Need Help with Python Code for Time and Sales
Hi Team,
Hoping for your assistance in providing the Python Code for the following REST API:
POST
https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest", "ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Exchange Time",
"Trade - Qualifiers"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "EDc1", "IdentifierType": "Ric" }
],
"ValidationOptions": {"AllowHistoricalInstruments": true}
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations": false,
"ReportDateRangeType": "Range",
"QueryStartDate": "2018-05-08T00:00:00.000Z",
"QueryEndDate": "2018-05-08T23:59:59.999Z",
"DisplaySourceRIC": true
}
}
}
Regards,
Sam Garcia
Answers
-
Hello @SamGarcia
Your JSON request is valid and is able to extract the time and sales data. What do you need help with?
#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Price,Volume,Qualifiers,Exch Time EDc1,EDK8,Market Price,2018-05-08T04:52:05.306426694Z,-5,Trade,97.625,749,^[ACT_TP_1];BBO[MKT_ST_IND];BID [AGGRS_SID1],04:52:05.299000000 EDc1,EDK8,Market Price,2018-05-08T05:11:34.546484146Z,-5,Trade,97.625,1," [ACT_TP_1];BBO[MKT_ST_IND];ASK [AGGRS_SID1]",05:11:34.537000000 EDc1,EDK8,Market Price,2018-05-08T05:16:22.572264299Z,-5,Trade,97.6275,1,^[ACT_TP_1];BBO[MKT_ST_IND];BID [AGGRS_SID1],05:16:22.566000000 ...
If you are looking for the Python code for this request, then please check out this article.
0 -
We provide the Postman collection example.
Postman can generate the Python snippet code for a request message. Please refer to this Generate code for a REST API call using Postman in just a few clicks article.
0
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