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psouto avatar image
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Extract SPX members Intraday bars

What it is the best way to extract all at once index members?

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [ "Close Ask", "Close Bid", "Domain", "High", "High Ask", "High Bid", "History End", "History Start", "Instrument ID", "Instrument ID Type", "Last", "Low", "Low Ask", "Low Bid", "No. Asks", "No. Bids", "No. Trades", "Open", "Open Ask", "Open Bid", "RIC", "Sample Data", "Volume" ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [ { "Identifier": "O#.SPX",  "IdentifierType": "Ric" } ],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyLegacySummaryTimeLabel": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2008-10-13T13:00:00.000-05:00",
      "QueryEndDate": "2008-10-13T14:00:00.000-05:00",
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": true,
      "DisplaySourceRIC": true
    }
  }
}
dss-rest-apidatascope-selectdsshistoricalchain-ricindex
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gteage01 avatar image
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@psouto

Hi,

I think there appear to be a couple of corrections required:

1) A valid Identifier value. I checked "O#.SPX" against the system (Url: https://hosted.datascope.reuters.com/datascope/search/instruments/historical) and no Identifier was found, generally when we see a "#" we assume Identifier is a Chain RIC, and normally Chain RICs would be preceded by a number, checking "0#.SPX" instead did pull back a valid identifier.

2) Identifier Type (related to Identifier)

IdentifierTypes are covered here in the API Reference Tree, ie.:

https://hosted.datascopeapi.reuters.com/RestApi.Help/Context/Enum?ctx=Extractions&ent=InstrumentList&opn=AppendIdentifiers&enm=IdentifierType

You will need "IdentifierType": "ChainRIC"

(Main Url: https://hosted.datascopeapi.reuters.com/RestApi.Help/Home/Index#)

Best regards,

Gareth

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