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Sunny.Wu avatar image
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How to download a list of stocks from ASX and its Sedol/Cusin/Isin in DDS?

I am a beginner in developing with DSS.

I’m trying to bulk download all equity stocks in Australia Stock exchange and get their Sedol/Cusin/Isin ids. From reading the docs, I think I should do a EquitySearch and set the Exchange param to “ASX” and then for every stock it returns, I should do a InstrumentSearch do a query for that stock and specify the PreferredIdentifierType to “Isin” and then do the same query again for “Sedol” and “Cusin”. Is there a more efficient way to do this so that I could get the multiple identifiers for all instruments in a single query?

Another thing I have tried is to make a Extraction request and filter by FileCode:

{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.SubjectLists.InstrumentListItem","Identifier":"66","IdentifierType":"FileCode"}}

But that didn't seem to work due to malformed request content.

It would be great if someone could show me a REST query for this.

Thanks!

dss-rest-apidatascope-selectdss
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2 Answers

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warat.boonyanit avatar image
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Hi @Sunny.Wu

I believe the easiest way to do this is "TermsAndConditionsExtractionRequest".

POST /RestApi/v1/Extractions/Extract
Host: hosted.datascopeapi.reuters.com
Prefer: respond-async
Content-Type: application/json
Authorization: Token _YourToken
{
    "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
           "RIC", "CUSIP", "ISIN", "SEDOL"
        ],
        "IdentifierList": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                {
                    "Identifier": "66",
                    "IdentifierType": "FileCode"
                }
            ]
        }
    }
}

This will give you Sedol, Cusip, and Isin in one request.

The above example uses file code as the identifier. And file code "66" is "Australian Stock Exchange Equities".

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Sunny.Wu avatar image
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Thanks @Warat B. !

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