@jason.dance

Typically, the TickHistoryTimeAndSalesExtractionRequest works with ISINs but I am not sure why it doesn't work with US207932AB01. You need to contact the Refinitiv Tick History support team to verify what the problem is.

You can use the https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/InstrumentSearch endpoint to search for the RICs of this ISIN.

{
  "SearchRequest": {
    "InstrumentTypeGroups": [
      "CollatetizedMortgageObligations",
      "Commodities",
      "Equities",
      "FuturesAndOptions",
      "GovCorp",
      "MortgageBackedSecurities",
      "Money",
      "Municipals",
      "Funds"
    ],
    "IdentifierType": "Isin",
    "Identifier": "US207932AB01",
    "PreferredIdentifierType": "Ric"
  }
}

The output is:

@jason.dance

Thanks for reaching out to us.

I saw the same problem when using the TickHistoryTimeAndSalesExtractionRequest with this ISIN US207932AB01. The notes property shows the following information.

Instrument <ISN,US207932AB01> expanded to 0 RICS.\nInstrument <ISN,US207932AB01> expanded to 0 RICS.\n\nReport suppressed because there are no instruments

Please contact the Refinitiv Tick History support team directly via MyRefinitiv to verify what the problem is.

@Jirapongse Thanks for your reply, my understanding is that you can't request Time and Sales data by using an ISIN it must be a RIC. As we are unable to get the RIC from the Historical Request we can't then get the Time and Sales data.

Thank you, we have been looking at using the CMOABS Search which brings back the same results as the above instrument search. I have an open ticket with Refinitiv with, although they seem to think this is normal behavior which I disagree with.