Error when trying to pull data via api in python
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To follow up on the question. The permission error goes away when I query by RIC instead of by ISIN (see pic below). However, this brings up a few other issues:
- The returned object _jResp does not have a "Contents” attribute unlike what was suggested in the sample code. So it’s not clear to me how to access the extracted data.
- The query takes a very long time to run. For a single instrument over five days at one-minute frequency, it took one minute and 40 seconds. Am I not doing this correctly or is there a way to get this to run faster? At the current speed, it is almost impossible to work with large data volumes.
- If all my identifiers are in ISIN or CUSIP, how do I convert them into RIC?
Query:
notes:
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The Tick History ExtractRaw endpoint returns data in a file.
You need to use the JobID to retrieve a file from the following endpoint.
https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults('<JobID>')/$value
For more information, please refer to the Retrieve data - HTTP request section on the REST API Tutorial 6: On Demand intraday bars extraction tutorial.
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