Soap XML to Rest Conversion - Tick History V2

rpeled
rpeled Newcomer
in TRTH

intraday.pdf

trth-letter.pdf

Hello,

I was told to ask a question here to get clarity for my developers and get them on the proper place for migration.

Rather than re-type everything here, I am attaching the same e-mail I provided to my account team.

I expect a TR Developer to kindly respond.

Kind Regards,

Ronen Peled

PS: As I can't send more attachments, please get back to me, but I would like a proper response to this file first.

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Please find the example step sequence to your intraday request:

    1.Extraction
    request

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
        "ContentFieldNames": [
          "Close Ask",
          "Close Bid",
          "Last"
        ],
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
          "InstrumentIdentifiers": [{
            "Identifier": "ESH0",
            "IdentifierType": "Ric"
          },
          {
            "Identifier": "CLF9",
           "IdentifierType": "Ric"
          }],
          "ValidationOptions": null,
          "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
          "MessageTimeStampIn": "GmtUtc",
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2017-06-28T00:00:00.000Z",
          "QueryEndDate": "2017-07-05T00:00:00.000Z",
          "SummaryInterval": "OneMinute",
          "TimebarPersistence": true,
          "DisplaySourceRIC": true
        }
      }
    }

    -> Was accepted, “accepted” status 202 is received (please note that the first instrument is invalid and will not be returning the data),

    2. Check the request status.

    ->After the request is processed, “processed” status 200 is received.

    3. Get result on the extraction Id:
    {{protocol}}{{host}}{{api}}Extractions/RawExtractionResults('{{jobId}}')/$value

    ->the data response is received, here is a small excerpt of the data:

    #RIC,Domain,Date-Time,Type,Last,Close Bid,Close Ask
    CLF9,Market Price,2017-06-28T00:10:00.000000000Z,Intraday 1Min,,46.34,47.67
    CLF9,Market Price,2017-06-28T00:11:00.000000000Z,Intraday 1Min,,46.35,47.67
    CLF9,Market Price,2017-06-28T00:12:00.000000000Z,Intraday 1Min,,46.35,47.67
    CLF9,Market Price,2017-06-28T00:13:00.000000000Z,Intraday 1Min,,46.35,47.67
    CLF9,Market Price,2017-06-28T00:14:00.000000000Z,Intraday 1Min,,46.35,47.67
    CLF9,Market Price,2017-06-28T00:15:00.000000000Z,Intraday 1Min,,46.35,47.67
    CLF9,Market Price,2017-06-28T00:16:00.000000000Z,Intraday 1Min,,46.36,47.67
    CLF9,Market Price,2017-06-28T00:17:00.000000000Z,Intraday 1Min,,46.36,47.67

Answers

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @rpeled,

    Please refer to the Tick History V2 educational materials found on this portal,

    TRTH REST Tutorials covers in depth, and with examples, the majority of the questions, folded into this question, and will allow to you to efficiently migrate you SOAP application to REST.

    If you'd like a more extensive training prior to going over the tutorials, please refer to Tick History Webinar Recording.

    Once you had a chance to learn from the tutorials, if you have a specific question that is not covered, please ask it here, we are deeply committed to promoting community's understanding of our APIs.

    Kind regards,

    -AHS

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