###Step 3: send an on demand extraction request using the received token

requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw'

requestHeaders={

'Prefer':'respond-async',

'Content-Type':'application/json',

'Authorization': 'token ' + token

}

requestBody={

"ExtractionRequest": {

"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",

"ContentFieldNames": [

"Trade - Price",

"Trade - Volume",

"Trade - Exchange Time"

],

'IdentifierList': {

'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',

'InstrumentIdentifiers': instrumentList,

},

'Condition': {

"MessageTimeStampIn": "GmtUtc",

"ApplyCorrectionsAndCancellations": "false",

"ReportDateRangeType": "Range",

"QueryStartDate": "2016-09-29T00:00:00.000Z",

"QueryEndDate": "2016-09-29T12:00:00.000Z",

"DisplaySourceRIC": "true"

}

}

}

print('sending the extraction request for the list of option RICs')

r3 = requests.post(requestUrl, json=requestBody, headers=requestHeaders)

#Display the response status, and the location url to use to get the status of the extraction request

#Initial response status after approximately 30 seconds wait will be 202

print ('response status from the extraction request = ' + str(r3.status_code))

#If there is a client side or server side error, display the error information and exit

if r3.status_code >= 400 :

print(r3.text.encode('ascii', 'ignore'))

sys.exit()

#Step 4: poll the status of the request using received location URL, and get the jobId and extraction notes

requestUrl = r3.headers['location']

requestHeaders={

'Prefer': 'respond-async',

'Content-Type': 'application/json',

'Authorization': 'token ' + token

}

r4 = requests.get(requestUrl, headers=requestHeaders)

#The extraction may take a long time for large content sets

#While the extraction is being processed on the server the request status we receive is 202

#We're polling the service for the status every 30 seconds until the status is 200

while r4.status_code == 202 :

r4 = requests.get(requestUrl, headers=requestHeaders)

print (str(dt.datetime.now()) + ' Server is still processing the extraction. Checking the status again in 30 seconds')

time.sleep(30)

---run the code and then the error code as below, please help.

sending the extraction request for the list of option RICs
response status from the extraction request = 200

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-36-ed1cf426d309> in <module>
     46 #Step 4: poll the status of the request using received location URL, and get the jobId and extraction notes
     47 
---> 48 requestUrl = r3.headers['location']
     49 
     50 requestHeaders={

C:\ProgramData\Anaconda3\lib\site-packages\requests\structures.py in __getitem__(self, key)
     50 
     51     def __getitem__(self, key):
---> 52         return self._store[key.lower()][1]
     53 
     54     def __delitem__(self, key):

KeyError: 'location'