How to get futures RIC and chain RIC by REST API

tao.su
tao.su LSEG
in TRTH

A client cannot get futures RIC and chain RIC content by RTH REST API. but can get the RIC like EUR=. Client environment is .NET framework v4.8 and uses sample code 'Refinitiv DSS .NET SDK'. cannot-get-futures-ric.png

Tagged:

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @tao.su,

    In addition to guidance from @gareth.teage ,

    You may wish to create InstrumentList as empty per DSS .NET SDK examples:

    var instrumentList = new InstrumentList { Name = "Instrument List Name" };
    extractionsContext.InstrumentListOperations.Create(instrumentList);

    And then append the identifiers to it:

    IEnumerable<InstrumentIdentifier> appendIdentifiers = new[]
    {
         new InstrumentIdentifier
        {
            Identifier = "SAGc1",
            IdentifierType = IdentifierType.Ric,
            UserDefinedIdentifier = "UserIdent5A"
        },
         new InstrumentIdentifier
        {
            Identifier = "0#SAG:",
            IdentifierType = IdentifierType.ChainRIC,
            UserDefinedIdentifier = "UserIdent5A"
        }
    };
    extractionsContext.InstrumentListOperations.AppendIdentifiers(instrumentList, appendIdentifiers, true);

    Let us know how this works on your side?

Answers

  • gareth.teage
    gareth.teage LSEG

    Hi @tao.su ,

    As discussed via Teams we have validated that Tick History itself accepts use of Chain RIcs including the one provided in a Time and Sales extraction request.

    We are pending knowing if the Chain RIC is being added to an Instrument List (for Scheduled Extraction use), or added into an Array for an On Demand ExtractRaw Request.

    Best regards,

    Gareth


  • gareth.teage
    gareth.teage LSEG
    https://community.developers.refinitiv.com/discussion/comment/93355#Comment_93355
    Thanks @zoya faberov

    I've been working directly with @tao.su and the Tick History team via Teams to narrow down the cause of this.

    Believe this is resolved now, not a C# code or API issue.

    Tick History by design for Free Trial allows for a current 2 week date range window of data for testing purposes. It has been confirmed that client can get recent data for 0#SAG: Chain now.

    @tao.su please confirm if this answer can be accepted (post marked as closed)

    Best regards,

    Gareth

Categories