def get_futures_tick_data(ticker, query_start_date, query_end_date):
"""
Fetches historical tick-by-tick futures data from Refinitiv.
:param ticker: The specific futures contract RIC (e.g., "BTCJ4" for April 2024 Bitcoin Futures)
:param query_start_date: Start date in ISO format (e.g., "2025-03-01T09:30:00Z")
:param query_end_date: End date in ISO format (e.g., "2025-03-16T16:00:00Z")
:return: JSON response containing futures tick data
"""
json_blob = {
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": ticker,
"IdentifierType": "Ric",
}],
"ValidationOptions": None,
"UseUserPreferencesForValidationOptions": False
},
"Condition": {
"View": "RawMarketByPrice",
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"DisplaySourceRIC": "true",
"DateRangeTimeZone": "UTC",
"QueryStartDate": query_start_date,
"QueryEndDate": query_end_date,
}
}
}
post_url = URL_BASE + "/Extractions/ExtractRaw"
response = requests.post(post_url, headers = {
"Authorization": f"Token {REFINITIV_AUTH_TOKEN}",
"Content-Type": "application/json"
}, json = json_blob)
if response.status_code != 200:
raise ValueError(f"Failed to fetch tick data: {response.status_code} - {response.text}")
job_id = response.json().get("JobId")
if not job_id:
raise ValueError("No JobId returned. Check request parameters.")
# Fetch extracted data
data_url = f"{URL_BASE}/Extractions/RawExtractionResults('{job_id}')/$value"
data_response = requests.get(data_url, headers = {
"Authorization": f"Token {REFINITIV_AUTH_TOKEN}"
}, stream = True)
data_response.raise_for_status()
return data_response
def preview_response(response, num_lines=5):
"""
Prints the first few lines of a streamed Refinitiv API response.
:param response: The streamed API response.
:param num_lines: Number of lines to preview.
"""
print("Previewing first few lines of response:...")
for i, line in enumerate(response.iter_lines(decode_unicode=True)):
if line:
print(line) # Print each line of data
if i >= num_lines - 1: # Stop after num_lines
break
# Example usage:
if __name__ == "__main__":
# intraday_data = get_embargo_info("FCX")
# if intraday_data:
# print(json.dumps(intraday_data, indent=4))
# get_sp500()
# tick_history = get_tick_history("CORZ.NYO", "2025-03-03T09:30:00Z", "2025-03-04T09:30:00Z")
# preview_response(tick_history)
tick_data = get_futures_tick_data("0#BTC:", "2025-03-01T09:30:00Z", "2025-03-05T16:00:00Z")
preview_response(tick_data)
It doen'st work for futures. I want BTC and the ES mini and the Nasdaq. If I put in "AAPL.ARC" it works and I see the data. What can I do to see order book data for these futures? Please show me. I want the order book data updates for futures.
