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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…
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missing ask bid data on refinitiv datascope
I downloaded ask and bid data for few firms in 2024, I tried in start of 2024 and it was showing missing ask and bid data before 2019. I tried after few months and I was able to get it. I don't know exactly how. Now I am trying to get the data for same firms and same time period as I lost that data but interestingly again…
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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,…
