I'm currently downloading 1 min bars from TRTH using the Tick History Intraday Summaries Report. Now I need to download daily OHLC data daily where prices are adjusted for corporate actions. * How do I do that within TRTH API using python? * On datascope site, when I select AAPL.OQ as RIC, I can see adjusted price history…
Hi, I'm following the TRTH_OnDemand_IntradayBars Python example (available under https://developers.refinitiv.com/thomson-reuters-tick-history-trth/thomson-reuters-tick-history-trth-rest-api/downloads) to get HistoricalReferenceExtractionRequest (instead of TickHistoryIntradaySummariesExtractionRequest). My template looks…
Hi, I am trying to use python to retrieve intraday summary data. The first step is fine and I get the token without issue. I then make my request and get the 202 response as expected. When I then poll the response, it initially says it's not yet complete, and will try again. However after that it states an error has…
We are consuming below Rest API from DSS to get Bonds data,for that we will be passing userid and password as plain text to get token.we need to understand instead of passing as plain text is there a way to send credentials in encrypted way. @Mahesh.Kumar4@sc.com
Hi, I've been trying to pull TAS data from Reuters TRTH API and GUI both. But I'm only able to get the data from 24 Jan 2019 till Yesterday. I thought we can get the data since the product is listed on an Exchange. Please clarify till how far can we fetch the Time and Sales data for a Product. Please refer to the image…
What difference do the suffixes to continuation futures such as 'c', 'cv', 'coi' or 'cvoi' make? For instance, both ESc1 and EScoi1 are available in Tick History - is one better to use than the other or it doesn't matter?
I have looked at all the field names available and none of them indicate whether the trade is a buy or sell trade. Maybe I missed the name for that field.
When we run a Tick History Time and Sales report via the api, we find that some instruments have 2 or more rows with the same timestamp, but different Bid or Ask prices? Is there a way to set the conditions so that we just get a set of unique timestamps per instrument? It seems that for an instrument with multiple entries…
I have DisplaySourceRIC set to True for market depth requests. When requesting data for a ric like YAPc1 the underlying ric column is there as expected. However for a ric like ESM0 the underlying ric column is missing. I would have expected the column to be present with all values as empty similar to what is seen for time…
Hi, I am trying to use REST API in python to extract tick history. I was able to follow the example provided in the download section and extract tick data successfully (in .csv.gzip format) in my development environment, which is in python3. However, when I tested exactly the same code in my production environment…
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