From the TRTH data field diferences file
Domain (Asset) Domain will not be populated in the VBD Instruments file. To determine asset class you can use the "RecordType" values.
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what is the Record Type to Domain mapping in Tick History InstrumentListswithIdentifiers file.
Even the Tick history VBD data dictionary doesn't mention the available values
VBD Message Field Data Type Definition Available Codes INSTRUMENTS Record Type TEXT Identifies the applicable asset class.
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You can refer to the Using FID 259 to identify your market data records article to determine Asset Class with RecordType values. The <FID259/1> page can be opened via the Historical Search in the GUI.
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I see the following values for 259 defined in Speed GUI - XMT, TSY, SOV, MTG, CORP, EQL, EQ, EN, SOF, BASE, CAPM, GOL, FX, MM but as of today we receive the domain value from version 1 as below. I just want to double check if your allowed values for Domain has gone through a complete change?
IND EQU OPT SPR FUT FUN BON COM
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I understand that EBD Asset Domain and VBD RecordType have different classifications. I have found that you can use GetInstrumentTypes of TRTH SOAP API to get list of related Record Type values for each Domain.
Below is the sample of IND. The response indicates that the "IND" Asset domain can map to RecordType: 22, 38, 54, 70, 86 .... As you can see, all Record Type values can be refer to Instrument Type "g" (market indices) in the <FID259/1> page.
If you want lists for other domains, please let me know.
Request
<soapenv:Body>
<GetInstrumentTypes xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
<domainList>
<data>
<value>IND</value>
</data>
</domainList>
</GetInstrumentTypes>
</soapenv:Body>
Response
<soapenv:Body>
<GetInstrumentTypesResponse xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
<instrumentTypeList>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>22</value>
<longName>Cross Market</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>38</value>
<longName>Treasury Debt</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>54</value>
<longName>Sovereign Debt</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>70</value>
<longName>Mortgage-backed Debt</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>86</value>
<longName>Corporate Debt</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>102</value>
<longName>Equity-Linked</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>118</value>
<longName>Equities</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>134</value>
<longName>Energy</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>150</value>
<longName>Commodities - Softs</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>166</value>
<longName>Commodities - Base Metals</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>182</value>
<longName>Commodities - Coins and Precious Metals</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>198</value>
<longName>Commodities - Grains and Oilseeds</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>214</value>
<longName>FX</longName>
</data>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>246</value>
<longName>Money Market</longName>
</data>
</instrumentTypeList>
</GetInstrumentTypesResponse>
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thanks, can you please give me all possible record types for each of the below domain.
IND EQU OPT SPR FUT FUN BON COM
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The responses are attached. However, it seems like the "SPR" domains currently is not valid. Below is the possible domains returned from GetAssetDomains TRTH V1 SOAP API. For more information, you may contact TRTH support team via
Contact Us. <domainList>
<data>
<type>Text</type>
<field>Domain</field>
<value>BON</value>
<longName>Fixed Income</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>COM</value>
<longName>Commodities and Energy</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>ECI</value>
<longName>Economic Indicators</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>EQU</value>
<longName>Equities</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>FOR</value>
<longName>Foreign Exchange</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>FUN</value>
<longName>Funds</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>FUT</value>
<longName>Futures</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>IND</value>
<longName>Indices</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>MON</value>
<longName>Money Market</longName>
</data>
<data>
<type>Text</type>
<field>Domain</field>
<value>OPT</value>
<longName>Options</longName>
</data>
</domainList>
