datascope rest api

fatmabetul.yazici
fatmabetul.yazici
in DSS

Hello,

Example of Chain Ric: 0#GBPVOLSURF we only use LONGNEXTLR,LONGLINK1,LONGLINK2.....LONGLINK14 fields

and when i connect { "Identifier": "0#GBPVOLSURF", "IdentifierType": "ChainRIC" } which field show LONGNEXTLR value. In this example LONGNEXTLR fields result :1#GBPVOLSURF .

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @fatmabetul.yazici,

    As previously mentioned, the whole chain is expanded. The Next and Previous link FID's that you have highlighted are not necessary in Tick History. Here is the response metadata when you do raw extraction request - 

    Instrument <CHR,0#GBPVOLSURF> expanded to 391 RIC instances: GBP10C10Y=R to GBPSWO=R.
    Total instruments after instrument expansion = 391

Answers

  • Gurpreet
    Gurpreet

    Hi @fatmabetul.yazici,

    What is your intention with the result. If you are just interested in the chain constituents, then Historical Chain Resolution is the right API call. This will expand the full chain and your code will not have to manage the next/previous links.

    {
      "Request": {
        "@odata.context": "http://selectapi.datascope.refinitiv.com/RestApi.Help/$metadata#DataScope.Select.Api.Search.HistoricalChainResolutionRequest",
        "ChainRics": ["0#GBPVOLSURF"],
        "Range": {
          "Start": "2024-01-10T00:00:00.000Z",
          "End": "2024-01-10T00:00:00.000Z"
        }
      }
    }

    Response:
    {
      "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.HistoricalChainInstrument)",
      "value": [{
          "Identifier": "0#GBPVOLSURF",
          "IdentifierType": "ChainRIC",
          "Source": "",
          "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwwI0dCUFZPTFNVUkZ8",
          "Description": "Historical Chain",
          "InstrumentType": "Unknown",
          "Status": "Valid",
          "Constituents": [{
              "Identifier": "GBP10PON=R",
              "IdentifierType": "Ric",
              "Source": "",
    ...


    If however you are also interested in pricing these constituents, then TickHistory Raw ExtractionRequest will expand as well as provide the price data for a given date range.


  • fatmabetul.yazici
    fatmabetul.yazici

    Hello Gurpreet,

    i have "0#GBPVOLSURF" ricname . I want to get all of this chains subchain. Is it possible to get the same information through the API that I get with the eikon program? I added a screenshot.chain_ric.JPG

  • fatmabetul.yazici
    fatmabetul.yazici

    I understand that you returned all the data, but I still have a question.

    0#GBPVOLSURF ricname has a 14 longlink field. 0#GBPVOLSURF ricname LONGNEXTLR field ricname has a 14 longlink field too.

    0#GBPVOLSURF subricname of 1#GBPVOLSURF ric i need to find name of ric. I can get the all of sub ric

    under 1#GBPVOLSURF ricname bu i can not get the information of 1#GBPVOLSURF.


    example: 0#GBPVOLSURF sub rics: GBP10PON=R,GBP15PON=R,GBP20PON=R,GBP25PON=R,GBP30PON=R,GBP35PON=R,GBP40PON=R,GBP45PON=R,GBPONO=R,

    GBP45CON=R,GBP40CON=R,GBP35CON=R,GBP30CON=R,GBP25CON=R

    0#GBPVOLSURF sub rics: GBP20CON=R,GBP15CON=R,....GBP45CSW=R,GBP40CSW=R


    all sub rics identifier and instrument id look like:

    "Identifier": "0#GBPVOLSURF" and "Instrument ID": "0#GBPVOLSURF" but it is not true.


    I call 'Request intraday data' api , response include 391 instruments all of them belongs "0#GBPVOLSURF".

    ric. Which one is belong 1#GBPVOLSURF ric is not understandable. Are there any fields exist and show this information?


  • Gurpreet
    Gurpreet

    0#GBPVOLSURF is the chain instrument and all the RICs belong to this chain. 1#GBPVOLSURF is the next part of this chain. It is represented like this because in the original legacy MarketFeed protocol used for streaming real time data, it was not possible to represent all the constituents in a single RIC.

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