Intraday FX data from DataScope Select API
Hey everyone,
I'm trying to retrieve tick-level FX traded price data from the REST API. However, the code I'm using (attached below) isn't returning any data.
I’d really appreciate any help—thanks in advance!
{ "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest", "ContentFieldNames": [ "Trade - Price"], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ {"Identifier": "EUR=", "IdentifierType": "Ric"}, {"Identifier": "JPY=X", "IdentifierType": "Ric"} ], "ValidationOptions": { "AllowHistoricalInstruments": "True" }, "UseUserPreferencesForValidationOptions": "False" }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2022-01-01T00:00:00.000-05:00", "QueryEndDate": "2022-01-31T00:00:00.000-05:00", "DisplaySourceRIC": "True", "TimeRangeMode": "Window" } } }
0
Answers
-
Thank you for reaching out to us.
Those RICs may not have "Trade - Price".
I tested it with the following request and could get the values of Bid and Ask prices. You may need to remove the TimeRangeMode property.
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Quote - Bid Price",
"Quote - Ask Price"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{"Identifier": "EUR=", "IdentifierType": "Ric"},
{"Identifier": "JPY=X", "IdentifierType": "Ric"}
],
"ValidationOptions": {
"AllowHistoricalInstruments": "True"
},
"UseUserPreferencesForValidationOptions": "False"
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2022-01-01T00:00:00.000-05:00",
"QueryEndDate": "2022-01-05T00:00:00.000-05:00",
"DisplaySourceRIC": "True"
}
}
}The output is:
Please contac the Tick History support team directly via MyAccount to verify the retrieved content.
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