Hi guys,
I would like to take for bid/ask the 5 levels, but I would like take this information in Tick History Raw.
What fields do I have to select?
I tried, but not return the result.
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@guilherme.schuwarten
Thanks for reaching out to us.
I checked and found that DIJF25 doesn't provide those BEST_BID and BEST_ASK fields.
I think this is why the extraction returns no data.
You can try the TickHistoryMarketDepthExtraction. The output looks like this:
I hope that this information is of help.
Thank you response.
How Did you get this information about the fields available?
You can use this endpoint (https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryMarketDepth';) with the HTTP GET request to get the available fields for market depth data report teamplate.
Otherwise, you can refer to the Data Dictionary - Refinitiv Tick History Custom Reporting document. This document identifies the data available from Tick History custom reporting. Fields are organized alphabetically by report template.
Permission Problem You need the session.valid permission to do that.