Refinitiv Data API - Getting data for Multiple RICs

t-aaismail

Dears,

I want to retrieve Trade [Events] Data for a set List of Universe [RICs] instead of getting them one by one,
currently, I'm only able to retrieve Trades Data fora single RIC for a day using the EVENTS GET API,
I tried to use Events POST API that accepts a List of RICs, but it only returns single Event for each RIC.

Are there any other alternatives, i want to retrieve Full Trade Data for an Exchange, for example, EGX and i don't want delayed data, is there another way?

Service: Refinitiv Data APIs -> Historical Pricing

Thanks,
Abdallah

nick.zincone

Hi @t-aaismail

The RDP Historical Pricing service supports 2 endpoints the provides event data. The POST request does support multiple RICs, but for only a single event as you discovered. The GET request only supports 1 RIC, but does provide full trade data (multiple events). You will have to submit multiple requests and process each response separately.

If you are developing in Python, you can use the get_history() function defined within the Refinitiv Data Library for Python. It allows the specification of multiple RICs and will take care of packaging up the response.

t-aaismail

https://community.developers.refinitiv.com/discussion/comment/108041#Comment_108041

Thanks @nick.zincone ,

I'm currently using the .NET SDK Version, and there is a similar functionality, but it only retrieves 1 single event per Stock, right?
also, does the .NET SDK support Chunking? as it doesn't seem to do so.

nick.zincone

https://community.developers.refinitiv.com/discussion/comment/108343#Comment_108343

Hi @t-aaismail

That is correct. The .Net Library only supports what the backend supports as I outlined in my answer above. The Python library have created additional functionality at the access later when using the rd.get_history() function to combine the multiple responses into a single dataframe.

The .Net Library does not support chunking.