Unfortunately, the order of the @odata.type line is crucial (we do intend to fix that in a future release):

You sent in:

  {
    "ExtractionRequest": {
        "ContentFieldNames": ["Accrued Interest",
        "ClosePrice",
        "ISIN",
        "RIC"],
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "IdentifierType": "Isin",
                "Identifier": "BE0003592038"
            },
            {
                "IdentifierType": "Isin",
                "Identifier": "BE0003593044"
            }]
        },
        "Condition": {
            "LastPriceOnly": false,
            "EndDate": "2016-06-30T00:00:00.000Z",
            "StartDate": "2016-06-01T00:00:00.000Z"
        }
    }
}

but when edited to this, it worked (note: I also change "ClosePrice" to "Close Price"):

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
        "ContentFieldNames": ["Accrued Interest",
        "Close Price",
        "ISIN",
        "RIC"],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "IdentifierType": "Isin",
                "Identifier": "BE0003592038"
            },
            {
                "IdentifierType": "Isin",
                "Identifier": "BE0003593044"
            }]
        },
        "Condition": {
            "LastPriceOnly": false,
            "EndDate": "2016-06-30T00:00:00.000Z",
            "StartDate": "2016-06-01T00:00:00.000Z"
        }
    }
}

Is there any chance you can capture the full request and response actually sent on the wire?

I should be able to tell you what was wrong with any 1 request that causes a 400 reply as long as I can see the raw data you sent in.

We currently do not record every bad request, but we are considering doing just that so we can be more supportive on these types of requests.

Hello @Rick Weyrauch, thank you for your quick answer. Here is what I get (I replaced the token by MyToken):

>>> requests.post(urlGetData, data=json.dumps(requestData), headers=header3)

INFO:requests.packages.urllib3.connectionpool:Starting new HTTPS connection (1): hosted.datascopeapi.reuters.com

send: b'POST /RestApi/v1/Extractions/Extract HTTP/1.1\r\nHost: hosted.datascopeapi.reuters.com\r\nAccept-Encoding: gzip, deflate\r\nUser-Agent: python-requests/2.11.1\r\nConnection: keep-alive\r\nAccept: */*\r\nContent-Type: application/json; odata.metadata=minimal; charset=utf-8\r\nAuthorization: myToken\r\nContent-Length: 577\r\n\r\n'send: b'{"ExtractionRequest": {"ContentFieldNames": ["Accrued Interest", "ClosePrice", "ISIN", "RIC"], "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest", "IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [{"IdentifierType": "Isin", "Identifier": "BE0003592038"}, {"IdentifierType": "Isin", "Identifier": "BE0003593044"}]}, "Condition": {"LastPriceOnly": false, "EndDate": "2016-06-30T00:00:00.000Z", "StartDate": "2016-06-01T00:00:00.000Z"}}}'

reply: 'HTTP/1.1 400 Bad Request\r\n'

DEBUG:requests.packages.urllib3.connectionpool:"POST /RestApi/v1/Extractions/Extract HTTP/1.1" 400 343

header: Set-Cookie header: Cache-Control header: Pragma header: Content-Type header: Expires header: Server header: X-Request-Execution-Correlation-Id header: X-App-Id header: X-App-Version header: Date header: Content-Length <Response [400]>

@Rick Weyrauch Thank you very much, your answer helped me solve the problem using OrderedDict from collections.

@nvico and @Rick Weyrauch thank you for this post. I was experiencing the same problem using Python and use of the OrderedDict type solved it, i.e. the seemingly random nature of the error when using a Python dictionary to create the payload for an On Demand POST request to DSS: sometimes the very same request worked and sometimes not.

I would like to add something that I found: the 'randomness' occurred when I was using the dictionary Python 3.5 but when I made requests from another machine using Python 3.6.1, with the same dictionary structure and script, the request worked every time. I subsequently upgraded my Python 3.5 to 3.6.1 and now [using the dictionary, not OrderedDict] it works reliably too.

However, for what I am assuming is good practice, and compatibility with earlier versions of Python, I am using OrderedDict.