question

Upvotes
Accepted
mike-petrut avatar image
16 ●2 ●2 ●5

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"
            }

        }
    }
elektronfutureseap
icon clock
10 |1500

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

Shadab Hussain avatar image   Shadab Hussain

Hi @mike-petrut,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.


Thanks,

AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

2 Answers

· Write an Answer
Upvote
Accepted
gteage avatar image
406 ●6 ●2 ●6

@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

icon clock
10 |1500

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

gteage avatar image 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'
Upvotes
Jirapongse avatar image
78.6k ●248 ●52 ●74

@mike-petrut

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

92019-1.png

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.


92019-1.png (54.8 KiB)
icon clock
10 |1500

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

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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