Hello Team,
I have a client doing an “IntradayPricingExtractionRequest” request to retrieve option data. The access for that data is delayed for them and the questions is whether is possible to make the request and get immediately the data which should be 15 mins old instead of making the request and having to wait 15 mins for the request to come back with the data corresponding to the time of the when the request is actioned.
See below details of what they do:
Send the below body to https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes:
{"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
"ContentFieldNames": [
"RIC",
"Ask Price",
"Asset Type",
"Bid Price",
"Currency Code",
"Exchange Code",
"High Price",
"Instrument ID",
"Instrument ID Type",
"Low Price",
"Open Price",
"Volume"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "0#HSBA*.L", "IdentifierType": "ChainRIC" }
]
},
"Condition": { "ScalableCurrency": True,
"OnlyNonEmbargoedData": False}
}
}
If they set "OnlyNonEmbargoedData": False they receive an empty responds with HPPT code 202. In the documentation this status code is described as below:
BUT if they set "OnlyNonEmbargoedData": True they receive the below data for each option in the chain but the prices in the response are always null. Below is a sample Ric from the Chain (the original request has over 200 Rics but leaving only one to make it more visible here)
{"IdentifierType":"ChainRIC","Identifier":"0#HSBA*.L","RIC":"HSBA720U1.L","Ask Price":null,"Asset Type":null,"Bid Price":null,"Currency Code":null,"Exchange Code":null,"High Price":null,"Instrument ID":"0#HSBA*.L","Instrument ID Type":"CHR","Low Price":null,"Open Price":null,"Volume":null}
Let me know please if there is a way to get immediately the prices with a 15 min delay, like one would see the data in Eikon when he is not permissioned to Real time.
Best regards
Alejandro
