Tick History get Market Maker and Market by Order Data

jacktan
jacktan Newcomer
in TRTH

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: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw

Bodies of POST requests:

Market Depth:

{"ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
    "ContentFieldNames": [],
    "IdentifierList": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
        "InstrumentIdentifiers": [
            {"Identifier": "CLJ24",
             "IdentifierType": "Ric"}
        ]
    },
    "Condition": {
        "View": "RawMarketMaker",
        "ReportDateRangeType": "Range",
        "QueryStartDate": "2024-01-03T14:30:00Z",
        "QueryEndDate": "2024-01-03T14:31:00Z"
    }
}
}


Raw:

{"ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "ContentFieldNames": [],
    "IdentifierList": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
        "InstrumentIdentifiers": [
            {"Identifier": "CLJ24",
             "IdentifierType": "Ric"}
        ]
    },
    "Condition": {
        "DomainCode": "MarketMaker",
        "ReportDateRangeType": "Range",
        "QueryStartDate": "2024-01-03T14:30:00Z",
        "QueryEndDate": "2024-01-03T14:31:00Z"
    }
}
}


Both of these (as well as their respective requests for Market by Order data) return:

@{'@odata.context': 'https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity', 
'JobId': '___', 
'Notes': [... Schedule Time: 01/10/2024 22:57:14Processing started at 01/10/2024 22:57:14Processing completed successfully at 01/10/2024 22:57:15Extraction finished at 01/10/2024 22:57:15 UTC, with servers: xc71akwaQ08Instrument <RIC,CLJ24> expanded to 0 RICS.Report suppressed because there are no instruments']}


Both of these templates work fine when requesting Market by Price data.


Thanks!

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @jacktan

    Thank you for reaching out to us.

    I checked and found that this RIC (CLJ24) only supports Market Price and Market By Price domain.

    This is a reason why the raw Market By Order and Market Market data is not available for this RIC.

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