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In refinitiv RawMarketByPrice is acc_size in round lots or shares?
The ACC_SIZE field in the RawMarketByPrice download. Is that in round lots of shares? A round lot is = 100 shares correct? So in a message like this: ,,,,MapEntry,,ADD,,,,,,155.000000A,,6 ,,,,FID,6529,,LV_DATE,2025-08-18, ,,,,FID,3427,,ORDER_PRC,155, ,,,,FID,6527,,LV_TIM_MS,28901767, ,,,,FID,3428,,ORDER_SIDE,2,ASK…
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Why does RawMarketByView return data for other LV_DATES than requested?
I am using the RawMarketByPrice view and this API request: def get_market_depth_using_rics(rics: list[str], query_start_date: str, query_end_date: str, identifier_type: str = "Ric"): logger.info(f"Fetching tick history for {len(rics)} symbol + exchange combinations from {query_start_date} to {query_end_date}...")…
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Exchange Holidays
May I ask what’s the main difference between lseg and Refinitiv api ? When should I use one over the other ? Can you provide me the calendars code for the following markets: Hong Kong, India, Taiwan, Malaysia, Pakistan, Philippines, New Zealand, Vietnam, Japan, Indonesia, Australia, Korea, Thailand, Singapore, China,…
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Need Help with Python Code for Time and Sales
Hi Team, Hoping for your assistance in providing the Python Code for the following REST API: POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
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DSS PriceHistoryReportTemplate - issue with Condition (ReportDateRangeType)
{"@odata.type": "#DataScope.Select.Api.Extractions.ReportTemplates.PriceHistoryReportTemplate", "ShowColumnHeaders": true, "Name": "Test", "Headers": [], "Trailers": [], "ContentFields": [{"FieldName": "Ask Price"}, {"FieldName": "Bid Price"}], "Condition": {"ReportDateRangeType": "Range"}} resp = {'error': {'message':…
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For futures ExtractRaw CSVs, what does this DELETE message mean?
I'm trying to use the ExtractRaw endpoint in datascope for the RawMarketByPrice view. I see messages like this for 0#TU (the price is around $103 currently). TUM25,Market By Price,2025-05-02T09:30:01.148170445Z,-5,Raw,UPDATE,UNSPECIFIED,,,,3153,,1056,,0 ,,,,Summary,,,,,,,,,,4 ,,,,FID,1021,,SEQNUM,74937256,…
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Unable to fetch expired contracts data from Data Scope RestAPI
Attaching the C# code Example RIC: LCOH4-J4
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Time and sale data delay for XAU= XAG= of 2 hours in DSS API
I used https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw from article for getting time and sales data but its not available at market close at 21:49:00 GMT . is there any way we can get time and sale data for XAU= XAG= rics on time?. we can see time and sale data at 21:49:00 on workspace.
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Query About DSS API
I'm working to query RICs using the DSS HistoricalCriteriaSearch API. I see that the responses are limited to 30k records max. Is there a way to paginate the query? also, could you provide an example of a regular expression that is supported by the RicPattern field in HistoricalCriteriaSearch? I've been experiencing a high…
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Case 14545631: Why are we missing trade data for <.OQ> RICs?
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…
