When I load the following instrument list into the Reuters Datascope GUI, I can extract all the instruments, but when I use the API I am missing the EDU7-Z7 contract data. Any ideas on why this is happening?
RIC,EDZ7
RIC,EDU7
RIC,EDU7-Z7
38.1k
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@helen.ristov
Please set "AllowHistoricalInstruments" to true in the ValidationOptions in InstrumentIdentifierList.
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions":{
"AllowHistoricalInstruments":true
},
For example:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Quote - Ask Price",
"Quote - Ask Size",
"Quote - Bid Price",
"Quote - Bid Size",
"Trade - Ask Price",
"Trade - Ask Size",
"Trade - Ask Yield",
"Trade - Bid Price",
"Trade - Bid Size",
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions":{
"AllowHistoricalInstruments":true
},
"InstrumentIdentifiers": [{
"Identifier": "EDZ7",
"IdentifierType": "Ric"
},{
"Identifier": "EDU7",
"IdentifierType": "Ric"
},{
"Identifier": "EDU7-Z7",
"IdentifierType": "Ric"
}]
},
"Condition": {
"MessageTimeStampIn": "LocalExchangeTime",
"ApplyCorrectionsAndCancellations": false,
"ReportDateRangeType": "Range",
"QueryStartDate": "2017-07-18T00:00:00.000Z",
"QueryEndDate": "2017-07-18T12:00:00.000Z",
"DisplaySourceRIC": true
}
}
}
20
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Thanks @jirapongse.phuriphanvichai I changed the instrument options and got all the instruments.
