RKD API seconds level data.

vaishali.khairnar30

I am retrieving time series data at the minute level interval from the Refinitive Knowledge Direct API. However, I now have a need to obtain the same time series data at a more granular level, specifically at the seconds level interval. To provide further context, I have included a sample of the requests I make and the corresponding response received. How can I achieve this? Is there a separate endpoint or configuration?

API Request:

Request type: POST

Endpoint: http://api.rkd.refinitiv.com/api/TimeSeries/TimeSeries.svc/REST/TimeSeries_1/GetIntradayTimeSeries_5

Payload: {

"GetIntradayTimeSeries_Request_5": {
"Field":["OPEN","HIGH","LOW","CLOSE","BID","ASK"],
"TrimResponse":false,
"Symbol":"AUD=",
"StartTime":"2023-05-02T17:59:00",
"EndTime":"2023-05-02T18:59:00",
"Interval":"MINUTE"}
}

API Response:

{
"GetIntradayTimeSeries_Response_5": {
"Row": [
{
"OPEN": 0.6668,
"HIGH": 0.6668,
"LOW": 0.6666,
"CLOSE": 0.6668,
"BID": 0.6668,
"ASK": 0.6669,
"TIMESTAMP": "2023-05-02T17:59:00+00:00"
},
{
"OPEN": 0.6667,
"HIGH": 0.6668,
"LOW": 0.6665,
"CLOSE": 0.6666,
"BID": 0.6666,
"ASK": 0.6667,
"TIMESTAMP": "2023-05-02T18:00:00+00:00"
} ...........]

}
}

muzammil.sharief1

RKD API supports interval of only 1 minute, 5 minute, 30 minutes and hourly intervals with a maximum history of 90 days. We do not have service which provides tick by tick or history per second level.

wasin.w

Hello @vaishali.khairnar30

There is the Refinitiv Tick History (RTH) - REST API that provides tick by tick data for consumers.

You can find more detail about this RTH API on the following pages:

• Quick Start
• Tutorials

Note: The RTH API needs a separate account credential and permission. Please contact your Refinitiv representative if you are interested in this API.