GET ExchangeTypes Does not Return all Exchanegs

dimitrakopoulos
dimitrakopoulos
in DSS

When trying to retrieve the Exchanges configured in Datascope Select using the service:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/CorporateActionsIpoReportTemplateGetExchangeTypes

image


, a total of 438 Exchanges are returned.

When querying the prices for the security with Ric "LP68407002":

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "Trade Date",
      "Universal Close Price",
      "Currency Code",
      "Exchange Code"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
          { "Identifier": "LP68407002", "IdentifierType": "Ric"}
      ]
      },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "1980-01-01T00:00:00.000Z",
      "QueryEndDate": "2020-03-12T00:00:00.000Z"
    }
  }
}

, the "Exchange Code" is returned as "LIP" in the pricing info which I understand means "Liper".

image

Why is LIP not returned by:

https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/CorporateActionsIpoReportTemplateGetExchangeTypes

We noticed that there is a discrepancy between the data shown in:

https://hosted.datascopeapi.reuters.com/RestApi.Help/Context/Lookup?ctx=Extractions&enm=GetExchangeTypes&sce=On%20Demand%20Extractions%20-%20Create%20-%20IPO%20Events%20(Corporate%20Actions)%20without%20Notes.primary&tab=0

between the two lists (main list vs. example shown under the C# example output). The following Exchanges are present in the example but are not returned by the service:

BAE, SFC, CAL, DTB, DUB, ICI, LIP, MFI, AS#, NTV, #ES, BFE, ECO, TOF

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @dimitrakopoulos

    From the URL (CorporateActionsIpoReportTemplateGetExchangeTypes), I think it returns the exchange types used by the CoroprateActionsIpo report template.

    However, when requesting data, you use PriceHistoryExtractionRequest.

    To get a list of all exchange codes, you can refer to the dse_exch_cds gcodes. You need to login to MyRefinitiv to view that page.

    image

Answers

  • dimitrakopoulos
    dimitrakopoulos

    100% clear - thanks a lot for the support

  • dimitrakopoulos
    dimitrakopoulos

    We noticed that when looking at certain security types (e.g. Bonds) the Source(s) associated with each security are not always matching the dse_exch_cds available under MyRefinitiv. For example, RIC 83417KEU8= has the source "CPN" which is not part of the codes provided under dse_exch_cds. Is it the case that security types like bonds maybe trade on different exchanges and hence have a separate dictionary for them? If so, any pointers where this can be found?

    image

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