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Instrument RICs: FB.OQ and META.OQ for Facebook (Metaverse) are not availalbe for DSS API

I am extracting intraday trading prices for FB.OQ and META.OQ from 2022-01-01 to 2022-07-01, but can only get META.OQ data after 2020-06-09. I pasted my JSON script below

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
        "ContentFieldNames": [
            "Trade - Price","Trade - Volume"],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {"Identifier": "META.OQ", "IdentifierType": "Ric"},
                {"Identifier": "FB.OQ", "IdentifierType": "Ric"}
            ],
            "UseUserPreferencesForValidationOptions" : "False"
        },
        "Condition": {
            "MessageTimeStampIn": "LocalExchangeTime",
            "DateRangeTimeZone": "Local Exchange Time Zone",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-01-01T09:30:00.000Z",
            "QueryEndDate":   "2022-07-01T16:00:00.000Z",
            "DisplaySourceRIC": "True",
            "TimeRangeMode": "Window"
        }
    }
}


1661320477029.png


Thanks for your guys' help, if you have some advice to solve this.

dss-rest-apiprice-history
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1 Answer

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@lideng

You need to check the notes which contain extraction information. The following are my notes when using the provided TickHistoryTimeAndSalesExtractionRequest.

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x08241169c47e2780",
    "Notes": [
        "Extraction Services Version 16.1.44123 (ed92f5e3e332), Built Aug 10 2022 01:55:41\nUser ID: 9008895\nExtraction ID: 2000000438571157\nCorrelation ID: CiD/9008895/0x0000000000000000/REST API/EXT.2000000438571157\nSchedule: 0x08241169c47e2780 (ID = 0x0000000000000000)\nInput List (1 items):  (ID = 0x08241169c47e2780) Created: 08/24/2022 07:12:47 Last Modified: 08/24/2022 07:12:47\nReport Template (2 fields): _OnD_0x08241169c47e2780 (ID = 0x08241169c48e2780) Created: 08/24/2022 07:06:25 Last Modified: 08/24/2022 07:06:25\nSchedule dispatched via message queue (0x08241169c47e2780), Data source identifier (AE570BC328644BA88A2856F93363409E)\nSchedule Time: 08/24/2022 07:06:26\nProcessing started at 08/24/2022 07:06:26\nProcessing completed successfully at 08/24/2022 07:12:48\nExtraction finished at 08/24/2022 06:12:48 UTC, with servers: tm01n03, TRTH (248.961 secs)\nInstrument <RIC,META.OQ> expanded to 1 RIC: META.OQ.\nTotal instruments after instrument expansion = 1\n\nRange Query from 2022-01-01T09:30:00.000 to 2022-07-01T16:00:00.000 (Exchange Local Time)\nQuery window is 09:30:00.000 to 16:00:00.000 (Exchange Local Time)\nQuota Message: INFO: Tick History Cash Quota Count Before Extraction: 49451; Instruments Approved for Extraction: 0; Tick History Cash Quota Count After Extraction: 49451, 9890.2% of Limit; Tick History Cash Quota Limit: 500\nQuota Message: ERROR: The RIC 'META.OQ' in the request would exceed your quota limits. Adjust your input list to continue.\nQuota Message: WARNING: Tick History Cash Quota has been reached or exceeded\nQuota Message: Note: Quota has exceeded, however, it is not being enforced at this time but you can still make your extractions and instruments are still being counted. Please contact your Account Manager for questions. \nManifest: #RIC,Domain,Start,End,Status,Count\nManifest: META.OQ,Market Price,2022-06-09T13:30:00.471522931Z,2022-07-01T19:59:59.988800700Z,Active,1557513\n"
    ],
    "IdentifierValidationErrors": [
        {
            "Identifier": {
                "@odata.type": "#DataScope.Select.Api.Content.InstrumentIdentifier",
                "Identifier": "FB.OQ",
                "IdentifierType": "Ric",
                "Source": ""
            },
            "Message": "Not found"
        }
    ]
}

From the error, it is unable to find FB.OQ so I added the "AllowHistoricalInstruents" property in the request.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
        "ContentFieldNames": [
            "Trade - Price",
            "Trade - Volume"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "META.OQ",
                    "IdentifierType": "Ric"
                },
                {
                    "Identifier": "FB.OQ",
                    "IdentifierType": "Ric"
                }
            ],
            "ValidationOptions": {             
                "AllowHistoricalInstruments": true               
            },
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "MessageTimeStampIn": "LocalExchangeTime",
            "DateRangeTimeZone": "Local Exchange Time Zone",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-01-01T09:30:00.000Z",
            "QueryEndDate": "2022-07-01T16:00:00.000Z",
            "DisplaySourceRIC": true,
            "TimeRangeMode": "Window"
        }
    }
}

The notes is:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x0824121ac29e27be",
    "Notes": [
        "Extraction Services Version 16.1.44123 (ed92f5e3e332), Built Aug 10 2022 01:55:41\nUser ID: 9008895\nExtraction ID: 2000000438579025\nCorrelation ID: CiD/9008895/0x0000000000000000/REST API/EXT.2000000438579025\nSchedule: 0x0824121ac29e27be (ID = 0x0000000000000000)\nInput List (2 items):  (ID = 0x0824121ac29e27be) Created: 08/24/2022 07:32:30 Last Modified: 08/24/2022 07:32:30\nReport Template (2 fields): _OnD_0x0824121ac29e27be (ID = 0x0824121ac2ae27be) Created: 08/24/2022 07:26:52 Last Modified: 08/24/2022 07:26:52\nSchedule dispatched via message queue (0x0824121ac29e27be), Data source identifier (2FBD8344F5E9401AB08161582D612B8B)\nSchedule Time: 08/24/2022 07:26:53\nProcessing started at 08/24/2022 07:26:53\nProcessing completed successfully at 08/24/2022 07:32:31\nExtraction finished at 08/24/2022 06:32:31 UTC, with servers: tm07n01, TRTH (304.157 secs)\nInstrument <RIC,META.OQ> expanded to 1 RIC: META.OQ.\nHistorical Instrument <RIC,FB.OQ> expanded to 1 RIC: FB.OQ.\nTotal instruments after instrument expansion = 2\n\nRange Query from 2022-01-01T09:30:00.000 to 2022-07-01T16:00:00.000 (Exchange Local Time)\nQuery window is 09:30:00.000 to 16:00:00.000 (Exchange Local Time)\nQuota Message: INFO: Tick History Cash Quota Count Before Extraction: 49451; Instruments Approved for Extraction: 1; Tick History Cash Quota Count After Extraction: 49451, 9890.2% of Limit; Tick History Cash Quota Limit: 500\nQuota Message: ERROR: The RIC 'META.OQ' in the request would exceed your quota limits. Adjust your input list to continue.\nQuota Message: WARNING: Tick History Cash Quota has been reached or exceeded\nQuota Message: Note: Quota has exceeded, however, it is not being enforced at this time but you can still make your extractions and instruments are still being counted. Please contact your Account Manager for questions. \nManifest: #RIC,Domain,Start,End,Status,Count\nManifest: FB.OQ,Market Price,2022-01-03T14:30:00.016731144Z,2022-06-08T19:59:59.999373613Z,Active,12390947\nManifest: META.OQ,Market Price,2022-06-09T13:30:00.471522931Z,2022-07-01T19:59:59.988800700Z,Active,1557513\n"
    ]
}

The output is:

1661323140758.png

1661323178285.png



1661323140758.png (43.3 KiB)
1661323178285.png (35.7 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.

Appreciate it! It works and I learned a new attribute.