I'm trying to get data for ESZ6^1. I managed to validate the ticker using Extractions/InstrumentListValidateIdentifiersWithOptions and passing true to AllowHistoricalInstruments and AllowInactiveInstruments. Note that if false is passed to AllowInactiveInstruments, the ticker is not validated.
I then submit the following payload to https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw from Python (hence the True/False format):
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{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Exchange Time",
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "ESZ6^1",
"IdentifierType": "Ric"
}],
"ValidationOptions":{
"AllowHistoricalInstruments":True
}
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations":False,
"ReportDateRangeType": "Range",
"QueryStartDate": "2016-11-09T15:00:00.000Z",
"QueryEndDate": "2016-11-09T15:10:00.000Z",
"DisplaySourceRIC":True
}
}
}
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Extraction Services Version 11.1.37014 (36b953b5a32e), Built Jul 5 2017 20:14:02
User ID: xxxxxxx
Extraction ID: 2000000001422222
Schedule: 0x05d279ffc43b2f96 (ID = 0x0000000000000000)
Input List (1 items): (ID = 0x05d279ffc43b2f96) Created: 2017-08-05 17:59:21 Last Modified: 2017-08-05 17:59:21
Report Template (3 fields): _OnD_0x05d279ffc43b2f96 (ID = 0x05d27a00039b2f96) Created: 2017-08-05 17:59:16 Last Modified: 2017-08-05 17:59:16
Schedule dispatched via message queue (0x05d279ffc43b2f96)
Schedule Time: 2017-08-05 17:59:18
Processing started at 2017-08-05 17:59:19
Processing completed successfully at 2017-08-05 17:59:21
Extraction finished at 2017-08-05 17:59:21 UTC, with servers: x04q13
Instrument <RIC,ESZ6^1> expanded to 0 RICS.
Report suppressed because there are no instruments
@odata.context : https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity
JobId : 0x05d279ffc43b2f96
When I do it with an active instrument, say ESU7, I get the location of the results in the response's headers. But with ESZ6^1 no location is returned. How should I proceed to get the data for ESZ6^1?
Thanks
