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tradingTech avatar image
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Identify delisted historic instruments

I'm attempting to verify whether an equity has been delisted (and if not, find the appropriate RIC.)

Here's my request:

var extractionRequest = new TermsAndConditionsExtractionRequest { IdentifierList = InstrumentIdentifierList.Create(instrumentIdentifiers, new InstrumentValidationOptions { AllowHistoricalInstruments = true, UseExchangeCodeInsteadOfLipper = true }, false), ContentFieldNames = new[] { "RIC" , "Trading Status" }, };

Sample instrument: IdentifierType: SEDOL / Identifier: BDTYZ53

I get an ExtractionRow back for the instrument with nulls for both RIC and Trading Status. I understand that it is delisted. Is it possible to get a value for Trading Status back?

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1 Answer

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Jirapongse avatar image
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I can use HistoricalReferenceExtractionRequest with the Extractions/Extract endpoint to get "Trading Status" of BDTYZ53. The request message is:

{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest",
        "ContentFieldNames": [
           "Instrument ID",
           "Change Date",
           "RIC",
           "Trading Status"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "BDTYZ53",
                    "IdentifierType": "Sedol"
                }
                 
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true},
            "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
            "StartDate": "2018-04-01T00:00:00.000Z",
            "EndDate": "2018-04-09T23:59:59.000Z"
        }
    }
}

The response is:

 {
            "IdentifierType": "Sedol",
            "Identifier": "BDTYZ53",
            "Instrument ID": "BDTYZ53",
            "Change Date": "2018-01-01",
            "RIC": "BIVV.A",
            "Trading Status": 1
        },
        {
            "IdentifierType": "Sedol",
            "Identifier": "BDTYZ53",
            "Instrument ID": "BDTYZ53",
            "Change Date": "2018-03-09",
            "RIC": "BIVV.A^C18",
            "Trading Status": 0
        },
        {
            "IdentifierType": "Sedol",
            "Identifier": "BDTYZ53",
            "Instrument ID": "BDTYZ53",
            "Change Date": "2018-03-12",
            "RIC": "BIVV.A^C18",
            "Trading Status": 0
        },
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tradingTech avatar image tradingTech

Thank you for the response. So the idea is that I sort on ChangeDate to grab the latest Trading Status. Will work in a pinch but it's seems less friendly than a 1 result per security response that just gives me a thumbs up/down. Is it possible to make the TermsAndConditions request work if I have AllowHistoricalInstruments on and Trading Status is included in the list of available fields? Can TermsAndConditions only return values for active instruments and delisted ones have null values?

tradingTech avatar image tradingTech

Is the date range you used arbitrary? How were those dates chosen?

tradingTech avatar image tradingTech

Just tested with the suggested request. Requested 3 SEDOLs with only "Change Date" and "Trading Status". Took > 8 minutes to complete. Returned 6 rows per SEDOL of which I only care about latest. My real request will have > 1000 SEDOLs. Is there an alternative solution here?

tradingTech avatar image tradingTech

@jirapongse.phuriphanvichai

Jirapongse avatar image Jirapongse

@tradingTech

Yes, the selected dates in the request are arbitrary. The purpose is showing that HistoricalReferenceExtractionRequest can be used to get "Trading Status" of BDTYZ53.

For an alternative solution, please directly contact TRTH support team via Contact Us. In the product field, please select Thomson Reuters Tick History v2.

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