Exchange codes (TRTHv1) / DSS source field

Philipp
Philipp
in DSS

Hi, we have found out that the exchange codes in TRTHv1 are not always matching the DSS field called 'source'. Is there an overview or mapping available we can use to migrate TRTHv1 exchange codes to DSS source fields? We really need this to migrate settings at our customers. Many thanks in advance!

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Best Answer

  • Rakesh.Singh
    Rakesh.Singh
    Answer ✓

    Hi all

    I have responded to Philipp with the below details -

    I confirm
    “GetHistoricalExchanges” and “GetHistoricalCurrencies” are the right methods to
    obtain the numerical-alphabetical translations of exchange codes and currency
    codes.

    The direct method of obtaining
    the exchange codes and currency codes is making a “Reference Data –
    Historical Reference” request (see highlighted
    below extracts from the API guide - http://paz.thomsonreuters.com/portalfiles/11047/ThomsonReutersTickHistory10.8RESTAPIUserGuidev1.1(2017121).pdf)

    image

    There’s a working example of a
    request for Historical Reference data included in the hyperlink in the
    highlighted area.

    With respect Source Codes in
    DSS, the complete list is documented here - https://customers.reuters.com/a/productsupport/Datascope/GCODES/price_src_cds.html

    And the list of exchange codes
    are documented here - https://customers.reuters.com/a/productsupport/Datascope/GCODES/dse_exch_cds.html

    Source codes in DSS and the
    exchange codes are not necessarily the same. For certain exchanges, it is the
    RIC suffix that is used in DSS as source code. E.g. for NASDAQ, .OQ is the DSS
    source code whereas the exchange codes are NAS, NSM, NMS. For certain
    exchanges, e.g. National Stock Exchange of India (NSI), the source codes and
    the exchange codes are the same i.e. NSI. For non-exchange traded instruments
    you will have Source codes but no exchange codes. In short, there’s no
    established link between DSS source codes and TR Exchange codes.

Answers

  • Rakesh.Singh
    Rakesh.Singh

    Philipp

    Hi Philipp: would you be able to provide some examples highlighting differences in the TRTH v1 exchange codes vs DSS "source" field?

  • Philipp
    Philipp

    For example for RIC 'XS1017615920=TX'

    The TRTHv1 exchange code is 'ETX'.

    But in the DSS request the source is 'TLX'.

    Since we are seraching for RICs using the exchange code this is causing some trouble with existing configurations. In the rollout we need to migrate TRTHv1 exchange codes to DSS source codes. Therefore a mapping between this two fields is what we really need.

    Thanks in advance!

  • Rick Weyrauch
    Rick Weyrauch

    While I am looking into this I find "Exchange:
    ETX" in the DSS Historical search screen results for RIC XS1017615920=TX and so I am not exactly sure where you found "TLX".

    Can you help me know what kind of DSS request you made that returned that to you? Was it a REST API call? If so, do you have the posted request data you can provide?

  • Philipp
    Philipp

    Here is one example of Search/GovCorpSearch

    {"SearchRequest":{"AssetStatuses":["CLD","CAN","DFS","RDM","EXC","MAT","FNG","DEF","ISS","LIQ","NAC","PRE","PUT","RPN","REF","RMK","RBM","FDD","REP","RES","TEN","TBC","TBE","TBI","TBP","TBR","TBB","WHN"],"CurrencyCodes":["EUR"],"Group":{"Agency":true,"Government":true,"Corporate":true,"Supra":true},"Identifier":"XS1017615920","IdentifierType":"Isin","PreferredIdentifierType":"Ric"}}

    I have also attached a screenshot of TRTHv1 showing the RIC we are interested in.

    image

    In TRTHv1 the exchange code is ETX and in the DSS response the source field is "TLX".

  • Philipp
    Philipp

    Sorry, the comment limit was reached.

    What we need is a mapping of TRTH exchange codes to DSS source codes.

    Thx in advance!

  • Rakesh.Singh
    Rakesh.Singh

    @Philipp

    Hi Philipp

    With respect Source Codes in
    DSS, the complete list is documented here - https://customers.reuters.com/a/productsupport/Datascope/GCODES/price_src_cds.html

    And the list of exchange codes
    are documented here - https://customers.reuters.com/a/productsupport/Datascope/GCODES/dse_exch_cds.html

    Source codes in DSS and the
    exchange codes are not necessarily the same. For certain exchanges, it is the
    RIC suffix that is used in DSS as source code. E.g. for NASDAQ, .OQ is the DSS
    source code whereas the exchange codes are NAS, NSM, NMS. For certain
    exchanges, e.g. National Stock Exchange of India (NSI), the source codes and
    the exchange codes are the same i.e. NSI. For non-exchange traded instruments
    you will have Source codes but no exchange codes. In short, there’s no
    established link between DSS source codes and TR Exchange codes.

  • Philipp
    Philipp

    Thanks a lot for that information. Still this causes some trouble on our side.

    One last question regarding this topic. We now know that the source field is something different. But, what is the reason why in TRTH we sometimes see an exchange code assigned to a RIC and in DSS/TRTHv2 we just see a different one in the exchange code field?

    Screenshot attached.

    image

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