How to get the historical changes of constituents of a RIC chain, via DSS (or API)?

Frederic
Frederic
in DSS

For example, for 0#.DJI, I would like to know the historical changes of the constituents, i.e., when a constituent was added and removed precisely?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @Frederic

    You can use the Search/HistoricalChainResolution endpoint to resolve current and past chain constituents given a Chain RIC. Instruments may be currently active, or inactive 'historical only' instruments.

    For example, the request is:

    {
      "Request": {
        "ChainRics": [
          "0#GC:"
        ],
        "Range": {
          "Start": "2022-03-27T00:00:00.000Z",
          "End": "2022-03-28T00:00:00.000Z"
        }
      }
    }

    The output contains:

    {
        "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#Collection(DataScope.Select.Api.Search.HistoricalChainInstrument)",
        "value": [
            {
                "Identifier": "0#GC:",
                "IdentifierType": "ChainRIC",
                "Source": "",
                "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwwI0dDOnw",
                "Description": "Historical Chain",
                "InstrumentType": "Unknown",
                "Status": "Valid",
                "Constituents": [
                    {
                        "Identifier": "GCG3",
                        "IdentifierType": "Ric",
                        "Source": "",
                        "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxHQ0czfA",
                        "Description": "Historical Instrument",
                        "InstrumentType": "Unknown",
                        "Status": "Valid",
                        "DomainCode": "6"
                    },
                    {
                        "Identifier": "GCH2",
                        "IdentifierType": "Ric",
                        "Source": "",
                        "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxHQ0gyfA",
                        "Description": "Historical Instrument",
                        "InstrumentType": "Unknown",
                        "Status": "Valid",
                        "DomainCode": "6"
                    },
                    {
                        "Identifier": "GCJ2",
                        "IdentifierType": "Ric",
                        "Source": "",
                        "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxHQ0oyfA",
                        "Description": "Historical Instrument",
                        "InstrumentType": "Unknown",
                        "Status": "Valid",
                        "DomainCode": "6"
                    },

Answers

  • Jirapongse
    Jirapongse

    @Frederic

    I think you mean Leavers & Joiners, as shown in Eikon.

    1647249902747.png

    I checked the old cases and found that this data is not available in DSS or RTH.

    “data in eikon leavers / Joiners is based on the Index and constituent level data” and “We don’t cover this data in RTH which is at equity level.”

    You can contact the DSS or RTH support team directly via MyRefinitiv to confirm it.


  • Frederic
    Frederic
    Thanks. Also is that possible to extract the historical updates/changes on the chain constituents of the futures chain RIC 0#GC: ?

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