Hello I'm trying to get data using TermsAndConditionsExtractionRequest. As it shown in the tutorial, there are several steps of getting data. Such as request token, load json request etc. I'm interested in the step, where I need to append instruments to the array and post request to DSS REST server. Here is my JSON request…
Hello, Apologies if this has been asked already. I'm using the REST API via Python in order to pull 1 minute intraday summary data. Goal of my analysis is to study a set of (~400) historical events going back to 1996. Specifically, I want to construct intraday surprises in a narrow window around these events, for a variety…
I am using below Composite extraction request where i am providing ISIN with the certain fields. Currently its giving the response as result for all different exchanges(RIC). For every ISIN i am getting more than 100 rows as returned for all the different exachanges (RIC). I want to restrict the extraction request for…
I am able to get get Intraday Bars and Tick data for the RICS I need but is there a way to access OHLC data for days... Just trying to save myself additional preprocessing job after getting data out of DSS.
Dear All, we are trying to retrieve data for USD1MFSR= and were instructed to post here from Customer Success Manager at Refinitiv. We have tried both approaches that are in the documentation with both identifiers and had no success in retrieving data for USD1MFSR=. However we were able to successfully retrieve data for…
I would like to retrieve e.g. all Index Constituents for the "Austria 20" (RIC .ATX). As far as I understand I would need the Chain RIC of this index - could I dreive the Chain RIC from the RIC ".ATX"? And once I have the Chain RIC - which method(s) in the DSS C# API shoiuld I use to request all its constituents (and…
...ate" in DSS developers portal ? We are able to retrieve CAD 1 month, CAD 2 month and CAD 3 month rates using File code 172. Could you please help us where to find RIC(CADISC=) and File code for "Bank of Canada Overnight Rate" in DSS developers portal ?
Hi There, Is there a way to retrieve interval vwap using datascope select API? For example. the vwap price for IBM between 1/25/2022 09:30:00 and 1/25/2022 10:00:00. I am using python to retrieving data. Thank you.
Is there a way to source the preceeding interest accrual end date for fixed income securities via Datascope Select? This is required when setting up a security master so that accrued interest can be calculating correctly.
Some Datascope REST API requests use lists of parameters. Sometimes we need to pass many items and your server breaks the connection (the request size was 7430360 bytes). So the question is: what is maximum size of the message supported by json parser on your side?
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