Documentation for Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest
Hi,
Could someone please point me to the documentation relative to Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest as described in this question https://community.developers.refinitiv.com/questions/15742/trth-retrieving-range-data-using-time-and-sales-da.html.
I cannot find it anywhere.
Best Answer
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@Laurent, the best place to look for API call details is the API reference tree. Here is the direct link for the ExtractRaw endpoint used in the query you mention. Once you followed that link, set the appropriate data type (in this case TickHistoryTimeAndSalesExtractionRequest) in the first dropdown.
The REST API user guide also documents this. In version 11.2 you will find it in chapter 8 on page 58. The user guide is available in the downloads tab under the Development section.
The TimeAndSales extraction request is also illustrated in the Use Case Reference available in the downloads tab under the Examples section. For version 11.2 this is in chapter 6 on pages 40 and following.
REST API Tutorial 4 also covers this call.
Hope this helps.
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Answers
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@Laurent, if you're referring to the problem with incomplete downloads that had been described in that question, it is documented in this advisory in the Tick History REST API portal > Documentation > Alerts and Notices.
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Thank you. This is exactly what I needed.
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I haven't encountered this problem yet. But thanks for the heads up.
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