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…
I'm currently trying to extract futures data for a particular commodity using the following payload using the the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" end point. However it returns saying that the identifier is invalid even though this is the correct RIC root. { "ExtractionRequest":…
Client ID: 9013472 Please let us know if the timestamp in result is local or UTC for the response First Date and Last Date. I provide the code below: RESTURL = https://selectapi.datascope.refinitiv.com/RestApi/v1/ BULKSEARCHURL = RESTURL + "Search/HistoricalBulkSearch" headers = { 'Authorization': "Token " + _token,…
Related to a previous question, I am trying to pull historic data for a series of tickers. Closing auction imbalance data via API Would it more efficient to query one ticker at a time for n years of history, or a series of tickers for a given day/week/month? Or is there some other way that would be most efficient to query…
...in each day to return intraday tick data. Is there an API flag that can set this window for each day? Using the tick history REST API, a user would like to enter a range of days and a time range within each day to return intraday tick data. Is there an API flag that can set this window for each day?
...of data at the same time, randomly data of some of the days are missing in the downloaded files We have a client : tried to download tick data from datascope for below RICs: CHK.O,Ric GDX,Ric SPY,Ric GE,Ric EEM,Ric BAC,Ric AMD.O,Ric XLF,Ric F,Ric VXX,Ric NIO,Ric T,Ric TVIXF.PK,Ric We are using the C# datascope select…
Hi After making some minor changes (log traces, error handling, URL replacement, a return value is now provided) on the awsRetrieveDataAndSaveToFile method found on DSSOnDemandIntradayBarsRTH.java Java sample file, my method looks like the way is shown below: public boolean extractAndSaveFileFromAWSServer( String filename,…
hello, i tried the below query on Postman and it gives me an error "All identifiers were invalid. No extraction performed." However if I use the same RIC (FGBLc2=CTD)on GUI, RTH raw template, it works Sharing the query below: { "ExtractionRequest": { "@odata.type":…
My question is about how the SummaryInterval parameter is used by TickHistoryIntradaySummariesExtractionRequest to resample the tick data: would it average the available ticks between two consecutive intervals?
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