Python code to pull the TimeAndSales RIC data

dilip.kha

Hi,
After receiving status_code = 200, what is the correct way to pull the data based on JobId in my code below?
print(f'Received status code which is not 202: {request_status}')
# Successful
if request_status == 200:
print("Received status code 200")
keys = resp.json().keys()
if 'JobId' in keys:
JobId = resp.json()['JobId']
extract_url = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults"
import pdb
pdb.set_trace()
resp1 = requests.get(extract_url + "('" + JobId + "')/$value", headers=request_headers)
print("result:", resp1)
return resp1
else:
print(keys)
print(resp.json())

zoya faberov

Hello @dilip.kha ,

Have you downloaded examples RTH Python Code Samples ?

Are you looking at the example OnDemand_IntradayBars.py?

Do you see in code:

#Step 4: get the extraction results, using the received jobId.
#Decompress the data and display it on screen.
#Skip this step if you asked for a large data set, and go directly to step 5 !

Prior to this in

#Step 2: send an on demand extraction request using the received token 

Is where I was suggesting to replace TickHistoryIntradaySummariesExtractionRequest with your required request.

---

I have adapted this sample for T&S use before, perhaps you will find this change useful, please find it attached.

RTH_OnDemand_TS.py.zip

zoya faberov

Hello @dilip.kha ,

After receiving status = 200, you can pull the result from:

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults({jobID})/$value

You may find useful REST API Tutorial 4: On Demand tick data extraction where on demand requesting of TickHistoryTimeAndSales is discussed in detail.

Next, if you are looking to implement in python, one approach could be to download a working python on demand example RTH Python Code Samples and swap JSON request in the example with your required JSON request, while reusing the rest of the code.

dilip.kha

Hi @zoya faberov ,

Thank you so much for answering my question. However, I did see the doc you mentioned, but I could not find any useful code to use in Python.

All I want is, after getting status_code=200, I want to pull the data using below code/EndPoint. I'm getting result as 200 when I try to print in the last line.

result: <Response [200]>

Please see if you can help me on that. Thank you.

keys = resp.json().keys() if 'JobId' in keys: JobId = resp.json()['JobId'] extract_url = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults&quot; resp1 = requests.get(extract_url + "('" + JobId + "')/$value", headers=request_headers) print("result:", resp1)