Hi Developer Team, I have two questions on Refinitiv venue by day (VBD) files. 1. How to download the files using python? Based on the earlier questions, this seems possible but the links are unavailable now. I want to download files for OPQ, which is all I have. Could you please suggest a code or help with the API? 2. I…
I am iterating through rics in a futures chain to get the metadata on each contract. However, some of these rics are returning metadata and others are not. What is the cause of this? requestUrlChain = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution" requestUrlFut =…
Hi - I am trying to implement @zoya faberov 's answer from here: https://community.developers.refinitiv.com/questions/74504/futures-expiry-date-in-trth-python.html As such I'm trying to run: requestUrlChain = "https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution" requestHeaders={…
Hi everyone, I am trying to extract large amounts of market depth data from TRTH API, and I use python as my API client. After the data is extracted, I am streaming the data (in an effort to conserve memory), but during the stream, I often get the Connection reset by peer error. I assume this is because the server closes…
Hi, My question relates to the qualifiers in tick history. In the recent years, the qualifiers have a MMT_Class which helps to further classify the trade, e.g. 12 stands for continuous limit order book. However, going back to e.g. 2013 these qualifiers do not have the MMT_Class and are less rich in information. Now I was…
I am trying to search individual RICs from a Chain RIC by using HistoricalChainResolution. Then found that retuned list of RICs actually contains Invalid RICs as well ( while status indicates "Valid" ) For instance, Below request will return bunch of individual RICs. Request : URL :…
A client cannot get futures RIC and chain RIC content by RTH REST API. but can get the RIC like EUR=. Client environment is .NET framework v4.8 and uses sample code 'Refinitiv DSS .NET SDK'.
While using HistoricalCriteriaSearch or FuturesAndOptionsSearch API in TRTH, I was wondering if it is possible to specify a regex style identification in the 'Identifier' key, e.g. If i want the results for HSI*D2.HF and HSI*P2.HF in the same search request, how would I specify it? Example RIC expected in output…
I just extracted all future (both active and inactive) contracts for a commodity using the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch" and the following payload. { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "KW", "IdentifierType": "RICRoot"} } This returns…
Why do there appear to be future contracts missing from the "FuturesAndOptionsSearch" endpoint for the following payload? { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "RS", "IdentifierType": "RICRoot" } } The latest expiration date contract returned is "RSF1^2". However when I do a raw extraction…
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