Cannot retrive VIX data

lideng
lideng
in DSS

Hi,


I'm trying to get the results by using "TickHistoryIntradaySummariesExtractionRequest" and "TickHistoryTimeAndSalesExtractionRequest" (from https://community.developers.refinitiv.com/questions/92672/how-to-download-the-historical-tick-data-of-cboe-v.html) to retrieve VIX data using the DSS API, neither of these JSON strategies can download VIX data and return

(RIC,.VIX,MXP)  row suppressed for lack of 'MXP (CBOE CSMI)' permission.
Report suppressed because no instruments are permitted

Is this a problem caused by my JSON file or a problem with Refinity? I have pasted my JSON file below as well.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
        "ContentFieldNames": [
            "Open",
            "High",
            "Low",
            "Last"],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": ".VIX",
                "IdentifierType": "Ric"
            }],
            "UseUserPreferencesForValidationOptions": "False"
        },
        "Condition": {
            "MessageTimeStampIn": "LocalExchangeTime",
            "DateRangeTimeZone": "UTC-05:00",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2022-03-01T09:30:00.000Z",
            "QueryEndDate":   "2022-03-02T16:00:00.000Z",
            "SummaryInterval": "FifteenMinutes",
            "DisplaySourceRIC": "True",
            "TimeRangeMode": "Window"
        }
    }
}

Thank you for your help!


Best,

Lin

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @lideng

    Sorry about the issue that you are facing.

    According to the note information, it could be a permission issue.

    I got the same message when using the attached request. 

    (RIC,.VIX,MXP)  row suppressed for lack of 'MXP (CBOE CSMI)' permission.\nReport suppressed because no instruments are permitted

    Please contact your Refinitiv account or sales team to verify the permission.

    I hope that this information is of help

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