how to get Settlement Prices using ChainRICs using DSS API?

lisa.mcentee
lisa.mcentee
in DSS

Hello,

I have following questions on ChainRICs using DSS API.

1. Can we extract Prices (Settlement Price or Universal Close Price) for all 'Valid Constituents' or live RICs using Chain RIC?


2. How should the Extraction Request look like?


Example:

ChainRIC 0#LGO:

1692806075094.png


I need Extraction Request to pull following fields (in bold) for all 'Identifies' in above table (LGOU3, LGOV3, etc).

Following is the Extraction Request I tried. Please can someone suggest me the appropriate Extraction Request.

{

"ExtractionRequest":

{

"@odata.type":

"#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",


"ContentFieldNames": [

"Settlement Date",

"Settlement Price",

"Universal Close Price Date",

"Universal Close Price",

"Contract Month and Year"

],

"IdentifierList": {

"@odata.type":

"#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

"InstrumentIdentifiers": [{"Identifier": "0#LGO:", "IdentifierType": "ChainRIC" }]

}

}

}


Thanks

Tagged:

Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @lisa.mcentee

    Thank you for reaching out to us.

    I used the following request.

    {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest",
            "ContentFieldNames": [
                "Settlement Date",
                "Settlement Price",
                "Universal Close Price Date",
                "Universal Close Price",
                "Contract Month and Year",
                "RIC",
                "Security Description"
            ],
            "IdentifierList": {
                "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": [
                    {
                        "Identifier": "0#LGO:",
                        "IdentifierType": "ChainRIC"
                    }
                ]
            }
        }
    }

    The output is:

    1692849439921.png

    The "Settlement Date" is null.

    Please contact the Datascope Select support team directly via MyRefinitiv to verify which report templates that can provide "Settlement Date" for 0#LGO:

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