I am trying to retrieve historical prices for a list of instruments by passing it the ISIN, Exchange (all SJ) and Identifier. Reuters is returning Not Found for all my instruments. What am I doing wrong ? Please see attached .
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I am trying to retrieve historical prices for a list of instruments by passing it the ISIN, Exchange (all SJ) and Identifier. Reuters is returning Not Found for all my instruments. What am I doing wrong ? Please see attached .
Thank you for your response. The Exchange is then the issue. By default our system uses Bloomberg as source which has SJ for South African Exchange , not JNB. I will then need to build in a translation from BBG to Reuters on the Exchange Side. Can you point me in the correct direction as to how to obtain a list of Exchanges on Reuters ? I can then build the mapping on my side. Many thanks Francois
@FrancoisC, you can find the list of exchange codes on Customer Zone, here.
There are several possibilities. You can either:
More info on this learning process here.
I see 2 aspects to this issue:
Adding the instruments to the instrument list
I tried adding 1 instrument I saw in your screenshot, using the following code (taken from DSS .Net Tutorial 2), it worked fine:
//Create an array of instrument identifiers: IEnumerable<InstrumentIdentifier> instrumentIdentifiers = new[] { new InstrumentIdentifier { Identifier = "ZAE000000139", IdentifierType = IdentifierType.Isin, Source = "JNB" } }; //Create a new (empty) instrument list: var instrumentList = new InstrumentList { Name = "myInstrumentListName" }; extractionsContext.InstrumentListOperations.Create(instrumentList); //Populate the instrument list by appending the array of instrument identifiers: extractionsContext.InstrumentListOperations.AppendIdentifiers( instrumentList, instrumentIdentifiers, false);
This is not quite the same code as yours (which looks fine by the way), but it shows that this instrument can be added to the list. I can also see it in the DSS GUI:
If you can also see the instruments in your list in the GUI, then that step went fine.
I do not understand what you mean by "all SJ" for the exchange. The instrument I tested (ISIN ZAE000000139) is quoted on the following exchanges: BCO, BER, JNB. If you have a different value for the exchange then the instrument will not be found.
The data extraction itself
You mention this is a historical price extraction, but do not show the details of the request (data fields, date range, conditions). Could you please post that piece of code (ideally as text instead of a screenshot), as well as the extraction notes ? That will help us investigate further.
Apologies about posting this question using this thread but do you have a location where I can lookup all the valid Field Names one can pass that will be accepted, e.g Trade Date , Instrument ID etc ... ?
You can get list of valid field names with the GetValidExtractionFieldNames. For example:
GET https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidExtractionFieldNames(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'PriceHistory')