Is there any way to download only the trade ticks from particular exchange ?

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samara
samara Explorer
in DSS

we wanted to download only trade records from an exchange.For few exchanges data is huge and we are not uisng quotes. is there anyway to do it or we have to download complete exchange file and process them for trade records

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Best Answer

  • warat.boonyanit
    warat.boonyanit LSEG
    Answer ✓

    Hi @samara

    Downloading the complete exchange file is the easiest method.

    Although TRTH has " Stored & scheduled" workflow, where you can define a custom report containing the trade ticks only. The custom report will not automatically update the instrument list when new instruments are added to the exchange.

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