Where can I get the full list of RIC code for all US stock in US market, and for each ticker, the code can map to Bloomberg Code.
This works for 0#1YM: but not for 0#1ES: or 0#1NQ or 0#ES or 0#NQ or 0#.ES def get_chain_ric_market_depth(futures_ric, query_start_date, query_end_date): """ Example futures ric: 0#1YM: """ json_blob = { "ExtractionRequest": { "@odata.type":…
This is giving me a 200 but I'm not getting any futures data. Where can I get a list of futures contracts and the months and the RIC btw? Where can I get this list? This is my code. I'm getting a 200 but no order book data for this futures. def get_tick_history(ticker, query_start_date, query_end_date): json_blob = {…
I'm trying to get futures order book information for the E-mini (ES) and futures data for say Bitcoin: 0#BTC. Where can I get this information? Can you show me python code to use to get this order book data. This is how I get stock data. Is it similar? json_blob = { "ExtractionRequest": { "@odata.type":…
Hello All, I'm using the TRTH API "Search/HistoricalChainResolution" to retrieve resolved RICs for the Heating Oil futures chain (0#HO-1M:). However, I'm noticing that the resolved RICs sometimes appear incorrectly formatted. Query Details: Chain RIC: 0#HO-1M: Start Time: datetime(1996, 1, 1, 0, 0, 0, 0, tzinfo=None) End…
I can get the coverage matrix from the Tick History document. But could I get the information via Tick History RESTFul API?
Hi I'm making requests to download TickHistoryMarketDepth data. "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest", "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",…
I am trying to pull data on python through the end of day extraction url, for a number of expired RICs specifically for spreads on LCO, CL, HO, RB, LGO. For most of the spreads I have managed to pull all the daily data for High, Low, Last, Open and Volume successfully. However there are still many that have missing data. I…
I have a list of RICs belonging to the same ISIN. However, I do not know to which exchange each ric belongs to.
I am using this API code for HistoricalChain Search but unable to get the Source/Exchange code. What is the reason? Product is Tick History https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution { "Request": { "ChainRics": [ "0#.KQ150" ], "Range": { "Start": "2023-01-31T00:00:00.000Z", "End":…
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