Can't pull data for expired contracts - do I need to specify AssetStatus?

pdebaz

Hi - I am trying to pull data for an expired contract. My extraction request looks like this:

 requestBody = {
        "ExtractionRequest": {
            "@odata.type": "#DataScope.Select.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": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
                "InstrumentIdentifiers": {
                                     "Identifier": "USM2^2",
                                     "IdentifierType": "Ric"
                                       },
                "UseUserPreferencesForValidationOptions": "false",
            },
            "Condition": {
                "MessageTimeStampIn": "GmtUtc",
                "ReportDateRangeType": "Range",
                "QueryStartDate": "2022-06-22T00:00:00.000Z",
                "QueryEndDate": "2022-06-23T00:00:00.000Z",
                "SummaryInterval": "OneHour",
                "TimebarPersistence": "true",
                "DisplaySourceRIC": "true"
            }
        }
    }

This returns no data, but switching to an active RIC (like USU2) will return data.

I think I need to use the AssetStatus flag, but I don't know where to put it. Can you please assist?

Jirapongse

I would like to share the resolution from the Tick History support team.

Tick History doesn't use ^ RICs in extractions. We can use USM2 and modify the request by adding two conditions below.

"ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true
            }

The full request is:

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.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": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "USM2",
                    "IdentifierType": "Ric"
                }
            ],
            "UseUserPreferencesForValidationOptions": "false",
            "ValidationOptions": {
                "AllowHistoricalInstruments": true,
                "AllowInactiveInstruments": true
            }
        },
        "Condition": {
            "MessageTimeStampIn": "GmtUtc",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-06-22T00:00:00.000Z",
            "QueryEndDate": "2022-06-23T00:00:00.000Z",
            "SummaryInterval": "OneHour",
            "TimebarPersistence": "true",
            "DisplaySourceRIC": "true"
        }
    }
}

Jirapongse

@pdebaz

I got the same result as yours.

In the notes file, it shows.

Instrument <RIC,USM2^2> expanded to 0 RICS

It could be a content issue. Please contact the Refinitiv Tick History support team directly via MyRefinitiv to verify if the Intraday Summary content of this RIC is available on Tick History.

pdebaz

I'm 99% certain it's available as I got sample data from this from the sales rep before I paid for this thing. Of course it's been over a week of Q&A and i still can't get the data I paid for!