Requirement is – For a given RIC, we want to retrieve all contributing broker quotes in a single bulk call rather than querying one RIC at a time. Is this possible via a bulk snapshot or using some wild char, and what is the recommended approach for ~5,000 RICs.
Example RICs : ZARQB3J4Y, ZAR18X21F
For the new broker requirement, we need broker/contributor-level fields (e.g., contributor RIC, contributor name, bid/ask per contributor , Ask Clean Price, Bid Clean Price, Coupon Rate, Currency Code, ISIN, Issuer Name, Maturity Date, Mid Clean Price, RIC, Trade Date, Unchanged - Report Date.)
For our existing DataScope Select calls:
Auth: POST https://selectapi.datascope.lseg.com/RestApi/v1/Authentication/RequestToken
Extraction: POST https://selectapi.datascope.lseg.com/RestApi/v1/Extractions/ExtractWithNotes
Data type used: EndOfDayPricingExtractionRequest / PriceHistoryExtractionRequest
For the new broker requirement, we would appreciate guidance on the correct endpoint to retrieve all broker contributors for a list of ~5,000 RICs in bulk