Hi all,
I am trying to get intraday data via TRTH for a number of instruments (GILTs). I am only interested in composite data, not single sources. I am using ISINs as my IdentifierType.
Thus, first, I would like to know which source code is the right one for refinitiv composite data.
Secondly, it seems that even when I set a source in:
self.instrumentsid = [{"Identifier": i, "IdentifierType": self.identifier_type, "Source": self.source} for i in self.instruments]
with
"IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": self.instrumentsid, "UseUserPreferencesForValidationOptions":"false" }
The request is nonetheless expanding anyway, which is really concerning tbh.
Instrument <ISN,GB00BDRHNP05> expanded to 29 RIC instances: CH35928402=S to GBTSY28=SMKR. Instrument <ISN,GB00BZB26Y51> expanded to 34 RIC instances: CH34468946=S to GBTSY31=SMKR.
So how to avoid expanding RIC instances? Is an ISIN, an IdentifierType and a source not enough to get only one RIC?
Many thx