How to filter by Market identifier code in the Tick History

ostalcev

I'm looking for a way to get tick history by special tradeboard Gettex (MUNC).

Please show me the param that I should specify in api call

Request
POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
Authorization: Token <your_auth_token_goes_here>
Content-Type: application/json
Accept-Charset: UTF-8
Prefer: respond-async {
 "ExtractionRequest": {
 "@odata.type":
"#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionReque
st",
 "ContentFieldNames": [
 "Close Ask",
 "Close Bid",
 "Domain",
 "High",
 "High Ask",
 "High Bid",
 "History End",
 "History Start",
 "Instrument ID",
 "Instrument ID Type",
 "Last",
 "Low",
 "Low Ask",
 "Low Bid",
 "No. Asks",
 "No. Bids",
 "No. Trades",
 "Open",
 "Open Ask",
 "Open Bid",
 "RIC",
 "Sample Data",
 "Volume"
 ],
 "IdentifierList": {
 "@odata.type":
"#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
 "InstrumentIdentifiers": [
 {
  "Identifier": "US912828ZX16",
  "IdentifierType": "Isin"
 }
 ],
 "ValidationOptions": null,
 "UseUserPreferencesForValidationOptions": false
 },
 "Condition": {
 "MessageTimeStampIn": "GmtUtc",
 "ApplyLegacySummaryTimeLabel": false,
 "ReportDateRangeType": "Range",
 "QueryStartDate": "2008-10-13T13:00:00.000-05:00",
 "QueryEndDate": "2008-10-13T14:00:00.000-05:00",
 "SummaryInterval": "OneMinute",
 "TimebarPersistence": true,
 "DisplaySourceRIC": true
 }
 }
}

zoya faberov

Hello @ostalcev ,

From my verification search, using DSS GUI, instrument search on MIC = MUNC does not result in hits:

Based on this empty result, we should expect that an extraction based on this identifier does not to return any results, neither via REST API nor via GUI.

However, as a customer, it is best to contact Refinitiv content experts via Refinitiv Helpdesk Online -> Content -> RTH directly, to obtain an expert advice on this specific type of content.

Refinitiv developers forums can be of most help to you with general questions and discussions on the Refinitiv API usage. The members of these forums are developers working with Refinitiv APIs, the moderators of the forums are Refinitiv API experts, and do not have in-depth knowledge of the many types of Refinitiv content.

Hope this information helps

ostalcev

@zoya faberov thank you for the answer. But could you please specify the REST API QUERY param to filter by MIC?

ostalcev

And may be its not a MUNC but MUND or XMUN.

zoya faberov

Hello @ostalcev ,

I believe that it will not work, to filter REST API query by MIC. The result will be empty, as instrument is not found.

REST API is connecting to the same backend as DSS GUI, therefore the API request will not return the result.

I have searched for the other two MICs, they are not found either. To my understanding MUNC is a valid MIC as well as the others, see the complete list of valid MICs at WiKiPedia: Market Identifier Code. However, I am not a content expert, so I suggest contacting content directly for the best advice on identifying and requesting content.

ostalcev

@zoya faberov Thank you, I understand you point on not existing MIC.

But anyway could you please show the example of Query for REST API where I could filter by both fields ISIN and MIC (any existing MIC like XNAS or XMUN) simultaneously? \

Or may be you could give a method how to filter by any specific MIC and ISIN ( not regarding to MUNC)

ostalcev

@zoya faberov Im trying using

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw

zoya faberov

Hello @ostalcev ,

From my testing, when specifying MIC as IdentifierType the result set is empty.

However, to verify the content, as a customer, the best way is to open a support ticket via Refinitiv Helpdesk Online -> Content -> RTH