DSS REST API - Intraday Request

neha.kabra
neha.kabra LSEG
in DSS

Hi Team, Pls advice on the below request from Client - "Financial Times"

I'm trying to work out how to use this kind of format of request to get the current market value of the index. The idea would be to do this periodically throughout the day to produce automated text for our journalists to read that would say something like "The FTSE is up YY% from its open at XXXX, whereas the Hang Seng is down YY% from XXXX".

I may not be using the right request types, but I can't find your API documentation. The hub you have linked me to I've been through, and looked at the tutorials and various demos you have. Unfortunately I'm not proficient in C# so can't use your libraries, and would love any HTTP documentation you have that's more generic?

curl --location --request POST 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes' \
--header 'Prefer: respond-async' \
--header 'Content-Type: application/json' \
--header 'Authorization: Token XXX' \
--data-raw '{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
"ContentFieldNames": [
"RIC",
"High Price",
"Low Price",
"Open Price",
"Previous Close Date",
"Previous Close Price",
"Trade Date",
"User Defined Identifier",
"Volume"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": ".FTSE", "IdentifierType": "Ric" }
]
},
"Condition": { "ScalableCurrency": true }
}
}'

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @neha.kabra

    I checked the request and found that there is an embargo delay of 15 minutes required by FSI (FT-SE INTERNATIONAL) for quotes from FSI. Therefore, the request returns HTTP Status 202 with the URL in the HTTP Location header.

    92307-1.png

    After 15 minutes, you need to send the HTTP GET request with that URL to retrieve the data.

    92307-3.png

    You can also refer to the DSS REST Tutorials Postman collection which demonstrates how to use HTTP requests to extract data from DSS.

Answers

  • neha.kabra
    neha.kabra LSEG

    thanks @Jirapongse , so the embargo is by default or is it because of permissions?

  • neha.kabra
    neha.kabra LSEG

    thanks @Jirapongse , so the embargo is by default or is it because of permissions?

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @neha.kabra

    I found the following information in the Refinitiv DataScope Select GUI User Guide.

    DataScope Select is governed by exchange rules that require delays in the release of intraday and premium end of day data.

    Embargo delays apply only to users who are not permissioned to receive real-time intraday data during the exchange’s operating hours. No embargo is applied if you are permissioned for real-time intraday data or if you request data outside of the exchange’s operating hours.

    Please contact your local account manager or sales specialist for information about real-time intraday permissions.

  • neha.kabra
    neha.kabra LSEG

    thanks @Jirapongse for your support.

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