DSS Tick History REST API. Get RIC historial price, java

jasequeirosa · October 2023

HI,

I'm trying to create a request to get historical price from RIC with java, how to get bid/ask price and filter by date? any idea?

            JSONObject searchJSONObject = new JSONObject()
                .put("SearchRequest", new JSONObject()
                    .put("IdentifierType", "Ric")
                    //.put("Identifier", "US10YT=RRPS")
                    .put("Identifier", "JPY=")
                    .put("InstrumentTypeGroups", new JSONArray()
                        .put("CollatetizedMortgageObligations")
                        .put("Equities")
                        .put("FuturesAndOptions")
                        .put("GovCorp")
                        .put("MortgageBackedSecurities")
                        .put("Money")
                        .put("Municipals")
                        .put("Funds"))
                    .put("PreferredIdentifierType", "Ric")
                );

Thanks,

Regards

Gurpreet · October 2023

Hi @jasequeirosa,

If you are trying to get the historical price of an instrument, I recommend that you look at the Java sample for TickHistory which is available in the downloads section of the Dev Portal - specifically DSSOnDemandTicksRTH sample. There are whole bunch of example snippets which include performing on-demand extraction, to search for a Historical Instrument.

If you have any specific question, you can ask it here.

jasequeirosa · October 2023

Hi!,

Thanks for your answer,

I tried this example "DSSOnDemandTicksRTH", but got an error as a response:

        try {
            HttpPost httppost = new HttpPost(urlHost + "/Search/InstrumentSearch"); 

            httppost.addHeader("content-type", "application/json;odata.metadata=minimal");
            httppost.addHeader("Authorization", "Token " + sessionToken);

            JSONOrderedObject searchJSONObject = (JSONOrderedObject) new JSONOrderedObject()
                    .put("ExtractionRequest", new JSONOrderedObject()
                            .put("@odata.type", "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest")
                            .put("ContentFieldNames", new JSONArray()
                                    .put("Trade - Price")
                                    .put("Trade - Volume")
                                    .put("Trade - Exchange Time"))
                            .put("IdentifierList", new JSONOrderedObject()
                                    .put("@odata.type", "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList")
                                    .put("InstrumentIdentifiers", new JSONArray()
                                            .put(new JSONObject()
                                                    .put("Identifier", "438516AC0")
                                                    .put("IdentifierType", "Cusip"))
                                            .put(new JSONObject()
                                                    .put("Identifier", "CARR.PA")
                                                    .put("IdentifierType", "Ric"))
                                            .put(new JSONObject()
                                                    .put("Identifier", "INVALID")
                                                    .put("IdentifierType", "Ric")))
                                    .put("ValidationOptions", JSONObject.NULL)
                                    .put("UseUserPreferencesForValidationOptions", false))
                            .put("Condition", new JSONOrderedObject()
                                    .put("MessageTimeStampIn", "GmtUtc")
                                    .put("ApplyCorrectionsAndCancellations", true )
                                    .put("ReportDateRangeType", "Range")
                                    .put("QueryStartDate", "2016-09-29T15:15:00.000Z")
                                    .put("QueryEndDate", "2016-09-29T15:16:00.000Z")
                                    .put("DisplaySourceRIC", true)));


            System.out.println("Search JSON request content:\n"+ searchJSONObject.toString());
            StringEntity requestBody = new StringEntity(searchJSONObject.toString());

10:25:19.185 [main] DEBUG org.apache.http.wire - http-outgoing-1 << "{"error":{"message":"Malformed request payload: Syntax error at Line 1, Char 22: expected valid json value {\"ExtractionRequest"}}"

10:25:19.185 [main] DEBUG org.apache.http.headers - http-outgoing-1 << HTTP/1.1 400 Bad Request

Any idea?

Regards

Jirapongse · October 2023

@jasequeirosa

The example uses the "/Extractions/ExtractRaw" endpoint.

It is better to try the RTH REST Tutorials Postman collection example to verify the endpoint and the request message that can be used to get the required data.

jasequeirosa · October 2023

Hi,

Thanks!

I tried this request in the postman but no get a reponse.

host:

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

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "EUR=",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2023-10-09T00:00:00.000Z",
      "QueryEndDate": "2023-10-09T00:01:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

any idea?

Regards

Jirapongse · October 2023

@jasequeirosa

You may try to change the QueryEndDate to "2023-10-09T05:00:00.000Z".

jasequeirosa · October 2023

Hi,
Can you try this request?

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "EUR=",
        "IdentifierType": "Ric"
      }],
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2023-10-09T00:00:00.000Z",
      "QueryEndDate": "2023-10-09T05:00:00.000Z",
      "DisplaySourceRIC": true
    }
  }
}

For me, not works...

Regards

Jirapongse · October 2023

@jasequeirosa

Please share the HTTP Status code and the HTTP response message or the Postman screenshot that shows the HTTP response message.

jasequeirosa · October 2023

Hi,

I attach response message and the Postman screenshot

Request

POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
202
30.88 s
POST /RestApi/v1/Extractions/ExtractRaw HTTP/1.1
Prefer: respond-async
Content-Type: application/json
Authorization: Token _W8yLgY1y2IXAIJIGGjbCx6Oz7x3COId8bJY0qYLHk9l3axi7uy6CAN-KTp3HHbxKTUhhsqHNxigaqrYM-5MV7_7WhUioEEXnMCtdTZ6psznDh3oPHNTYK8oowu_CFPvuZkVh4nSnPHMGpuVUCqvPqMsueM8SQM2lclgRcK_7mTHeNX0-n4KiFWdpB19_JwVl3gVffHQpcl8F16MLpAYpPOy4nWFar3PHRSXxViSqdGslPANOfFBe1zyNo2aiqzxFaAJ-w0Md5CLDdhjueHN2lwFc2uENfJVW4FmNAWUoLXI
User-Agent: PostmanRuntime/7.33.0
Accept: */*
Postman-Token: 97763e92-c854-468e-b5e8-f63c1a0a3d36
Host: selectapi.datascope.refinitiv.com
Accept-Encoding: gzip, deflate, br
Connection: keep-alive
Content-Length: 689

{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "EUR=",
"IdentifierType": "Ric"
}],
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2023-10-09T00:00:00.000Z",
"QueryEndDate": "2023-10-09T05:00:00.000Z",
"DisplaySourceRIC": true
}
}
}

HTTP/1.1 202 Accepted
Cache-Control: no-cache
Pragma: no-cache
Expires: -1
Location: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRawResult(ExtractionId='0x08a986c834892bf9')
Server: Microsoft-IIS/10.0
BeginRequestTime: 06:52:39.0643228
BeginRequestDate: 2023-10-13
Status: InProgress
Progress:
X-Request-Execution-Correlation-Id: CiD/9035378/AAAAAA.08a986c834792bf9/RA
X-App-Id: Custom.RestApi
X-App-Version: 17.3.161.64
CPUUtilization: 49.96478
RequestsPerSec: 0
W3WP-PrivateBytes: 2622080
Date: Fri, 13 Oct 2023 06:53:08 GMT
Content-Length: 0

Regards

Jirapongse · October 2023

@jasequeirosa

The 202 Accepted means that the extraction is sill in progress.

Please refer to the Refinitiv Tick History tutorials regading how to process the 202 Accepted response.

DSS Tick History REST API. Get RIC historial price, java

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