i make a call like this:
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest", "ContentFieldNames": [ "Trade Date","RIC", "Settlement Price", "Volume", "High", "Open", "Low", "Last" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ {"Identifier": "0#SPX*.U", "IdentifierType": "ChainRIC"} ] }, "Condition": { #"MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2021-02-01T00:00:00.000Z", "QueryEndDate": "2021-06-01T00:00:00.000Z", #"DisplaySourceRIC": "true" } } }
but then I make another call like this:
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.HistoricalReferenceExtractionRequest", "ContentFieldNames": [ "RIC", "Exchange Code", "Currency Code", "Change Date", "Strike Price", "Expiration Date", "RIC Root", "Instrument ID", "Tick Value", "Underlying RIC", "Put Call Flag", "OCC Code", "First Trading Date", "Last Trading Day", "Lot Units", "Round Lot Size", "Method of Delivery" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "0#SPX*.U", "IdentifierType": "ChainRIC"} ], "ValidationOptions": {"AllowHistoricalInstruments": "true"}, "UseUserPreferencesForValidationOptions": "false" }, "Condition": { "StartDate": "2015-01-01T09:30:00.000Z", "EndDate": "2021-06-06T17:00:00.000Z" } } }
how is it possible that some instruments will be in the result of the first request, but not in the result of the second?
for example, both of these securities appear in one and not the other...
SPXx152318000.U
SPXX152310000.U