Hello, We want to get historical data for instruments NQ group (CME exchange) for 2021 year (NQH2021, NQM2021, NQU2021, NQZ2021). First, we found corresponding RICs: NQH1^2, NQM1^2, NQU1^2, NQZ1^2. Second, we created Instrument List and run the extraction. Unfortunately, we did not get any data with the following log:…
One of our clients would like to understand file size of TickHistory data to determine data capacity in their database. They would like to know the size of data in Python pickle files through REST API. Is it possible to guess Python pickle file size from csv file size in TickHistory GUI? For example, some files are 7.4GB…
I would like to use TickHistoryMarketDepthExtractionRequest But I didn't know where to find the Content Field Names list, Is there a complete API docs, so that I can know how to fill in the request params.
Comparing the Market depth feed and Intraday summaries feed, I have noticed that Intraday summaries will not report empty when the market is pulled right before the end of the interval. For example, in the RIC ES100R7 these were the market depth feed: ES100R7,Market Price,2017-04-11T23:09:34.885504017Z,-5,Normalized…
I queried for the fields Trade-Date and Quote-Date for time and sales data from TRTH. However the dates in these fields are just the timestamp fields and not the actual trade dates.
Sample Tick History API java code below can be executed correctly using code from Developers Portal RTH Java Code Examples, but no Template are obtained. Can you please advice.image002.png https://developers.refinitiv.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/download public void…
I requested market depths with below code. Although there are no error msg, the file is empty. I tried different time but no luck. #Step 2: send an on demand extraction request using the received token requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw'; requestHeaders={…
...report Tick History API: Sample java code to create a "Tick History Market Depth-->Legacy Market Depth" report https://developers.refinitiv.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/tutorials#rest-api-tutorial-5-on-demand-market-depth-extraction Could you please provide us sample java…
Hi Team, I have been trying to get expiration dates for Eurodollar futures, US federal funds rate futures, US Treasury Futures. 1. For Eurodollar Futures (Eg RIC: EDH0, EDZ9, etc..) 2. For Fed Funds Futures (Eg RIC: FFH0, FFZ9, etc..) 3. For US Treasury Notes Futures (Eg RIC: TYZ8, TUH3 etc..) 4. For US Treasury Bond…
Hi Team, We have access to VBD files for a certain venue (venue = OPQ) and it only allows access for files in the last 30 days. We reached out to the account manager for access to older files and said they should be available for download via CFS. "You can pull this data via CFS for all of the OPQ venue, back to 2004." I…
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