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lhabinsky avatar image
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Getting empty data

Hello,

I am trying to request data for Ric "0#NK:" for 2019-04-24. I expanded the chain and got [u'NKH0', u'NKH1', u'NKH2', u'NKM0', u'NKM1', u'NKM9', u'NKU0', u'NKU1', u'NKU9', u'NKZ0', u'NKZ1', u'NKZ2', u'NKZ24', u'NKZ3', u'NKZ9']. Note that in above, I get NKM9. I created a request for 2014-04-24 to get this data (see payload below) but get no data for "Last" or "Volume".

Payload:

{u'ExtractionRequest': {u'@odata.type': u'#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest',
  u'Condition': {u'DisplaySourceRIC': True,
   u'MessageTimeStampIn': u'GmtUtc',
   u'QueryEndDate': '2019-04-24T23:59:59.999Z',
   u'QueryStartDate': '2019-04-24T00:00:00.000Z',
   u'ReportDateRangeType': u'Range',
   u'SummaryInterval': u'OneMinute',
   u'TimebarPersistence': True},
  u'ContentFieldNames': [u'Last', u'Volume'],
  u'IdentifierList': {u'@odata.type': u'#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',
   u'InstrumentIdentifiers': [{'Identifier': u'NKH0', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKH1', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKH2', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKM0', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKM1', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKM9', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKU0', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKU1', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKU9', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKZ0', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKZ1', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKZ2', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKZ24', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKZ3', 'IdentifierType': 'Ric'},
    {'Identifier': u'NKZ9', 'IdentifierType': 'Ric'}]}}}

Here is the response url: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/RawExtractionResults('0x06bfa5f8b6b0dfd9')/$value
I am seeing that there is no NKM9 at all.

I drilled further and the notes indicate that there was an error in identifying NKM9 even though on that date it was the most liquid contract. 
https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRawResult(ExtractionId='0x06bfa0c21f10dfc4')
tick-history-rest-api
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Christiaan Meihsl avatar image Christiaan Meihsl

The extraction notes are a very effective tool to debug issues.

1 Answer

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

@lhabinsky,

I ran the same request, effectively the extraction notes state that NKM9 was "Not found". This can happen if the instrument is a historical instrument, and no longer quoted.

You can set the following validation options in the query, to allow historical instruments (and more) in a query:

...
        { "Identifier": "NKZ9", "IdentifierType": "Ric" }
      ],
      "ValidationOptions": {
        "AllowHistoricalInstruments": true,
        "AllowInactiveInstruments": true,
        "AllowOpenAccessInstruments": true
      },
      "UseUserPreferencesForValidationOptions": false
    }
...

That will deliver data for NKM9.

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