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":…
Hey everyone, I'm trying to retrieve tick-level FX traded price data from the REST API. However, the code I'm using (attached below) isn't returning any data. I’d really appreciate any help—thanks in advance! { "ExtractionRequest": { "@odata.type":…
I would be particularly grateful for some sample code. Thank you!
I was wondering if there is a way to download the compressed .csv.gz files from these immediate schedules using API. My files are too large that downloading .csv.gz makes more sense. Already using "https://selectapi.datascope.refinitiv.com/RestApi/v1/E xtractions/ReportExtractions('{id}')/$value"
Hello, I am trying to query intraday bar data in python, but my queries take a long time an results in an error. Could you please let me know where I am doing wrong? My code is copied below I got the following error message: Thank you!! Yifei
Can you advise me the default time zone value for below condition under Tick History Intraday Summary? DateRangeTimeZone MessageTimeStampIn
Hi, the exchange time of market depth always return NaN while it works for tick history.
Hi, I want to build a model to forecast the price impact of a trade with additional features of LOB, like depth imbalance. So I need a dataset kind of like the MarketDepth now but for each row, I want to know what action (trade/quote) trigger this LOB update. For example, each row should have: Trade price, Trade Size + LOB…
Hi, I can successfully download tick history with following code while for market depth, for depth it always returns empty df. Could you shad some light on why it doesn't work? Thank you!
...esponse (the notes where it says how many RICs some chain RIC expanded to) so that I can determine how to best split the query? Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the response (the notes where it says how many RICs some chain RIC expanded to) so that I can…
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