Hello, I am trying to query intraday bar data in python, but my queries take a long time an results in an error. Could you please let me know where I am doing wrong? My code is copied below I got the following error message: Thank you!! Yifei
I would be particularly grateful for some sample code. Thank you!
Can you advise me the default time zone value for below condition under Tick History Intraday Summary? DateRangeTimeZone MessageTimeStampIn
Hi, the exchange time of market depth always return NaN while it works for tick history.
Hi, I want to build a model to forecast the price impact of a trade with additional features of LOB, like depth imbalance. So I need a dataset kind of like the MarketDepth now but for each row, I want to know what action (trade/quote) trigger this LOB update. For example, each row should have: Trade price, Trade Size + LOB…
Hi, I can successfully download tick history with following code while for market depth, for depth it always returns empty df. Could you shad some light on why it doesn't work? Thank you!
...esponse (the notes where it says how many RICs some chain RIC expanded to) so that I can determine how to best split the query? Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the response (the notes where it says how many RICs some chain RIC expanded to) so that I can…
...crued Interest? Hi, I am currently using the Tick History Intraday Summaries and Elektron Timeseries reports. Could you please confirm whether the prices provided in these reports include accrued interest, or if they are presented as clean prices. Thanks.
One of clients is interested in TickHistory time and sales data for FX such as NOKSEK= and SEKJPY=R. They would like to know the following points: * If they would like to extract 5 year history, what would be the best chunk to recommend to retrieve the tick data? e.g. 1 year or 5 year? I understand that in Best Practice…
I am trying to understand how to interpret Trade and Market condition qualifiers in tick history data. I have looked at the documentation provided at https://refinitiv.fixspec.com/stack/specs/elektron and i understand the meaning of those values. I wanted to ask, is there an API available that that defines all the enum…
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