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Downloading DSS data via Python API
Hi all, I'm am currently trying to use DSS via Python API. After running the code, I see that I am able to create a new instrument list, report template and schedule via my Python. However, I am than not able to retrieve the document with the data. This is the code that I use for downloading the data: while True: response…
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What to do with the GMT Offset value in the TickHistoryRequest in Tick History?
I see a row of data like this: {'#RIC': 'Y10YJ25', 'Domain': 'Market Price', 'Date-Time': '2025-04-03T00:02:59.980929684Z', 'GMT Offset': '-5', 'Type': 'Trade', 'Ex/Cntrb.ID': '', 'Price': '4.037', 'Volume': '6', 'Market VWAP': '4.05004', 'Bid Price': '4.035', 'Bid Size': '3', 'Ask Price': '4.037', 'Ask Size': '18',…
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How to get FTSE trade volume decimals when Volume = 0.
I am using this endpoint to get time and sales for ftse350 stocks. def get_time_and_sales(rics, query_start_date, query_end_date, max_retries=10, retry_delay=20, identifier_type: str = "Ric"): """ Retrieves time and sales data for given RICs from Refinitiv. Docs:…
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Tick History Python Chain RIC not working
Hi all, I'm new to using LSEG Tick History and currently working with the REST API in Python. We're successfully able to extract data for a single RIC using the following identifier: "IdentifierList": { "@odata .type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers":…
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Back adjusted EoD continuous series, Tick History Rest API
Hello, I am currently extracting data using the Tick History Rest API in Python. I have trialled this on Ric codes ESc1 (and ESv1 ). Regarding back adjusted continuous series, from my understanding the EoD series ESc1 (and ESv1) we are extracting is continuous but unadjusted (simply the raw continuous stitched front-month…
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i am using following code to extract a data but getting and all identifiers are invalid
Step 2: send an on demand extraction request using the received tokenif not token: print("Authentication token is missing. Cannot proceed with extraction.") else: requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw' requestHeaders={ "Prefer":"respond-async",…
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RawMarketByPrice B-M and A-M fields with no ORDER_PRC
IN the RawMarketByPrice responses, what am I supposed to do with these? I see a couple sections of the RawMarketByPrice CSVS that are different for the LSE FTSE stocks than US SPX500 stocks. For example: Why is ORDER_PRC an empty string? What does A-M and B-M mean? Got any docs for this? AAF.L,Market By…
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Data before 2018-06 for GBP5YX1YATM=R, Field GEN_VAL8
Hi LSEG, We're seeing some unusual values for this ticker for dates before 2018-06. For instance, there are several sharp shifts up and down in 2016: 2016-07-08 15:05:00,90.13 2016-07-08 15:10:00,89.18 2016-07-08 15:15:00,74.84 2016-07-08 15:20:00,75.69 2016-07-12 07:05:00,76.89 2016-07-12 07:10:00,77.83 2016-07-12…
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Tick history RTH
Hi Team, we received the following error earlier today from your end while trying to request the data using below url. ERROR: Unexpected HTTP code returned from TRTH: 503 Time: 2025-09-13 03:01:36,925 GMT url: https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken Could you please check and let us…
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401 - Client Error: Unauthorized for url
Client is trying to use TickHistory Intraday Summaries Template as mentioned in the tutorial and able to fetch all fields but getting 401 - Client Error: Unauthorized for url. when fetching Intraday summaries…
