How to get time and sales data for inactive instrument
I'm trying to get data for ESZ6^1. I managed to validate the ticker using Extractions/InstrumentListValidateIdentifiersWithOptions and passing true to AllowHistoricalInstruments and AllowInactiveInstruments. Note that if false is passed to AllowInactiveInstruments, the ticker is not validated.
I then submit the following payload to https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw from Python (hence the True/False format):
p, li { white-space: pre-wrap; }
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Exchange Time",
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "ESZ6^1",
"IdentifierType": "Ric"
}],
"ValidationOptions":{
"AllowHistoricalInstruments":True
}
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations":False,
"ReportDateRangeType": "Range",
"QueryStartDate": "2016-11-09T15:00:00.000Z",
"QueryEndDate": "2016-11-09T15:10:00.000Z",
"DisplaySourceRIC":True
}
}
}
p, li { white-space: pre-wrap; }
Extraction Services Version 11.1.37014 (36b953b5a32e), Built Jul 5 2017 20:14:02
User ID: xxxxxxx
Extraction ID: 2000000001422222
Schedule: 0x05d279ffc43b2f96 (ID = 0x0000000000000000)
Input List (1 items): (ID = 0x05d279ffc43b2f96) Created: 2017-08-05 17:59:21 Last Modified: 2017-08-05 17:59:21
Report Template (3 fields): _OnD_0x05d279ffc43b2f96 (ID = 0x05d27a00039b2f96) Created: 2017-08-05 17:59:16 Last Modified: 2017-08-05 17:59:16
Schedule dispatched via message queue (0x05d279ffc43b2f96)
Schedule Time: 2017-08-05 17:59:18
Processing started at 2017-08-05 17:59:19
Processing completed successfully at 2017-08-05 17:59:21
Extraction finished at 2017-08-05 17:59:21 UTC, with servers: x04q13
Instrument <RIC,ESZ6^1> expanded to 0 RICS.
Report suppressed because there are no instruments
@odata.context : https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity
JobId : 0x05d279ffc43b2f96
When I do it with an active instrument, say ESU7, I get the location of the results in the response's headers. But with ESZ6^1 no location is returned. How should I proceed to get the data for ESZ6^1?
Thanks
Best Answer
-
The ESZ6^1 is a delisted RIC where "^" is added after an original RIC once a RIC is delisted from exchange. The delisted syntax makes it easier to spot
delisted RICs as well as make the original RIC available for reuse.To get historical data, the original RIC, ESZ6, needs to be used for extraction request instead.
0
Answers
-
Thanks, it works smoothly using ESZ6. I didn't get right away that ESZ6^9, ESZ6^0, and ESZ6^1 are all stored under ESZ6. All good now, thanks again.
0 -
Hi,
In my case I am not able to find the delisted instrument in the search form. It seems that it doesn't work in general with delisted instruments.
0 -
Try to use the search engine at the top left of the Datascope page. If I search for ESZ6^1 or ESZ6 I get something back.
0
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