Hello. We really need your help!
We are trying to switch from the old SOAP API to the new REST API. But we encounter several problems. Here is one of them:
We manage to get the Ask Price and Bid Price using identical requests. But the same query for Mid Price returns NULL.
Request #1 [Ask Price]:
{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest","ContentFieldNames":["Ask Price"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"MSFT.O","IdentifierType":"Ric"}],"ValidationOptions":null,"UseUserPreferencesForValidationOptions":false},"Condition":{"ReportDateRangeType":"Range","QueryStartDate":"2017-08-30T00:00:00.000Z","QueryEndDate":"2017-08-30T23:59:59.000Z"}}}
Response #1 [Ask Price]:
[{"IdentifierType":"Ric","Identifier":"MSFT.O","Ask Price":74.01}]
Request #2 [Bid Price]:
{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest","ContentFieldNames":["Bid Price"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"MSFT.O","IdentifierType":"Ric"}],"ValidationOptions":null,"UseUserPreferencesForValidationOptions":false},"Condition":{"ReportDateRangeType":"Range","QueryStartDate":"2017-08-30T00:00:00.000Z","QueryEndDate":"2017-08-30T23:59:59.000Z"}}}
Response #2 [Bid Price]:
[{"IdentifierType":"Ric","Identifier":"MSFT.O","Bid Price":74}]
Request #3 [Mid Price]:
{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest","ContentFieldNames":["Mid Price"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"MSFT.O","IdentifierType":"Ric"}],"ValidationOptions":null,"UseUserPreferencesForValidationOptions":false},"Condition":{"ReportDateRangeType":"Range","QueryStartDate":"2017-08-30T00:00:00.000Z","QueryEndDate":"2017-08-30T23:59:59.000Z"}}}
Response #3 [Mid Price]:
[{"IdentifierType":"Ric","Identifier":"MSFT.O","Mid Price":null}]
In the old SOAP API, we received the values of these fields without problems. No hints were found in the documentation. Tell me what is our mistake?
