DataScope Select - REST API

API Description

DSS Data Coverage

DataScope Select (DSS) offers a comprehensive data model and supports a variety of asset classes, including equities, derivatives, funds, loans, money/foreign exchange, CDS/IRS and OTC equity options. Additional supported data sets include corporate actions, reference data, entity data, evaluated pricing, news, estimates, analytics and technical indicators.

DSS Usage Scenarios

The DataScope Select APIs offer programmatic access to Thomson Reuters content in a more flexible way than the browser- and FTP-based data access solutions. They can be used to create an infinite number of client applications and are ideally suited for the following use cases:

  • Forward Feed for a Client Data Store

Clients interested in Thomson Reuters pricing and reference content can replicate DataScope Select data into their own data stores (database, spreadsheet, files). The APIs support this on a security-by-security basis or in client-based lists (portfolios, indexes, funds, etc.).

  • Application Data Source

Desktop applications in the securities business need a data source to populate data fields and graphs. Given the breadth of the reference and pricing data available via DataScope Select, the APIs are ideal to fit this requirement.

  • Embedded DataScope Select

The APIs facilitate a high level of control, and are perfectly suited for fully automated interaction. For example, if a fund manager buys a new security, he can use an API-based program to look up the security and obtain the required pricing and reference data, and then store that information in a database spreadsheet or in-house application within seconds of making the decision. For clients with overnight processing requirements, the APIs facilitate automated data retrieval, error processing, and alerting.

DSS Data Extraction Process Overview

After setting user preferences in the DSS web GUI, data extractions can be made.

These are the basic steps to create and schedule a data extraction, all can be done using the DSS APIs:

  • Define the instrument list
  • Define the report template (report type, format, output & data fields)
  • Schedule the extraction execution
  • Retrieve extraction results
  • Review extraction files

DSS APIs

DataScope Select has two API offerings:

  • The SOAP API launched with DataScope Select in 2006
  • The REST API launched with DataScope Select 10.1 in May 2015.

Both APIs are language and platform independent, and provide flexibility and easy integration of Thomson Reuters data into client systems.

Both APIs require a DSS user account, and the SOAP API requires additional DataScope Select permissioning. The REST API requires no additional permissioning and is available to all DataScope Select clients.

All future API functionality will be designed around REST. While the existing SOAP-based web interface protocols will continue to be available concurrently, clients are encouraged to migrate to the REST API to take advantage of the enhanced DataScope Select offering.

DSS REST API

The REST API is designed around REST architecture. Thomson Reuters has adopted this resource-oriented model for programmatically exposing DataScope Select functionality in place of SOAP-based protocols.

The REST API offers extraction functionality available via the DataScope Select GUI and FTP platforms, and consists of multiple web methods for searching and validating instruments and entities, accessing data dictionaries and executing extractions. It provides expanded content and functionality over the SOAP API, including flexible extraction scheduling and increased validation, extraction processing limits, and AskTRPS access.

DSS REST API Functionality

Most, although not all, of the content and functionality available in DataScope Select is available in the REST API. Client applications can be written in any desired programming language, for example, C#, C++, Visual Basic, Java, Objective-C and Swift.

The REST API supports the management of instrument and entity lists, report templates and schedules for the purpose of requesting extractions. It also supports higher level calls that can make data extractions directly, without requiring the creation of instrument lists, report templates or schedules on the DSS server.

Instrument lists specify the list of instruments for the extraction while entity lists specify the list of entities or funds for the extraction.

Report templates are used to specify the content type (like End of Day) and the fields for the extraction, including the following content not available via the SOAP API:  Corporate Actions IPO and ISO 15022 Events, Premium EOD Pricing, and News Analytics Commodities.

Schedules allow the scheduling of an extraction for the specified input list (instrument or entity list) and report template. Schedules can be time-based, trigger-based (data availability) or scheduled immediately (on-demand). The schedule provides methods to return the list of pending schedules and extracted schedules.

The DSS server performs extractions to retrieve the requested data from its databases. High level API calls can be used to directly request extractions.

Once an extraction is ready, a list of extraction files will contain the extraction data as well as the notes file and optional RIC maintenance file. Note: the optional RIC maintenance file is not available via the SOAP API.

File formats are the same as for the FTP site, which supports XML and CSV. File contents can be read using the API. API calls that return the extracted data directly (without having to programmatically read the file) are also available. 

Unlike the SOAP API, the REST API supports:

  • Automated extraction scheduling based on event triggers or time requirements
  • Embargoed intraday extractions.
  • Submission of multi-bond price challenges for global securities/issues evaluated by Thomson Reuters Pricing Service (TRPS) via AskTRPS.

DSS REST API Toolkit

The REST API can be used with a toolkit or by communicating directly with the server using HTTP. Currently there is a .NET version of the toolkit. The toolkit is the recommended way to communicate with the server, but one may also communicate directly over HTTP with other languages.

A sample client – the DataScope Select C# Example Application – is provided that illustrates the use of all the methods in the REST API. It contains sample REST API client code samples for use in testing and developing client programs. The samples can be run from the provided application. The code can be debugged to help understand it, and can be reused to help create bespoke client programs. The C# Example Application comes with an executable that can be run on any Windows machine.  This enables even non .Net developers to try out all the examples and to view the HTTP request/response (or even the C# code) in the application. Installing and running this C# Example Application is described in the Quick Start.

There is also a set of tutorials that deliver and explain more C# sample code.

The latest versions of the toolkit, C# Example Application, C# tutorials code and Java code samples are available under the Downloads tab.