question

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TRTH with non-RIC symbol

I tried to get summary data via Cusip (or sedol etc); however, I got no data. Please see my request body.

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"Condition": {
"TimebarPersistence": "false",
"QueryStartDate": "2018-03-12T00:00:00.000Z",
"QueryEndDate": "2018-03-12T23:59:59.999Z",
"ReportDateRangeType": "Range",
"SummaryInterval": "OneHour",
"MessageTimeStampIn": "GmtUtc",
"DisplaySourceRIC": "true"
},
"ContentFieldNames": [
"Close Ask",
"Close Bid",
"High",
"High Ask",
"High Bid",
"Last",
"Low",
"Low Ask",
"Low Bid",
"No. Asks",
"No. Bids",
"No. Trades",
"Open",
"Open Ask",
"Open Bid",
"Volume"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"ValidationOptions": {
"AllowHistoricalInstruments": "true"
},
"InstrumentIdentifiers": [
{
"Identifier": "459200101",
"IdentifierType": "Cusip"
}
],
"UseUserPreferencesForValidationOptions": "false"
}
}
}

tick-history-rest-api
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1 Answer

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13.7k 26 8 12

@jim.yu, I suggest you make data requests using RICs, for 2 reasons:

  1. Our data bases use RICs.
  2. To avoid instrument expansion (a Sedol corresponding to multiple RICs, a request for 1 Sedol will deliver results for multiple RICs, which has an impact on your extraction quota).

For that you need to convert your Sedols and Cusips to RICs. See the article that covers TRTH ISIN to RIC conversion (it also applies to Sedol and Cusip).

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