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pdebaz avatar image
5 ●0 ●1 ●7

Can't pull data for expired contracts - do I need to specify AssetStatus?

Hi - I am trying to pull data for an expired contract. My extraction request looks like this:


 requestBody = {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
            "ContentFieldNames": [
                "Close Ask",
                "Close Bid",
                "High",
                "High Ask",
                "High Bid",
                "Last",
                "Low",
                "Low Ask",
                "Low Bid",
                "No. Asks",
                "No. Bids",
                "No. Trades",
                "Open",
                "Open Ask",
                "Open Bid",
                "Volume"
            ],



            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": {
                                     "Identifier": "USM2^2",
                                     "IdentifierType": "Ric"
                                       },
                "UseUserPreferencesForValidationOptions": "false",
            },
            "Condition": {
                "MessageTimeStampIn": "GmtUtc",
                "ReportDateRangeType": "Range",
                "QueryStartDate": "2022-06-22T00:00:00.000Z",
                "QueryEndDate": "2022-06-23T00:00:00.000Z",
                "SummaryInterval": "OneHour",
                "TimebarPersistence": "true",
                "DisplaySourceRIC": "true"
            }
        }
    }


This returns no data, but switching to an active RIC (like USU2) will return data.

I think I need to use the AssetStatus flag, but I don't know where to put it. Can you please assist?

tick-history-rest-apiextractiontick-data
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2 Answers

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Jirapongse avatar image
78.8k ●250 ●52 ●74

I would like to share the resolution from the Tick History support team.

Tick History doesn't use ^ RICs in extractions. We can use USM2 and modify the request by adding two conditions below.

"ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true
            }

The full request is:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
        "ContentFieldNames": [
            "Close Ask",
            "Close Bid",
            "High",
            "High Ask",
            "High Bid",
            "Last",
            "Low",
            "Low Ask",
            "Low Bid",
            "No. Asks",
            "No. Bids",
            "No. Trades",
            "Open",
            "Open Ask",
            "Open Bid",
            "Volume"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "USM2",
                    "IdentifierType": "Ric"
                }
            ],
            "UseUserPreferencesForValidationOptions": "false",
            "ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true
            }
        },
        "Condition": {
            "MessageTimeStampIn": "GmtUtc",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-06-22T00:00:00.000Z",
            "QueryEndDate": "2022-06-23T00:00:00.000Z",
            "SummaryInterval": "OneHour",
            "TimebarPersistence": "true",
            "DisplaySourceRIC": "true"
        }
    }
}
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Jirapongse avatar image
78.8k ●250 ●52 ●74

@pdebaz

I got the same result as yours.

In the notes file, it shows.

Instrument <RIC,USM2^2> expanded to 0 RICS

It could be a content issue. Please contact the Refinitiv Tick History support team directly via MyRefinitiv to verify if the Intraday Summary content of this RIC is available on Tick History.

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pdebaz avatar image pdebaz
I'm 99% certain it's available as I got sample data from this from the sales rep before I paid for this thing. Of course it's been over a week of Q&A and i still can't get the data I paid for!

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