Hi,
Are you able to retrieve historical data for the RIC (CBKIRPGLIDX=COBA) is Datascope select.
I retrieve no data when I try conduct an extract through the GUI, are you able to provide an API example that can retrieve history for that RIC?
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Hi,
Are you able to retrieve historical data for the RIC (CBKIRPGLIDX=COBA) is Datascope select.
I retrieve no data when I try conduct an extract through the GUI, are you able to provide an API example that can retrieve history for that RIC?
if data is not available in the GUI, it will not be available via the API.
I did a test for DSS time series data, from 1990 till today, did not receive any data at all:
No usage to report -- 1 Instrument in the input list had no reported data.
In Eikon I see it only has data for very few fields, related to closing or last prices. I therefore tried a time series request for all the different close price fields ("Close Price", "Alternate Close Price", "Official Close Price", "Universal Close Price"), none have data.
I therefore tried a TRTH request for raw market price data, and that works; it delivers data for fields like HST_CLOSE, GEN_VAL2, etc.
Here is a request in Postman that delivers data (I filtered the FIDs to keep only the most interesting ones):
POST https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "CBKIRPGLIDX=COBA", "IdentifierType": "Ric" } ], "ValidationOptions": { "AllowOpenAccessInstruments": true, "AllowHistoricalInstruments": true }, "UseUserPreferencesForValidationOptions": false }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2018-11-01T00:00:00.000Z", "QueryEndDate": "2018-11-12T23:59:59.999Z", "ExtractBy": "Ric", "SortBy": "SingleByRic", "DomainCode": "MarketPrice", "DisplaySourceRIC": true, "Fids": "875,997,1010,21,79" } } }
Here is the data:
#RIC,Domain,Date-Time,GMT Offset,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Alias Underlying RIC,Number of FIDs CBKIRPGLIDX=COBA,Market Price,2018-11-01T06:32:31.325552565Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,174,,5 ,,,,FID,875,,VALUE_DT1,2018-11-01, ,,,,FID,1010,,VALUE_TS1,06:32:31.000000000, ,,,,FID,21,,HST_CLOSE,195.556626, ,,,,FID,79,,HSTCLSDATE,2018-10-31, ,,,,FID,997,,GEN_VAL2,195.556626, CBKIRPGLIDX=COBA,Market Price,2018-11-02T06:30:46.858483552Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,222,,5 ,,,,FID,875,,VALUE_DT1,2018-11-02, ,,,,FID,1010,,VALUE_TS1,06:30:46.000000000, ,,,,FID,21,,HST_CLOSE,196.980871, ,,,,FID,79,,HSTCLSDATE,2018-11-01, ,,,,FID,997,,GEN_VAL2,196.980871, CBKIRPGLIDX=COBA,Market Price,2018-11-03T04:30:38.897068113Z,+0,Raw,REFRESH,,,,,5244,89,223,,5 ,,,,FID,21,,HST_CLOSE,196.980871, ,,,,FID,79,,HSTCLSDATE,2018-11-01, ,,,,FID,875,,VALUE_DT1,2018-11-02, ,,,,FID,997,,GEN_VAL2,196.980871, ,,,,FID,1010,,VALUE_TS1,06:30:46.000000000, CBKIRPGLIDX=COBA,Market Price,2018-11-03T06:33:16.794538578Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,254,,5 ,,,,FID,875,,VALUE_DT1,2018-11-03, ,,,,FID,1010,,VALUE_TS1,06:33:16.000000000, ,,,,FID,21,,HST_CLOSE,196.588213, ,,,,FID,79,,HSTCLSDATE,2018-11-02, ,,,,FID,997,,GEN_VAL2,196.588213, CBKIRPGLIDX=COBA,Market Price,2018-11-06T06:30:51.031789053Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,382,,5 ,,,,FID,875,,VALUE_DT1,2018-11-06, ,,,,FID,1010,,VALUE_TS1,06:30:50.000000000, ,,,,FID,21,,HST_CLOSE,196.978667, ,,,,FID,79,,HSTCLSDATE,2018-11-05, ,,,,FID,997,,GEN_VAL2,196.978667, CBKIRPGLIDX=COBA,Market Price,2018-11-10T04:31:14.939727636Z,+0,Raw,REFRESH,,,,,5244,89,527,,5 ,,,,FID,21,,HST_CLOSE,200.419585, ,,,,FID,79,,HSTCLSDATE,2018-11-08, ,,,,FID,875,,VALUE_DT1,2018-11-09, ,,,,FID,997,,GEN_VAL2,200.419585, ,,,,FID,1010,,VALUE_TS1,06:31:15.000000000, CBKIRPGLIDX=COBA,Market Price,2018-11-10T06:30:41.868312649Z,+0,Raw,UPDATE,UNSPECIFIED,,,,5244,,558,,5 ,,,,FID,875,,VALUE_DT1,2018-11-10, ,,,,FID,1010,,VALUE_TS1,06:30:41.000000000, ,,,,FID,21,,HST_CLOSE,199.271695, ,,,,FID,79,,HSTCLSDATE,2018-11-09, ,,,,FID,997,,GEN_VAL2,199.271695,
This might be a solution for you, if you have TRTH.
I did a quick test and it seems that only Tick History Raw extraction has the data.
This could be a server side issue. I would suggest open a support ticket.
Here is the Tick History Raw extraction example.
POST Host: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw Prefer: respond-async Content-Type: application/json Authorization: Token { "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [{ "Identifier": "CBKIRPGLIDX=COBA", "IdentifierType": "Ric" }], "ValidationOptions": { "AllowHistoricalInstruments": true } }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2018-09-29T12:00:00.000Z", "QueryEndDate": "2018-11-11T12:10:00.000Z", "ExtractBy": "Ric", "SortBy": "SingleByRic", "DomainCode": "MarketPrice", "DisplaySourceRIC": true } } }