All file type data download for NFE

Ayan
Ayan Contributor
in TRTH

We want to download TAS,RawTAS, REF files for a set of RICs. What are the APIs we need to use for that? Please provide a few examples.

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    According to information from content team, NFE RIC list can be retreived from chain RICs provided in the <SFE/FUTEX10> and <SFE/FUTEX11> pages.

    • Instrument file

    You can use the HistoricalChainResolution to retreive all constituent RICs and then use ReferenceHistory
    to retrieve Exchange, Template, Record Type, etc.

    • TAS

    You can use TickHistoryTimesAndSales
    report template to extract TAS data.

    • RawTAS

    You can use TickHistoryRaw
    report template to extract raw data.

    • REF

    You can use HistoricalReference report template to extract reference data.

    Furthermore, you can pass the
    chain RICs as an identifier in TAS, RawTAS and REF extraction request message. The sample request
    message with ChainRIC for TAS data extraction is attached.tas-request.txt

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