@bob.kim

Thanks for reaching out to us.

I cannot find a flag in the get_data method to consider redundant SEDOLs. However, you need to contact the Datastream support team via MyRefinitv to confirm it.

I can use the HistoricalReferenceExtractionRequest in Refinitiv Tick History to get the current SEDOL. For example, the request looks like this:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Exchange Code", "Currency Code", "Change Date"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                { "Identifier": "B7T7721", "IdentifierType": "Sedol" }
            ],
            "ValidationOptions": {"AllowHistoricalInstruments": true},
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-01-01",
            "QueryEndDate": "2022-09-01"
        }
    }
}

The response contains the following entries.

 {
            "IdentifierType": "Sedol",
            "Identifier": "B7T7721",
            "RIC": "NWG.L",
            "CUSIP": null,
            "ISIN": "GB00BM8PJY71",
            "SEDOL": "BM8PJY7",
            "Issuer OrgID": "13709",
            "Exchange Code": "LSE",
            "Currency Code": "GBp",
            "Change Date": "2022-08-30"
        },

@bob.kim

Yes, the historical reference template can get a new SEDOL based on an old SEDOL.

It is correct. You can have an IF login to find a new SEDOL. You can use Refintiv Tick History or other APIs.

I found that we can also use the RDP Search or Symbology API to get a new SEDOL.

@bob.kim

HistoricalReferenceExtractionRequest is the RTH template, not DSS. Therefore, the client must have an access to RTH.

Yes, the client can embed the RTH code into the current DSWS python code.

The code could look like this:

import requests
import json
import time
import pandas as pd


def get_new_sedols(dssusername, dsspassword, sedol, startdate, enddate):
    requestUrl = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken"
    requestHeaders={
        "Prefer":"respond-async",
        "Content-Type":"application/json"
        }
    requestBody={
        "Credentials": {
        "Username": dssusername,
        "Password": dsspassword
    }
    }
    authenticationResp = requests.post(requestUrl, json=requestBody,headers=requestHeaders)
    if authenticationResp.status_code == 200 :
        jsonResponse = json.loads(authenticationResp.text.encode('ascii', 'ignore'))
        token = jsonResponse["value"]        
    else:
        print("Error with status code:",authenticationResp.status_code,"\n Text:",json.dumps(json.loads(authenticationResp.text),indent=4))
        return None
    
    requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes'
    requestHeaders={
        "Prefer":"respond-async",
        "Content-Type":"application/json",
        "Authorization": "token " + token
    }
    requestBody={
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
           "SEDOL","Change Date"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                { "Identifier": sedol, "IdentifierType": "Sedol" }
            ],
            "ValidationOptions": {"AllowHistoricalInstruments": True}
        },
        "Condition": {
            "ReportDateRangeType": "Range",
            "QueryStartDate": startdate,
            "QueryEndDate": enddate
        }
    }
}
    extractionResp = requests.post(requestUrl, json=requestBody,headers=requestHeaders)
    requestStatus =  extractionResp.status_code
    print("Received status code " + str(requestStatus))
    requestUrl=None
    if requestStatus == 202 :
        requestUrl = extractionResp.headers["location"]
  
    while (requestStatus == 202):
        print ('Received status code 202, waits 10 seconds, then poll again until the status is not 202')
        time.sleep(10)
        extractionResp = requests.get(requestUrl,headers=requestHeaders)
        requestStatus= extractionResp.status_code
    
    if requestStatus == 200 :        
        extractionRespJson = json.loads(extractionResp.text.encode('ascii', 'ignore'))
        return extractionRespJson
    else:
        print("Error with status code:",extractionResp.status_code,"\n Text:",json.dumps(json.loads(extractionResp.text),indent=4))
        return None

This method can be used like this:

response = get_new_sedols("dss user","dss password","B7T7721","2022-05-01","2022-09-01")
if response != None:
    df = pd.DataFrame(response["Contents"])
    new_sedol = df.dropna().sort_values(by='Change Date',ascending=False).iloc[0]["SEDOL"]

The output is:

However, it may take a few minutes to extract data.