How to extract field COMM_LAST from datascope REST API?
How to extract field COMM_LAST (default returned from refinitiv.data.get_history) from datascope REST API?
I can pull COMM_LAST from the refinitiv.data.get_history, but the same ric is returned as not found in datascope InstrumentListValidateIdentifiers.
def validate_instrument(token, ins_list):
url = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/InstrumentListValidateIdentifiers"
request_data = {
"InputsForValidation": [
{
"Identifier": ins,
"IdentifierType": "Ric"
} for ins in ins_list
],
"KeepDuplicates": True
}
headers = {'Prefer': 'respond-async',
'Content-Type': 'application/json; odata.metadata=minimal',
'Accept-Charset': 'UTF-8',
'Authorization': 'Token%s' % token}
resp = post(url, data=None, json=request_data,
headers=headers)
if resp.status_code == 200:
return resp.json()
else:
raise ValueError('request failed')
{'Severity': 'Info', 'Message': 'RIC, TCP-USTOT-DP (not found)'},
For example. for RIC TCP-USTOT-DP
import refinitiv.data as rd
tickers = ["TCP-USTOT-DP"]
with rd.open_session() as session:
df = rd.get_history(
universe = tickers,
start="2000-01-01"
)
TCP-USTOT-DP COMM_LAST
Date
2022-10-31 1167906
2022-11-30 1202304
2022-12-31 1209012
2023-01-31 1205337
2023-02-28 1100262
2023-03-31 1231918
2023-04-30 1169980
2023-05-31 1203666
2023-06-30 1170317
2023-07-31 1155782
2023-08-31 1156500
2023-09-30 1149658
2023-10-31 1194253
2023-11-30 1158556
2023-12-31 1197740
2024-01-31 1200917
2024-02-29 1139985
2024-03-31 1223777
2024-04-30 1188261
2024-05-31 1212718
And I can not pull any values
Best Answer
-
Thank you for reaching out to us.
I can find it in the Historical Instrument.
Then, I can get the COMM_LAST field by extracting the "Commodity Last" content field with the
PriceHistoryExtractionRequest report template.
The request message is:
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
"ContentFieldNames": [
"RIC",
"Trade Date",
"Commodity Last"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "TCP-USTOT-DP",
"IdentifierType": "Ric"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments": true
}
},
"Condition": {
"AdjustedPrices": true,
"QueryStartDate": "2024-03-01",
"QueryEndDate": "2024-07-23"
}
}
}The output is:
I am not sure if it requires the Tick History license to validate or extract this RIC.
Please contact the Datascope Select support team directly via MyAccount to confirm it.
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