Is there a way to get prices (i.e. last price) on futures as of a certain time? i.e. what is the ...

tyler.cosgrove
tyler.cosgrove Newcomer
in RFA
Is there a way to get prices (i.e. last price) on futures as of a certain time? i.e. what is the price of ESM9 as of 3 PM EST
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  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @tyler.cosgrove

    RFA is designed for consuming realtime data and cannot access historical tick data.

    If you wanted to capture a value at a particular time, you would need to continually capture the realtime tick data and then store the values at the required times of interest to you.

    We do have other APIs which may provide what you are after e.g. TRTH REST API

    You can contact your Refinitiv account manager to discuss TRTH and any other possible offerings that may fulfill your requirements.

    RFA does allow you to request TimeSeries data which would allow you to request CLOSE, OPEN, HIGH, LOW and VOLUME values on a daily, weekly and monthly basis - but this does not sound like what you are after.

    You can read about TS1 data consumption using RFA here. If you have RFA installed on your computer, you should also find the TS1Data.pdf and TS1_DevGuide.pdf in the Docs subfolder of the API installation.

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