I use Python to download tick data via submitting HTTP requests. My question is about the pricing and how Refinitiv charges on-demand tick download requests: Would the cost occur every time a new token or job ID is generated? Or during a subscription period, unlimited number of downloads can be performed, without any…
Hi, We have a huge amount of data for business activity (~12Gbytes per operating day) as a result of the request made to the API for retrieving market depth data. Because of our operational requirements, only a fraction of this data is ingested from our solution... For the reason above, we'd like to find a way to reduce,…
... Select. I am particularly interested in intraday data, say 1 or 5min frequency. The only thing I can find on help is the Tick History API. Is there any information available on using an API via Python for downloading data from Datascope Select. I am particularly interested in intraday data, say 1 or 5min frequency. The…
Which parameter should be set to get data at exactly "tick" level, and not at the intervals mentioned in TickHistorySummaryInterval ?
Good day, I am trying to get, via the RTH REST API, the details for future contract specifications. As an example I have the RIC <IEU/LCO>. I am able to get this via the "View Page" option under the Historical search, like so: The good thing about using this option being a "Search" option, is also that this will not count…
Hi there, I am working on TRTH time and sales data extraction. I don't quite understand what the field "Trade - Qualifiers" means. Tried to download the docs from the link below, but failed (code 404). Can you please share the new link where I can download the supporting docs?…
I have a report template (FXMain) with a daily schedule (FXDaily). I am looking to use Microsoft Flow to get the latest extract for the report. In the API documentation, it makes it seem as though I have to jump through numerous hoops to get to that data. None of those hoops seem to rely on the basic information I already…
I'm looking to find the settlement price for a product but I can't remember where to look for what the content field name would be. Any help would be much appreciated.
Hi, Do the timestamps of TickHistoryIntradaySummaries (DataScope Select REST Api) denote the opening time or the closing time of the bar? Please also provide a link to the documentation where this is described. Thank you! BTW: The following thread seems to indicate that the timestamps denote the closing time of the bar.…
Hi there, I am using TRTH API to retrieve tick history for equity names. For each trade, I want to have the venue where the trade occurred. Can you please show me which field I should look at? I see "Trade - Exchange/Contributor ID" only. But the field doesn't return MIC but some code I cannot recognize. Is there a field…
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