All file type data download for NFE

Ayan

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.

veerapath.rungruengrayubkul

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

tas-request.txt