Tick History Raw Market Price

s61670

help please with example code

how to get the REST API

is this the correct code or should I use another one?

Please give me an example code.

new TickHistoryTimeAndSalesExtractionRequest                      
                               {
                                   //Condition = new TickHistoryMarketDepthCondition
                                    Condition = new TickHistoryTimeAndSalesCondition
                                    {
                                         ReportDateRangeType = ReportDateRangeType.Range,
                                         QueryStartDate = startDate, //new DateTimeOffset(2016, 07, 25, 20, 0, 0, TimeSpan.Zero),
                                         QueryEndDate = lastDate, //new DateTimeOffset(2016, 08, 02, 19, 59, 59, TimeSpan.Zero),
                                         ExtractBy = TickHistoryExtractByMode.Ric,
                                         MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
                                         SortBy = TickHistorySort.SingleByRic,
                                        //View = TickHistoryMarketDepthViewOptions.LegacyLevel2,
                                        //Preview = PreviewMode.Content                                       
                                        DisplaySourceRIC = true,
                                        ApplyCorrectionsAndCancellations = false,

                                    },

                                   ContentFieldNames = availableTnSFields.Select(f => f.Name).ToArray(),
                                   IdentifierList = new InstrumentIdentifierList
                                   {
                                        InstrumentIdentifiers = new[]
                                        {
                                            InstrumentIdentifier.Create(result.IdentifierType, result.Identifier)
                                        },
                                        ValidationOptions = new InstrumentValidationOptions
                                        {
                                            AllowHistoricalInstruments = true
                                        }
                                    },

zoya faberov

Hello @s61670,

The request corresponding to "Tick History Raw" in DSS GUI should be

TickHistoryRawExtractionRequest.

However, noticing that you are working on RTH request testing and tuning, would like to suggest, instead of doing it in .c# code, testing and tuning raw requests, and once you have identified the request that you are looking for, moving it to .Net SDK to consider taking advantage of REST API Tutorials that use a free tool Postman.

Tutorials come with downloadable collection of multiple common requests, that can be imported and run. Next, you can duplicate the provided requests, modify them, test the results without writing a single line of code. Once you have the result you are looking for- you can use the same request from any language that supports HTTP REST, or from .Net SDK as well. Hopefully, you find the approach convenient and it saves you time and effort.

If your are looking for specific content consultation such as to identify the content set that you require, as a customer, the best approach is Refinitiv Helpdesk Online -> Content -> RTH