I did ask this question earlier, however the response received did not solve the problem.
in the code below, when i use, "TimebarPersistence": "false", i still receive carried over values (i would not expect to see quotes on Saturday and Sunday). note: ticker1 is defined as "JPY="
requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw';
requestHeaders={"Prefer":"respond-async","Content-Type":"application/json","Authorization": "token " + token}
requestBody={
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": ["Close Ask","Close Bid","High Ask","High Bid","Low Ask","Low Bid","No. Asks","No. Bids",
"Open Ask","Open Bid"],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{"Identifier": ticker1,"IdentifierType": "Ric"},
#{"Identifier": ticker2,"IdentifierType": "Ric"}
],
"UseUserPreferencesForValidationOptions": "false"
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate":QueryStartDate ,
"QueryEndDate": QueryEndDate,
"SummaryInterval": "OneMinute",
"TimebarPersistence": "false",
"DisplaySourceRIC": "true"
}
}
}
r2 = requests.post(requestUrl, json=requestBody,headers=requestHeaders)
#Display the HTTP status of the response
#Initial response status (after approximately 30 seconds wait) is usually 202
status_code = r2.status_code
print ("HTTP status of the response: " + str(status_code))
if status_code == 200 :
r2Json = json.loads(r2.text.encode('ascii', 'ignore'))
jobId = r2Json["JobId"]
print ('\njobId: ' + jobId + '\n')
notes = r2Json["Notes"]
print ('Extraction notes:\n' + notes[0])
