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jack.coppinger1 avatar image
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I have a problem pulling raw template data in TRTH via API, can you help?

Hello,


I am trying to search data for the RIC IBM.NOI (which is a NYSE Order imbalance RIC) via restful API, however I receive no results for the FIDs I query. When I run the search within the GUI, I receive data without issue, therefore I believe there is a problem with my call.


I am using:


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": "IBM.NOI", "IdentifierType": "Ric" }

],

"ValidationOptions": {"AllowHistoricalInstruments": true},

"UseUserPreferencesForValidationOptions": false

},

"Condition": {

"MessageTimeStampIn": "GmtUtc",

"ReportDateRangeType": "Range",

"QueryStartDate": "2019-10-07T12:00:00.000Z",

"QueryEndDate": "2019-10-09T12:10:00.000Z",

"ExtractBy": "Ric",

"SortBy": "SingleByRic",

"DomainCode": "MarketPrice",

"Fids": "4335,4337,4338,4339,4340,4341",

"DisplaySourceRIC": true

}

}

}


When I attempt to retrieve the data I only get the headers, and no actual content.


Can you suggest any fixes?

tick-history-rest-apiapirics
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3 Answers

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Christiaan Meihsl avatar image
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@jack.coppinger1,

your API request looks fine to me, I don't see any issues with the syntax. As I can't run it due to the permissioning, all I can do is give you suggestions to try out. Could you try the following:

  • Remove the FID filter line from your API query ("Fids": "4335,4337,4338,4339,4340,4341", )
  • Select a wider date range for your API query, something like 1 or 2 weeks of data (I can't see the time stamps in your screenshot, so I don't know if they are inside the range of the API query).

Does that deliver any data ?

If not, what do the extraction notes contain, can you post them ?

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Christiaan Meihsl avatar image
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@jack.coppinger1,

I tried your request, but I am not permitted for data for this instrument in TH (I get the following message in the extraction Notes: row suppressed for lack of 'NOI (NYSE ORDER IMBALANCE)' permission.\nReport suppressed because no instruments are permitted\n).

That said, I cannot get any data for it in Eikon either. It might just be that there is no data ?

I suggest you do the following:

  1. Ensure you are permitted to access this data (do you get the same message as I in the extraction notes ?)
  2. Check with a data specialist if there is any data for this instrument and that time period.
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jack.coppinger1 avatar image
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Hi Christaan,


Thank you for your prompt reply. This is a special content set available from NYSE that must be permissioned on your TRTH A/C and Eikon. I got the permission team to add it to my TRTH A/C, and used the raw template within the GUI to pull the attached data, so the data is definitely there, but I don't seem to be able retrieve it via API.

Thanks,

Jack


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