TickHistoryRawExtractionRequest Rest Api restrict data

Currently i am using TickHistoryRawExtractionRequest Rest Api python example from Refinitiv tutorial. I extracted the data from REST api and was able to create gzip file for one Identifier. But the data extracted is almost near to 1 billion. And the Query startdate and enddate i have provided is just for one day.
Is there any condition in the extraction request where i can restrict the data as i dont need nanosecond data but daily basis granular data..
I am not able to view CSV file and when i am trying to load this csv into oracle database table its taking hours.
Below is my extraction request part. I am not sure if i can restrict and reduce the unwanted raw data where the options are not valid or is there any way to load this data into oracle database table quiet performance efficiently ?
requestBody = {
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "SIEGn.DE",
"IdentifierType": "Ric"
}]
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2021-08-20T00:00:00.000Z",
"QueryEndDate": "2021-08-20T23:10:00.000Z",
"Fids": "6,22,25,30,31,77,178,183,184,1021,3853,4465,6544,6554,7087,11872,12770,14265",
"ExtractBy": "Ric",
"SortBy": "SingleByRic",
"DomainCode": "MarketPrice",
"DisplaySourceRIC": "true",
"FidListOperator": "OR"
}
}
}
Best Answer
-
Hi @rahul.deshmukh ,
If you are not interested in the Raw tick data, then maybe other type of extraction like - Tickhistory Intraday Summaries would be better suited for you.
To limit the number of FIDS in a Raw extraction request, you can create and use a report template in the request.
0
Answers
-
i dont want to restrict the FIDS but the amount of raw data...i am not sure if the data i am getting its for valid option...so do we have any condition in raw request where we can restrict the data ?
0 -
I don't understand what you mean by restrict the raw data. Only way to reduce it in the RAW extraction request is either - reduce the number of FIDS, or reduce the time range of your request.
0
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