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dorlovsky avatar image
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how do you get ric details in api

I can get a Ric of a future or option using Search/HistoricalChainResolution or /Search/FuturesAndOptionsSearch the results have some details like Key, Identifier, Description etc and of course the Ric

If I copy the Ric into the search field in web ui I can get more info, like expiration date.

How do I get that from that API. I tried using Search/ReferenceHistory but got nothing back. For example this body returns nothing:
{ "Request": { "Rics": [ "ESH0^0" ], "Range": { "Start": "1990-01-01T00:00:00.000Z", "End": "2017-05-15T00:00:00.000Z" } } }

tick-history-rest-api
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3 Answers

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zoya faberov avatar image
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Hi @dorlovsky,

The answer provided by the content team:

"Clients were directed to use T&Cs as a temporary workaround when Historical Reference template was being built. However, T&Cs merely hold live reference data. It does not hold Historical Reference data. Clients looking for references on Futures and Options (which typically expires every month) and other instruments that expire will get reference data only via. Historical Reference template. For the sake of simplicity, Tick History clients must use the Historical Reference template for reference data on all asset categories (minus fixed income references).
"

For an example, please refer to the following request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
    "ContentFieldNames": [
      "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code", "Expiration Date", "Lot Size"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "ESH0^0",
        "IdentifierType": "Ric"
      }]
    },
    "Condition": {
      "StartDate": "2007-09-29T00:00:00.000Z",
      "EndDate": "2017-09-29T12:00:00.000Z"
    }
  }
}
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Jirapongse avatar image
38.1k ●71 ●35 ●53

@dorlovsky

I found that the expiration date of ESH0^0 is available via TermsAndConditionsExtractionRequest.

Then, I used on Demand Extraction with this URL to send the request.

POST: https://hosted.datascopeapi.reuters.com/RestApi/V1/Extractions/Extract

The request message is:

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL", "Issuer OrgID", "Currency Code", "Expiration Date", "Lot Size"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "ESH0^0",
                    "IdentifierType": "Ric"
                }
            ]
        }
    }
}

The response is:

{
  "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ExtractionRow)",
  "value": [
    {
      "IdentifierType": "Ric",
      "Identifier": "ESH0^0",
      "RIC": "ESH0^0",
      "CUSIP": null,
      "ISIN": null,
      "SEDOL": null,
      "Issuer OrgID": null,
      "Currency Code": "USD",
      "Expiration Date": "2000-03-17",
      "Lot Size": 50
    }
  ]
}

For more information, please refer to:

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dorlovsky avatar image
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this is not at all obvious! how did you know to do that? how would I?

What url are you invoking this on?

The api doc does not show you can show you can do any kind of body at all!
https://hosted.datascopeapi.reuters.com/RestApi.Help/Context/Entity?ctx=Extractions&ent=TermsAndConditionsReportTemplate&sce=Report%20Template%20Examples%20-%20Create%20-%20Terms%20and%20Conditions&stp=1&tab=2

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Jirapongse avatar image Jirapongse

I used on Demand Extraction with this URL.

POST: https://hosted.datascopeapi.reuters.com/RestApi/V1/Extractions/Extract.

First, I verified the list of available fields for Term & Conditions and found the "Expiration Date" and "Lot Size" fields in the list.

For more information, please refer to:

veerapath.rungruengrayubkul avatar image veerapath.rungruengrayubkul
@dorlovsky

You can also find all available fields for report templates in the "Field Descriptions" tab of the TICK HISTORY DATA DICTIONARY document. The document can be downloaded from this link.

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