Data is not returned for certain RICS - Identifier Validation Error in Intraday Summaries Extraction

ggoli
ggoli
in TRTH

I'm trying to extract tick data by posting the below Extraction Request. Everything works fine, except for the RIC identifier KOAH8 which fails with the following error in the body of the response. I've also set AllowHistoricalInstruments to true in the ValidationOptions in InstrumentIdentifierList as seen in the request.

Error:

"IdentifierValidationErrors":[{"Identifier":{"@odata.type":"#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier","Identifier":"KOAH8","IdentifierType":"Ric","Source":""},"Message":"Not found"}]}

I'm not sure what this error means and why no data is being returned for it. Any help regarding this would be greatly appreciated. Thanks!

Extraction Request:

{
   "ExtractionRequest" : {
      "@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
      "ContentFieldNames" : [
         "Close Ask",
         "Close Bid",
         "High",
         "High Ask",
         "High Bid",
         "Last",
         "Low",
         "Low Ask",
         "Low Bid",
         "No. Asks",
         "No. Bids",
         "No. Trades",
         "Open",
         "Open Ask",
         "Open Bid",
         "Volume"
      ],
      "IdentifierList" : {
         "@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
         "InstrumentIdentifiers" : [
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FBTSZ7"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FGBSZ7"
            },
            {
               "Identifier" : "FBTPZ7",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "FBONZ7",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "FOATZ7",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FGBMZ7"
            },
            {
               "Identifier" : "FGBLZ7",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "FGBXZ7",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FLGZ7"
            },
            {
               "Identifier" : "TYZ7",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "USZ7",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "AULZ7"
            },
            {
               "Identifier" : "FVZ7",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "TUZ7",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FBTSH8"
            },
            {
               "Identifier" : "FGBSH8",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FBTPH8"
            },
            {
               "Identifier" : "KOAH8",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "FOATH8",
               "IdentifierType" : "Ric"
            },
            {
               "Identifier" : "FGBMH8",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FGBLH8"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FGBXH8"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FLGH8"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "TYH8"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "USH8"
            },
            {
               "Identifier" : "AULH8",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FVH8"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "TUH8"
            }
         ],
         "ValidationOptions" : {
            "AllowHistoricalInstruments" : 1
         },
         "UseUserPreferencesForValidationOptions" : 0
      },
      "Condition" : {
         "MessageTimeStampIn" : "LocalExchangeTime",
         "ReportDateRangeType" : "Range",
         "QueryStartDate" : "2017-10-20T00:00:00Z",
         "QueryEndDate" : "2017-10-21T00:00:00Z",
         "SummaryInterval" : "OneMinute",
         "TimebarPersistence" : 1,
         "DisplaySourceRIC" : 1
      }
   }
}
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    @ggoli
    KOAH8 is not a valid RIC. I cannot know for sure, but I suspect you mixed up Bloomberg and Thomson Reuters symbology. KOA is the Bloomberg root symbol for Euro-BONO Spanish government bond futures on Eurex. Thomson Reuters uses the exchange ticker, which for this future is FBON. I suspect what you want to have in the request is FBONH8.

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