Why is the identifier invalid when trying to use a RIC Root?

I'm currently trying to extract futures data for a particular commodity using the following payload using the the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" end point.

However it returns saying that the identifier is invalid even though this is the correct RIC root.

{
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
            "ContentFieldNames": [
                "RIC",
                "RIC Root",
                "Trade Date",
                "Expiration Date",
                "Last Trading Day",
                "High",
                "Last",
                "Low",
                "Open",
                "Open Interest",
                "Volume"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {"Identifier": "KW", "IdentifierType": "RICRoot"}
                ]
            },
            "Condition": {
                "StartDate": "2016-08-01T13:00:00.000-05:00",
                "EndDate": "2016-09-01T13:00:00.000-05:00"
            }

        }
    }

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Accepted answers

gteage

@mike-petrut Hi,

Initially when I looked at this I thought maybe it was a validation option AllowHistoricalInstruments acting as a false restricting the use of this identifier type:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "RIC Root",
            "Trade Date",
            "Expiration Date",
            "Last Trading Day",
            "High",
            "Last",
            "Low",
            "Open",
            "Open Interest",
            "Volume"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "KW",
                    "IdentifierType": "RICRoot"
                }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true,
                "AllowLimitedTermInstruments": true,
                "AllowOpenAccessInstruments": true,
                "AllowSubclassImport": true,
                "AllowUnsupportedInstruments": false,
                "ExcludeFinrAsPricingSourceForBonds": false,
                "UseConsolidatedQuoteSourceForCanada": false,
                "UseConsolidatedQuoteSourceForUsa": false,
                "UseDebtOverEquity": false,
                "UseExchangeCodeInsteadOfLipper": true,
                "UseOtcPqSource": false,
                "UseUsQuoteInsteadOfCanadian": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "StartDate": "2016-08-01T13:00:00.000-05:00",
            "EndDate": "2016-09-01T13:00:00.000-05:00"
        }
    }
}

However on checking the above it was still returning the same.

I am checking the use of using this RIC Root/RICRoots with a Tick History template with the Specialists to see whether this is expected.

As an alternative to RIC Root I used Chain RIC just to check if that retrieved anything:

                {
                    "Identifier": "0#KW:",
                    "IdentifierType": "ChainRIC"
                }

There were about 360 records returned, I paste the 1st 6 below:

RICRIC RootTrade DateExpiration DateLast Trading DayHighLastLowOpenOpen InterestVolumeKWH7^1KW01/08/201614/03/201714/03/2017457.5452451452292801235KWH8^1KW01/08/201614/03/201814/03/2018

1270KWH9^1KW01/08/201614/03/201914/03/2019

0KWK7^1KW01/08/201612/05/201712/05/2017467.75464462465.25111933434KWK8^1KW01/08/201614/05/201814/05/2018

630KWK9^1KW01/08/201614/05/201914/05/2019

0KWN7^1KW01/08/201614/07/201714/07/2017476.75473.5470.2547116117733

I will respond back on use of RIC Root here when I have more detail on this.

Best regards,

Gareth

All comments

Jirapongse

@mike-petrut

According to the Tick History REST API User Guide, RICRoot is not in the list of supported instrument formats.

You may need to contact the Tick History support team directly via MyRefinitiv to confirm this.

Otherwise, you need to use a RIC Root with the search endpoints to get all instruments.

gteage

@mike-petrut Hi,

Initially when I looked at this I thought maybe it was a validation option AllowHistoricalInstruments acting as a false restricting the use of this identifier type:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "RIC Root",
            "Trade Date",
            "Expiration Date",
            "Last Trading Day",
            "High",
            "Last",
            "Low",
            "Open",
            "Open Interest",
            "Volume"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "KW",
                    "IdentifierType": "RICRoot"
                }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true,
                "AllowLimitedTermInstruments": true,
                "AllowOpenAccessInstruments": true,
                "AllowSubclassImport": true,
                "AllowUnsupportedInstruments": false,
                "ExcludeFinrAsPricingSourceForBonds": false,
                "UseConsolidatedQuoteSourceForCanada": false,
                "UseConsolidatedQuoteSourceForUsa": false,
                "UseDebtOverEquity": false,
                "UseExchangeCodeInsteadOfLipper": true,
                "UseOtcPqSource": false,
                "UseUsQuoteInsteadOfCanadian": true
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "StartDate": "2016-08-01T13:00:00.000-05:00",
            "EndDate": "2016-09-01T13:00:00.000-05:00"
        }
    }
}

However on checking the above it was still returning the same.

I am checking the use of using this RIC Root/RICRoots with a Tick History template with the Specialists to see whether this is expected.

As an alternative to RIC Root I used Chain RIC just to check if that retrieved anything:

                {
                    "Identifier": "0#KW:",
                    "IdentifierType": "ChainRIC"
                }

There were about 360 records returned, I paste the 1st 6 below:

RICRIC RootTrade DateExpiration DateLast Trading DayHighLastLowOpenOpen InterestVolumeKWH7^1KW01/08/201614/03/201714/03/2017457.5452451452292801235KWH8^1KW01/08/201614/03/201814/03/2018

1270KWH9^1KW01/08/201614/03/201914/03/2019

0KWK7^1KW01/08/201612/05/201712/05/2017467.75464462465.25111933434KWK8^1KW01/08/201614/05/201814/05/2018

630KWK9^1KW01/08/201614/05/201914/05/2019

0KWN7^1KW01/08/201614/07/201714/07/2017476.75473.5470.2547116117733

I will respond back on use of RIC Root here when I have more detail on this.

Best regards,

Gareth

gteage

As per @Jirapongse 's comment RIC Root is not among those Identifier Types supported. My recommendation would be to use the Chain RIC: 0#KW: 'KCBT Hard Red Winter Wheat Composite Commodity Future Chain Contracts - CBoT'

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