How to test Refinitiv Data Platform REST API easily with Visual Studio Code - REST Client extensions
- version: 1.0
- Last update: January 2021
- Environment: Windows
- Prerequisite: Access to RDP credentials and Visual Studio Code
Visual Studio Code (or just VSCode) is a free source code editor developed and maintained by Microsoft. This cross-platform editor took over developers' popularity based on its fast and lightweight, supports a variety of programming languages with IntelliSense (a feature that borrows from its sibling, Visual Studio IDE), and supports complete development operations like debugging, task running, and version control.
VSCode also supports a lot of extensions that extends the editor features and development workflow such as code linters or add new language support, etc. One of the most recent extension is REST Client allows developers to send HTTP request and view the response message in VSCode directly.
This article demonstrates how to use the REST Client extension in VSCode by using Refinitiv Data Platform (RDP) APIs as an example HTTP REST API. Developers who currently use VSCode to implement the RDP APIs application (with any languages) can use this extension to test the RDP APIs query, endpoint without switching to other tools like Postman or cURL.
Note: RDP APIs developers still need RDP APIs Playground page to get the APIs document and information.
The Refinitiv Data Platform (RDP) APIs provide various Refinitiv data and content for developers via easy to use Web based API.
RDP APIs give developers seamless and holistic access to all of Refinitiv content such as Historical Pricing, Environmental Social and Governance (ESG), News, Research, etc and commingled with their content, enriching, integrating, and distributing the data through a single interface, delivered wherever they need it. The RDP APIs delivery mechanisms are the following:
- Request - Response: RESTful web service (HTTP GET, POST, PUT or DELETE)
- Alert: delivery is a mechanism to receive asynchronous updates (alerts) to a subscription.
- Bulks: deliver substantial payloads, like the end of day pricing data for the whole venue.
- Streaming: deliver real-time delivery of messages.
This example project is focusing on the Request-Response: RESTful web service delivery method only.
For more detail regarding Refinitiv Data Platform, please see the Quick Start and Tutorials pages.
Refinitiv Data Platform entitlement check is based on OAuth 2.0 specification. The first step of an application workflow is to get a token from RDP Auth Service, which will allow access to the protected resource, i.e. data REST API's.
Next, after the application received the Access Token (an authorization token) from RDP Auth Service, all subsequent REST API calls will use this token to get the data. The application needs to input Access Token via Authorization HTTP request message header as shown below.
- Header:
- Authorization =
Bearer <RDP Access Token>
- Authorization =
Please notice the space between the Bearer and RDP Access Token values.
Please find more detail regarding RDP APIs workflow in Introduction to the Request-Response API page.
The REST Client plugin requires just a plain text file with the extension .http or .rest. The basic syntax is very simple as following
### Request 1
[GET|POST] [REST API URL] # Request Line
[Request Headers]
[Request Body]
### Request 2
[GET|POST] [REST API URL]
[Request Headers]
[Request Body]
The file can contain multiple requests, each request is separated by ### delimiter (three or more consecutive #).
The first line of the request is the Request Line. It contains the request method (GET or POST), space, and then followed by the API URL endpoint.
Examples
### RDP historical-pricing: retrieve time series pricing Interday summaries data
GET https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/FB.O HTTP/1.1
or
GET https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries/FB.O
or
### RDP Auth Service
POST https://api.refinitiv.com/auth/oauth2/v1/token HTTP/1.1
You can set the API query parameters into API URL directly as follows:
### RDP News Service: Get News Headlines
GET https://api.refinitiv.com/data/news/v1/headlines?query="USA"
If the request contains multiple parameters, you can split it into multiple lines. The REST Client extensions parse the lines immediately after the Request Line which starts with ? and & operations.
### RDP ESG /VIEWS/MEASURES-FULL: Returns scores and measures with full history
GET https://api.refinitiv.com/data/environmental-social-governance/v1/views/measures-full
?universe=FB.O
&start=-5
&end=0
The lines immediately after the Request Line are Request Header. The supported syntax is field-name: field-value format, each line represents one header. The Authentication also can be set in this Request Header section.
### RDP ESG /UNIVERSE: Return the full universe available for ESG
GET https://api.refinitiv.com/data/environmental-social-governance/v1/views/basic?universe=IBM.N HTTP/1.1
Content-Type: application/json
Authorization: Bearer <access_token>
You can declare your File variables to keep the values and reuse them in the script such as API base endpoint, version with @variableName = variableValue syntax in a separate line from request block. Then the request can use the defined variable with {{variableName}} syntax. Please note that you do not need the "" or '' characters for a string value.
Example:
@baseUrl = https://api.refinitiv.com
@rdpVersion = v1
###
POST {{baseUrl}}/auth/oauth2/{{rdpVersion}}/token HTTP/1.1
###
@symbol = "IBM.N"
GET {{baseUrl}}/data/environmental-social-governance/{{rdpVersion}}/views/basic?universe={{symbol}}
The extension will parse the above Request Lines to https://api.refinitiv.com/auth/oauth2/v1/token and https://api.refinitiv.com/data/environmental-social-governance/v1/views/basic?universe=IBM.N endpoints.
Note: the variable name must not contain any spaces.
You can declare Request Variables to get a request or response message content. The syntax is just # @name requestName on a line before the Request Line. Once the request is sent, the script can access response (or request) message information from {{requestName.(response|request).(body|headers).(*|JSONPath|XPath|Header Name)}} syntax.
This feature is mandatory for RDP APIs because the consumer needs to get a token from RDP Auth Service first, then use that token to request further protected resources from the platform.
### RDP Auth Service
# @name rdpAuth
POST {{baseUrl}}/auth/oauth2/{{rdpVersion}}/token HTTP/1.1
Content-Type: application/x-www-form-urlencoded
Authorization: token {{client_id}}
Accept: application/json
username={{username}}&password={{password}}&client_id={{client_id}}&grant_type=password&scope=trapi&takeExclusiveSignOnControl=true
#### Variable Response
@accessToken = {{rdpAuth.response.body.$.access_token}}
### RDP ESG /UNIVERSE: Return the full universe available for ESG
@symbol = "IBM.N"
GET {{baseUrl}}/data/environmental-social-governance/{{rdpVersion}}/views/basic?universe={{symbol}} HTTP/1.1
Content-Type: application/json
Authorization: Bearer {{accessToken}}
The example above named RDP Auth Service request with rdpAuth name, then gets access token from {{rdpAuth.response.body.$.access_token}} command and set it to variable name accessToken. Then set this access token to the request message Authentication in all subsequent RDP APIs requests with Authorization: Bearer {{accessToken}} Request header syntax.
For the full detail and explanation of the RDP Authentication process application workflow, please refer to the following RDP APIS tutorials:
The Request Body can be set by adding a blank line after Request Header and then place your HTTP request data in the next line. The request data can be various types of format such as JSON, XML, or key-value tuples.
One example is the RDP Auth Service which use application/x-www-form-urlencoded Content-Type. This content-type uses key-value tuples separated by &, with a = between the key and the value.
### RDP Auth Service
# @name rdpAuth
POST {{baseUrl}}/auth/oauth2/{{rdpVersion}}/token HTTP/1.1
Content-Type: application/x-www-form-urlencoded
Authorization: token {{client_id}}
Accept: application/json
username={{username}}&password={{password}}&client_id={{client_id}}&grant_type=password&scope=trapi&takeExclusiveSignOnControl=true
Example for application/json Content-Type:
### RDP IPA /FINANCIAL-CONTRACTS: API endpoint for Financial Contract analytics, that returns calculations relevant to each contract type.
POST {{baseUrl}}/data/quantitative-analytics/{{rdpVersion}}/financial-contracts HTTP/1.1
Content-Type: application/json
Authorization: Bearer {{accessToken}}
{
"fields": [ "InstrumentTag", "StartDate", "EndDate", "FxSpot", "FxSwapsCcy1Ccy2", "FxOutrightCcy1Ccy2" ],
"outputs": [ "Data", "Headers" ],
"universe": [
{
"instrumentType": "FxCross",
"instrumentDefinition": {
"instrumentTag": "FX_deal_001",
"fxCrossType": "FxForward",
"fxCrossCode": "EURGBP",
"legs": [ { "tenor": "3M10D" } ]
},
"pricingParameters": {
"valuationDate": "2019-02-02T00:00:00Z",
"priceSide": "Mid"
}
}
]
}
For more detail regarding the REST Client extension syntax and features, please see the VSCode: REST Client product page.
This demo project requires the following dependencies software.
- RDP Access credentials.
- Visual Studio Code editor.
- VSCode: REST Client extension.
- Internet connection.
Please contact your Refinitiv's representative to help you to access Refinitiv Data Platform credentials. You can generate/manage the AppKey from AppKeyGenerator web site or AppKey Generator tool in Eikon Desktop/Refinitiv Workspace application.
Once you have unzipped or downloaded the example project folder into a directory of your choice, you can setup the VSCode REST Client extension and project prerequisite by the following steps.
Firstly, open VSCode and click Extensions button, then search the REST Client extension and click install it.
Next, create a file name .env in the example folder and input your RDP credentials with the following message format.
RDP_USERNAME=<your RDP username>
RDP_PASSWORD=<your RDP password>
RDP_CLIENT_ID=<your RDP client id/app key>
Please note that you do not need the "" or '' characters for a string value as the following example:
RDP_USERNAME=example@email.com
RDP_PASSWORD=$$example_password%%
RDP_CLIENT_ID=bbb_example_client_id_ccc
Now the VSCode editor is ready to request data from RDP REST APIs.
Once you have completed setup VSCode and .env file, open the rdp_example.rest in fileexample folder with VSCode editor. Then click the Send Request link above the request or use shortcut Ctrl+Alt+R (Cmd+Alt+R for macOS) to send the HTTP request message. For RDP APIs, the first request message is always an authentication request message.
The HTTP response message will show in a separate webview panel of VSCode editor.
Once the rdp_example.rest file receives RDP Auth Service response message, it keeps RDP access token to the script variable via @accessToken = {{rdpAuth.response.body.$.access_token}} command. Then you can request further RDP content in rdp_example.rest file.
Then get the response.
You can also select an interesting HTTP request and generate the source code for that request in various programming languages by shortcut Ctrl+Alt+C (Cmd+Alt+C for macOS).
You may think "why would I bother to use this extension when I already have a Postman". The Postman is a complete platform for API testing and development so it has many more features than this extension. However, this VSCode: REST Client extension lets developers who are using this editor do a quick REST API test call such as test various API query parameters, test new Service URL, or test different credentials in the same tool that they are developing the application. Developers do not need to switch a tool for a quick REST API query test anymore.
This extension helps RDP APIs developers (either who use the REST API directly or RDP Libraries with Visual Studio Code to implement application a smooth and seamless workflow.
For further details, please check out the following resources:
- [Refinitiv Data Platform APIs page]((https://developers.refinitiv.com/refinitiv-data-platform/refinitiv-data-platform-apis).
- Refinitiv Data Platform APIs Playground page.
- Visual Studio Code product page
- VSCode: REST Client product page and GitHub.
For any question related to Refinitiv Data Platform, please use the Developers Community Q&A Forum.