Hi Team - I have download the Raw data for 28 Feb 2025 but in manifest file we can see the data is download. After download the I unzip the using command.. gunzip trth_20250228_eod.gz after unzip the command, I run the below command onetick@tstcapp008:/apps/OMD/raw_data/equity_tr/eod_raw> cat trth_20250228_eod | grep -i…
Dear Team ! I am trying to retrieve tick-by-tick data for each individual DAX Futures contract since 2010 using my Tick History subscription. My goal is to extract the data for each contract (e.g., March, June, September, December expirations for each year). Then I will handle the rollovers manually. I have encountered…
What am I doing wrong? I'm trying to follow this: https://developers.lseg.com/en/article-catalog/article/using-tick-history-in-r-language-part-3 def preview_response(response, num_lines=100): """ Prints the first few lines of a streamed Refinitiv API response. :param response: The streamed API response. :param num_lines:…
Hi Team, Hoping for your help in checking the code of the client below, for some reason, they are not receiving any results when querying for MarketDepth: Code: def ExtractRaw(token, json_payload): try: outputfilepath = str(_outputFilePath + _outputFileName + str(os.getpid()) + '.csv.gz') if os.path.exists(outputfilepath):…
Hello, I would like to query market data of RIC = LCOc1 and 10 levels market depth via python API. this is Json file I used, but no instrument error shown below. please advise? secondly what to add in Json for 10 levels market depth? Extraction Services Version 18.3.1.48082 (0d5e6bbb8e4a), Built Jan 10 2025 19:16:51User…
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…
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