",
"Base Currency Code",
"Close Price",
"Currency Code",
"Instrument ID",
"ISIN",
"RIC",
"Security Description"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "USD1MFSR=",
"IdentifierType": "Ric"
}
]
},
"Condition": null
}
}
 
HTTP/1.1 200 OK
Cache-Control: no-cache
Pragma: no-cache
Content-Type: application/json; charset=utf-8
Expires: -1
Server: Microsoft-IIS/10.0
BeginRequestTime: 07:27:25.0535011
BeginRequestDate: 2022-02-02
X-Request-Execution-Correlation-Id: CiD/9030358/AAAAAA.07e29a18983d8754/RA
X-App-Id: Custom.RestApi
X-App-Version: 15.3.146.64
CPUUtilization: 34.25974
RequestsPerSec: 7.551067
W3WP-PrivateBytes: 2118360
Date: Wed, 02 Feb 2022 07:27:35 GMT
Content-Length: 1708
 
{"@odata.context":"https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult","Contents":[{"IdentifierType":"Ric","Identifier":"USD1MFSR=","Trade Date":null,"Asset Category Description":null,"Base Currency Code":null,"Close Price":null,"Currency Code":null,"Instrument ID":"USD1MFSR=","ISIN":null,"RIC":"USD1MFSR=","Security Description":null}],"Notes":["Extraction Services Version 15.3.43165 (432b5c66223d), Built Jan 10 2022 16:03:25\r\nHoliday Rollover of Universal Close Price requested.\r\nProcessing started at 02.02.2022 08:27:27.\r\nUser ID: 9030358\r\nExtraction ID: 570435823\r\nCorrelation ID: CiD/9030358/AAAAAA.07e29a18983d8754/RA/EXT.570435823\r\nSchedule: _OnD_0x07e29a18984d8754 (ID = 0x07e29a189b3d8754)\r\nInput List (1 items): _OnD_0x07e29a18984d8754 (ID = 07e29a18993d8754) Created: 02.02.2022 08:27:25 Last Modified: 02.02.2022 08:27:26\r\nSchedule Time: 02.02.2022 08:27:26\r\nReport Template (15 fields): _OnD_0x07e29a18984d8754 (ID = 0x07e29a18985d8754) Created: 02.02.2022 08:27:25 Last Modified: 02.02.2022 08:27:25\r\n(RIC,USD1MFSR=,RCT) row suppressed for lack of 'ICE LIBOR' permission.\r\nProcessing completed successfully at 02.02.2022 08:27:27, taking 0.206 Secs.\r\nExtraction finished at 02.02.2022 07:27:27 UTC, with servers: x01a03, QSDHA1 (0.0 secs), QSHC17 (0.0 secs)\r\nNo usage to report -- 1 Instrument in the input list had no reported data.\r\nNo Evaluated Pricing Service complex usage to report -- 1 Instrument in the input list had no reported data.\r\nWriting RIC maintenance report.\r\n","Identifier,IdentType,Source,RIC,RecordDate,MaintType,OldValue,NewValue,Factor,FactorType\r\n"]}
 

using Identifier /USD1MFSR= we receive error not found

POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes
200
3.34 s
POST /RestApi/v1/Extractions/ExtractWithNotes HTTP/1.1
Authorization: Token xxx
Content-Type: application/json
User-Agent: PostmanRuntime/7.29.0
Accept: */*
Postman-Token: 4c1ee81d-ffd9-408c-a0fc-581d55e7d0bf
Host: selectapi.datascope.refinitiv.com
Accept-Encoding: gzip, deflate, br
Connection: keep-alive
Content-Length: 830
 
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Asset Category Description",
"Base Currency Code",
"Close Price",
"Currency Code",
"Instrument ID",
"ISIN",
"RIC",
"Security Description"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "/USD1MFSR=",
"IdentifierType": "Ric"
}
]
},
"Condition": null
}
}
 
HTTP/1.1 200 OK
Cache-Control: no-cache
Pragma: no-cache
Content-Type: application/json; charset=utf-8
Expires: -1
Server: Microsoft-IIS/10.0
BeginRequestTime: 07:30:15.4621587
BeginRequestDate: 2022-02-02
X-Request-Execution-Correlation-Id: CiD/9030358/AAAAAA.07e29a6dd5ed875a/RA
X-App-Id: Custom.RestApi
X-App-Version: 15.3.146.64
CPUUtilization: 50.00128
RequestsPerSec: 0
W3WP-PrivateBytes: 2335552
Date: Wed, 02 Feb 2022 07:30:17 GMT
Content-Length: 304
 
{"@odata.context":"https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult","Contents":[{"IdentifierType":"Ric","Identifier":"/USD1MFSR=","Error":"Not found"}],"Notes":["All identifiers were invalid. No extraction performed."


cc: @Zlatko.Zlatkov

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@mitja.mavser

I could replicate the Error: socket hang up issue on my machine. I set up a proxy on my local machine by using https://mitmproxy.org/.

Then, I configured postman to connect to this local proxy. Next, I sent an extraction request to the DSS via the local proxy. While the postman was waiting for the response, I shut down the local proxy.

Finally, I got the following error.

1646813612682.png

You may check with the proxy team if the proxy cut the connection.

Otherwise, You may try using the postman without the proxy.


1646813612682.png (19.1 KiB)
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@mitja.mavser

For the Error: socket hang up issue, it could be a network or proxy issue. Please contact your local IT support team to verify the connection.

For the EndOfDayPricingExtractionRequest, I checked the description in Notes in the response and found the "row suppressed for lack of 'ICE LIBOR' permission". Please contact your Customer Success Manager to verify the permission.

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Dear @Jirapongse thank you for your answer.

I'm afraid it is not a proxy issue. We are able to receive response for IntraDayPricing and EndOfDayPricing just not for USD1MFSR=.

We have contacted @Zlatko.Zlatkov before posting here and we have all the required permissions.

Upvotes
45.2k 103 44 60

@mitja.mavser

Sorry. I am unable to replicate the "socket hang up" issue. I can retrieve the data properly.

1645428136893.png

It could be a network issue.

For the EndOfDayPricingExtractionRequest, I got the same message in the response.

1645428281598.png

You can contact the Refinitiv DataScope Select support team directly via MyRefintiv to verify the "socket hang up" issue and the meaning of the 'ICE LIBOR" permission.


1645428136893.png (77.5 KiB)
1645428281598.png (65.0 KiB)
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I tried again and got the results back. I don't know what to say... Maybe it's the time of calling due to embargo... I'll try to call again a couple of times during the day... Thank you very much for helping.

oh well... i just tried again multiple times and most of the time I receive socket hang up. I'm guessing it's due to Refinitivs servers overload? Is there a platform where we can report such behavior in order for them to check?
Upvotes
4.3k 6 5 8

hi @mitja.mavser ,

As mentioned by @Jirapongse in the comment above,

You can contact the Refinitiv DataScope Select support team directly via MyRefintiv to verify the "socket hang up" issue and the meaning of the 'ICE LIBOR" permission.

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@mitja.mavser

It may relate to the Embargo period. Please add {"OnlyNonEmbargoedData":true} in the condition.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
        "ContentFieldNames": [
            "Bid Price",
            "Ask Price"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "USD1MFSR=",
                    "IdentifierType": "Ric"
                }
            ]
        },
        "Condition": {"OnlyNonEmbargoedData":true}
    }
}
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I'm afraid we didn't receive any solution even from support and decided to find another provider. Thank you all for trying to help.

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Hi @mitja.mavser,

As checked in the case you raised, a single quote is missing at almost the end of the URL you used to request the data, like, https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotesResult(ExtractionId='xxxxxxxxx')

Could you please try calling it again with the single quote and let me know if the error still persists.
1646755114693.png

I tried to reproduce an error (both with and without "Condition": {"OnlyNonEmbargoedData":true}, as suggested by Jirapongse) but I haven't got an error "socket hang up" (I've retried several times). However, I tried with the "Condition": {"OnlyNonEmbargoedData":true} and the Notes in response mentioned that this instrument has no report data. I could raise the support ticket to the content team to verify the no report data of this RIC if you'd like.

1646755949786.png

Hope this could help


1646755114693.png (18.1 KiB)
1646755949786.png (118.6 KiB)
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Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Plus, I tried retrieving the same data using The DSS web GUI (here's more detail about it) and got the same Notes, that the instrument has no reported data.

1646756308447.png

For more detail about this note, you may check this thread

1646756308447.png (12.0 KiB)