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Can't add instrument to instrument list. RIC, NQH0 (not found).

Dear colleagues,

We want to schedule an immediate extraction with custom Instrument List. We tried to add instruments to the Instrument List following this tutorial:

https://developers.refinitiv.com/en/api-catalog/datascope-select/datascope-select-rest-api/tutorials#rest-api-tutorial-10-gui-control-calls-immediate-extract

We made POST request to:

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/InstrumentLists('0x082ef84c86f33802')/DataScope.Select.Api.Extractions.InstrumentListAppendIdentifiers 

with body:

{
  "Identifiers": [
    {
      "Identifier": "NQH0",
      "IdentifierType": "Ric",
      "UserDefinedIdentifier": "NQH2020"
    },
    {
      "Identifier": "NQM0",
      "IdentifierType": "Ric",
      "UserDefinedIdentifier": "NQM2020"
    },
    {
      "Identifier": "NQU0",
      "IdentifierType": "Ric",
      "UserDefinedIdentifier": "NQU2020"
    },
    {
      "Identifier": "NQZ0",
      "IdentifierType": "Ric",
      "UserDefinedIdentifier": "NQZ2020"
    },
...
  ],
  "KeepDuplicates": false
}

And got respond:

{
        "Messages": [
            {
                "Severity": "Info",
                "Message": "RIC, NQH0 (not found)"
            },
            {
                "Severity": "Info",
                "Message": "RIC, NQM0 (not found)"
            },
            {
                "Severity": "Info",
                "Message": "RIC, NQU0 (not found)"
            },
            {
                "Severity": "Info",
                "Message": "RIC, NQZ0 (not found)"
            },
 ...

With RICs NQH0^2, NQM0^2, ..., results are the same. We were able to add only active instrument NQZ2 to the list, but our goal is to get history market data for expired instruments as well. Which RICs should we use here?

dssrdp
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1 Answer

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Accepted
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@d.alishev

Thanks for reaching out to us.

You need to set the following preferences on your account via the DSS Web GUI.

  • Allow Import of Inactive Instruments into Instrument Lists
  • Allow Import of Historical Instruments

1664287880317.png

Otherwise, you can use the REST API to update your preferences.

1664287977728.png



1664287880317.png (54.9 KiB)
1664287977728.png (51.6 KiB)
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Thank you! Now it works!