TickHistoryRawExtractionRequest Rest Api restrict data

rahul.deshmukh

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"
        }
    }
}

Gurpreet

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.