For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
lideng avatar image
5 ●0 ●0 ●3

Cannot retrive VIX data

Hi,


I'm trying to get the results by using "TickHistoryIntradaySummariesExtractionRequest" and "TickHistoryTimeAndSalesExtractionRequest" (from https://community.developers.refinitiv.com/questions/92672/how-to-download-the-historical-tick-data-of-cboe-v.html) to retrieve VIX data using the DSS API, neither of these JSON strategies can download VIX data and return

(RIC,.VIX,MXP)  row suppressed for lack of 'MXP (CBOE CSMI)' permission.
Report suppressed because no instruments are permitted

Is this a problem caused by my JSON file or a problem with Refinity? I have pasted my JSON file below as well.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
        "ContentFieldNames": [
            "Open",
            "High",
            "Low",
            "Last"],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": ".VIX",
                "IdentifierType": "Ric"
            }],
            "UseUserPreferencesForValidationOptions": "False"
        },
        "Condition": {
            "MessageTimeStampIn": "LocalExchangeTime",
            "DateRangeTimeZone": "UTC-05:00",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-03-01T09:30:00.000Z",
            "QueryEndDate":   "2022-03-02T16:00:00.000Z",
            "SummaryInterval": "FifteenMinutes",
            "DisplaySourceRIC": "True",
            "TimeRangeMode": "Window"
        }
    }
}

Thank you for your help!


Best,

Lin

dss-rest-apidsstick-history-rest-apijson
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.

aramyan.h avatar image   aramyan.h

Hi @lideng ,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
78.9k ●250 ●52 ●74

@lideng

Sorry about the issue that you are facing.

According to the note information, it could be a permission issue.

I got the same message when using the attached request. 

(RIC,.VIX,MXP)  row suppressed for lack of 'MXP (CBOE CSMI)' permission.\nReport suppressed because no instruments are permitted

Please contact your Refinitiv account or sales team to verify the permission.

I hope that this information is of help

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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.