DSS Composite extraction request returns null field values for ISIN

rahul.deshmukh
rahul.deshmukh
in DSS

Hallo All,

I am trying to fetch Composite extraction request data from Data Scope Select using Python.

For some ISIN list i get the "Average Volume - 30 Days", "Average Volume - 90 Days" values. But for many other ISIN's, i did not get any values for "Average Volume - 30 Days", "Average Volume - 90 Days" and for those ISIN we get bid and ask prices.

From business point of view i belive, there can’t be a price without traded volume.

Below is my extractiom request:

requestBody = {
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest",
        "ContentFieldNames": [
            "ISIN","RIC","Trade Date","Market MIC","Market Segment MIC","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","Outstanding Shares - Issue Shares Amount","Contributor Code","Ask Price","Bid Price"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": "XS0222524372",
                "IdentifierType": "Isin",
                "Source": "*"
            }]
        ,
        "ValidationOptions": {
                "AllowHistoricalInstruments": "false"
            },
            "UseUserPreferencesForValidationOptions": "false"
        },
        "Condition": {
            "ScalableCurrency": "true"
        }
    }
}

For example for ISIN CH1134540470 i get the values for "Average Volume - 30 Days", "Average Volume - 90 Days" .

Thanks!

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @rahul.deshmukh,

    I ran your request query and see the same result - I am not sure why an average price may not be populated - maybe the instrument hasn't traded for a minimum period yet.

    I would advise you to open a ticket at my.refinitiv.com to directly consult with a DSS content expert.


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