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lei.cheng avatar image
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how to use the ElektronTimeseriesExtractionRequest to get the open price,settlement price

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [
      "Settlement Price",
      "Volume",
      "High Price",
      "Open Price",
      "Low Price"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{ "Identifier": "CMAL3", "IdentifierType":"Ric" }],
    },
    "Condition": {
      "QueryStartDate": "2018-04-29T00:00:00.000Z",
      "QueryEndDate": "2018-08-30T00:00:00.000Z"
    }
  }
}

i use the above script to get the settlement price,but the system said no location.

how to get the settlement price ?

thank u

dss-rest-apitick-history-rest-api
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lei.cheng avatar image lei.cheng

use the ElektronTimeseriesExtractionRequest to get the settlement price

eletrontime-20180817161444.png (9.0 KiB)

1 Answer

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Christiaan Meihsl avatar image
13.7k ●26 ●8 ●12

@lei.cheng,

First of all, there are several issues with your call, it will fail:

  • Comma after the "]" just after the InstrumentIdentifiers declaration must be removed
  • The ElektronTimeSeries extraction request does not deliver those 3 price fields, the correct field names are: "High", "Open", "Low"
  • The Condition must include this: "ReportDateRangeType": "Range",

I changed the call to this to have it run without error:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [
      "Settlement Price", "Volume", "High", "Open", "Low"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{ "Identifier": "CMAL3", "IdentifierType":"Ric" }]
    },
    "Condition": {
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2017-01-01T00:00:00.000Z",
      "QueryEndDate": "2018-08-30T00:00:00.000Z"
    }
  }
}

This ran, and delivered all fields except the Settlement price, which was always empty (even though I extended the date range to start in Jan 2017).

Explanation: that is simply because there is no settlement price for instrument CMAL3, which is a commodity future. Try an equity (for instance CARR.PA), you will get Settlement Price values.

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lei.cheng avatar image lei.cheng

thank u very much

lei.cheng avatar image lei.cheng

hi,Christiaan Meihsl

how to know if the insturment has the settlement price?

thank u

cheng

Christiaan Meihsl avatar image Christiaan Meihsl lei.cheng

@lei.cheng,

This forum is for software developers using Thomson Reuters APIs, and technical discussions. For data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via My Account or to call the Thomson Reuters Help Desk directly.

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