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bruce avatar image
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Is it possible to use ReportDataRangeType PerIdentifier for a TickHistoryIntradaySummariesExtractionRequest?

I keep getting error 403 with the following error code. Is this a misconfigured request or do I actually need additional permissions? I am about to download a string of historic futures contracts and would like to batch the requests.

"Not authorized to perform extraction with ReportDateRangeType set to PerIdentifer."
requestBody={
   


  "ExtractionRequest": {
   


    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",


    "ContentFieldNames": [


      "High",


      "Last",


      "Low",


      "No. Trades",


      "Open",


      "Volume"


    ],


    "IdentifierList": {
   


      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  


      "InstrumentIdentifiers": [{
   


        "@odata.type": "#DataScope.Select.Api.Content.HistoricalInstrumentIdentifier",  


        "Identifier": "ESM1",


        "IdentifierType": "Ric",


        "RangeStart" : "2021-05-16T00:00:00.000Z",


        "RangeEnd" : "2021-05-20T00:00:00.000Z",          


      },{
   


        "@odata.type": "#DataScope.Select.Api.Content.HistoricalInstrumentIdentifier",  


        "Identifier": "VXH1^2",


        "IdentifierType": "Ric",


        "RangeStart" : "2021-03-09T00:00:00.000Z",


        "RangeEnd" : "2021-03-13T00:00:00.000Z",          


      }],


      "UseUserPreferencesForValidationOptions":"false",    


      "ValidationOptions": {
   


        "AllowHistoricalInstruments": "true",


      },


    },    


    "Condition": {
   


      "DateRangeTimeZone" : "GmtUtc",


      "MessageTimeStampIn": "GmtUtc",


      "ReportDateRangeType": "PerIdentifier",


      "TimeRangeMode": "Inclusive",


      "SummaryInterval": "OneHour",


      "TimebarPersistence":"false",


      "DisplaySourceRIC":"true"


    }


  }
tick-history-rest-api
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3 Answers

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Gurpreet avatar image
13k ●32 ●12 ●18

Hello @bruce,

From earlier discussion, I found out that PerIdentifier date range for TickHistory feature was in EAP in 2018, and doesn't look like it has made it to production yet.

If you are interested in this feature, please contact your Refinitiv account manager.

Here is the older discussion on this topic.

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Gurpreet avatar image
13k ●32 ●12 ●18

Hi @bruce,

Its not possible to have different extraction range in a single request. If you see the documentation for InstrumentIdentifierList, you will see that there is no Range start and end parameter in the request message.

https://hosted.datascopeapi.reuters.com/RestApi.Help/Context/Operation?ctx=Extractions&opn=ExtractRaw&grp=On%20Demand%20Extraction




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bruce avatar image
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Hi @Gurpreet,


thank you for your swift reply. As far as I can see it should be possible. Please look at the example "Create: Per Instrument Time Ranges" in the main C# REST API example program under the "On Demand Extractions" folder. You have to specify HistoricalInstrumentIdentifier rather than the default InstrumentIdentifier - this adds the RangeStart and RangeEnd fields. The PerIdentifier enum is also on the ReportDateRangeType drop down list.


Or maybe the API has changed and the examples are out of date? All the fields above are also in the API XML metadata.

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