Hi,
using trth if I use VXX9 I get this error:
'All identifiers were invalid. No extraction performed.'
If I use VXX9^0 it works. Anyone can please tell me why ?
Thanks
Alvise
11.3k
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This issue has been raised to content team. Below is the response from content team regarding this issue.
On further investigating, I have found that the chain RIC for VIX Futures prior to 10th Sep 2012 is <0#VX:VE>. Effective 10th September 2012; the RIC convention for VIX Futures on CBOE has changed from <0#VX:VE > to <0#VX:>. Therefore please retry your extraction with RIC <VXX9:VE> for the below date range :
"QueryStartDate": "2009-10-29T00:00:00.000Z",
"QueryEndDate": "2009-11-17T00:00:00.000Z",
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Actually it works only on https://hosted.datascope.reuters.com/DataScope/details/
but if I use VXX9^0 ric in trth api extraction request, I still get
Report suppressed because there are no instruments
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This is the complete request
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"Condition": {
"ApplyCorrectionsAndCancellations": false,
"QueryStartDate": "2009-10-29T00:00:00.000Z",
"QueryEndDate": "2009-11-18T00:00:00.000Z",
"ReportDateRangeType": "Range",
"MessageTimeStampIn": "GmtUtc",
"DisplaySourceRIC": true
},
"ContentFieldNames": [
"Quote - Ask Price",
"Quote - Ask Size",
"Quote - Bid Price",
"Quote - Bid Size",
"Quote - Price",
"Quote - Volume",
"Trade - Ask Price",
"Trade - Ask Size",
"Trade - Bid Price",
"Trade - Bid Size",
"Trade - Open",
"Trade - Price",
"Trade - Volume"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions": {
"AllowHistoricalInstruments": true
},
"InstrumentIdentifiers": [
{
"Identifier": "VXX9",
"IdentifierType": "Ric"
}
],
"UseUserPreferencesForValidationOptions": false
}
}
}
RESPONSE
{
"@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
"JobId": "0x05d4509957bb2f76",
"Notes": [
"All identifiers were invalid. No extraction performed."
],
"IdentifierValidationErrors": [
{
"Identifier": {
"@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
"Identifier": "VXX9",
"IdentifierType": "Ric",
"Source": ""
},
"Message": "Not found"
}
]
}
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Using ^0 I get
{
"@odata.context": "http://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
"JobId": "0x05d450b347db2f76",
"Notes": [
"Extraction Services Version 11.1.37014 (36b953b5a32e), Built Jul 5 2017 20:14:02\nUser ID: 9012542\nExtraction ID: 2000000001517550\nSchedule: 0x05d450b347db2f76 (ID = 0x0000000000000000)\nInput List (1 items): (ID = 0x05d450b347db2f76) Created: 11/08/2017 11:05:24 Last Modified: 11/08/2017 11:05:24\nReport Template (13 fields): _OnD_0x05d450b347db2f76 (ID = 0x05d450b3660b2f76) Created: 11/08/2017 11:05:21 Last Modified: 11/08/2017 11:05:21\nSchedule dispatched via message queue (0x05d450b347db2f76)\nSchedule Time: 11/08/2017 11:05:23\nProcessing started at 11/08/2017 11:05:24\nProcessing completed successfully at 11/08/2017 11:05:24\nExtraction finished at 11/08/2017 11:05:24 UTC, with servers: x03q13\nInstrument <RIC,VXX9^0> expanded to 0 RICS.\nReport suppressed because there are no instruments\n"
]
}
