historical intraday data DSS

How can I extract intraday prices for a past date range through the API?

I am trying to follow the example, but when using PriceHistoryExtractionRequest I get a permission error, however from the GUI I am able to create reports for TickHistoryTimeAndSalesReportTemplate and extract intraday data.

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python

dss

dss-rest-api

datascope-select

Accepted answers

Gurpreet

Hello @giacomo.mazzi,

Do you see Price History report in GUI? If not, then you are only permissioned for TickHistory and not DataScope Select.

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All comments

Gurpreet

Hello @giacomo.mazzi,

Do you see Price History report in GUI? If not, then you are only permissioned for TickHistory and not DataScope Select.

Untitled.png

giacomo.mazzi

Hi @Gurpreet ,

you are right, I have permission only for TickHistory, so my question is, within the GUI I can create a TickHistoryTimeAndSalesReportTemplate for a given date range in the past. How can I do it programmatically through the API?

The closest example I found in the tutorial is the one with Price History (tutorial 4), but trying to modify it to work with the TickHistory template fails, I get a "Invalid array element type for property \'ContentFieldNames\".

Thanks

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