I am using Matlab to connect to the Datascope API (TRTH). When I try to pull a year's worth of timeseries, intraday data using the below code, I get back two days of data rather than the requested year's worth. I am not specifying an interval in order to get back unaggregated results. I have tried putting in two digits on…
According to Refinitiv Official Document, it says below Is Option data included in this definition? For Instruments that are traded/quoted round the clock (i.e. FX, money market, commodities & energy, OTC fixed income, and global futures, etc.), present-day’ data is released with below 5 Release Cycles in UTC Time Zone:
This question is from an existing TIckHistory user, Nikko Fund Wrap. They would like to use TickHistory Stored & Scheduled workflow. Please advise how they can set date range condition as delta/relative queries. We checked API user guide, but can only found date range query settings for the workflow on page 69 of the API…
Secure Sockets Layer (SSL) certificate used to secure the DataScope Select and Tick History web site and API endpoints accessed via the Internet and private network connections (DDN/FCN). When client certificate expired; they did not received any error for Authentication Token Request. However While extracting the data…
Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
...tion notes ###Step 3: send an on demand extraction request using the received token requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw' requestHeaders={ 'Prefer':'respond-async', 'Content-Type':'application/json', 'Authorization': 'token ' + token } requestBody={ "ExtractionRequest":…
Trying to download ZFU8 I get the following response Chain Identifier: ChainRIC 0#ZFU8, Constituents: 2 RIC 1FVU8^0, Start date 29.08.2008 0:00:00, Change Date 31.05.2014 0:00:00, Expiration Date 30.09.2008 0:00:00, RIC 1FVU8^0, Start date 29.08.2008 0:00:00, Change Date 01.10.2016 0:00:00, Expiration Date 30.09.2008…
Help me to solve the problem. I talked to the support team, they can't help as they don't understand my needs. I have 100% working code for downloading historical data. I use Refinitiv Real-Time SDK (RTSDK) I am interested in the domains: MarketPrice, Legacy2. Using the code downloaded historical data 03.07.2008-18.12.2023…
1. How can i tell if a futures trade took place on the bid or the ask? 2. I see a field [AGGRS_SID1], and i notice that if it says BID, it looks like the trade took place on the ask price. Is that correct? 3. What does the field [AGGRS_SID1] mean?
先物のESc1のOpen InterestがDailyデータ(Elektron Timeseries)に反映されるタイミングについて確認していたところ、夏時間である10月中は、UTC22:0０頃には価格のレコードが作成され、翌UTC4:00くらいにはOpen Interestが更新されるようでした。 ところが、2023/10/26のレコードに関しては、2023-10-27のUTC15時過ぎまでOpen Interestが更新されませんでした。 Tickデータ(Tick History Time and Sales)を見たところ、27日のUTC3時頃に速報らしいデータがありますがDailyデータに反映されなかったようです。…
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