Intraday FX data from DataScope Select API

ChrisDeng

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"
        }
    }
}

Jirapongse

@ChrisDeng

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.