I'm trying to get L2 data, while at the same time retain Time and Sales for futures markets... looking at ExtractionRequest type TickHistoryRawExtractionRequest ... As far as I can tell this can't be done... for the MarketByPrice and MarketByOrder Domains, it seems you get a Delete message, but I don't see a definitive way…
Is there a way to introduce datacheck to the code where the script keeps on trying until all symbols are made available? I am trying to fetch T+1 futures historical data for different ric roots coming from different exchange. Can we run the python API provided, in such a way that it downloads data as soon as it is made…
I'm trying to pull intraday yields on 10-year German and Japanese bonds using the REST API, but I'm not certain what field(s) to submit. I'm using RICs DE10YT=RRPS and JP10YT=RRPS. I believe the yield numbers should be available because they appear on the GUI (image below), but Close Ask Yld and Close Bid Yld don't appear…
I expect a field in historical reference if so. but I cant seem to find a field for that. thanks!
I'd like to get daily or weekly market depth data, and unfortunately I'm not an expert in coding/programming. Is there a way to convert millisecond data on TRTH into a daily or weekly frequency?
The ASX All ordinaries has had 500 assets included in it since it's inception in 1980. Querying the TRTH Rest API v1 HistoricalChainResolution does mostly well at revealing the RIC constituents of the chain RIC for this index (0#.AORD). But for some reason the number of RICs returned from this query dips from 500 to less…
After using the HistoricalChainResolution API to find some RIC constituents, I am coming across equity RICs that have no data in the TRTH EquitySearch endpoint, nor any data on permid.org or QAC's RIC dataset. Here is a sample of the RICs I cannot find any information on:…
I used the ‘JobGetActive’ but it returned an empty list (which I screenshotted the json), however there were a number of jobs queued up for execution (another screenshot I sent). Am I able to cancel those type of queued up jobs? Have advised as below To delete a job, as you have correctly followed the process of getting…
Is the c# sdk available for .NET Core 3+?
Hi, Where can I get TRTHv2 corporate-action "Dividend Type Marker" field description (possible values and meaning of each value) ? Thanks, Shlomo
It looks like you're new here. Sign in or register to get started.
