Time and Sales Data via RTO Websocket API

serhat.gulsen1

Hi,

My client is using RTO Websocket API to get the XPT= & XPD= RIC streaming prices(Mid price & timact field) into their system to make calculations. Their business department is also using hosted Eikon and getting the same RICs via Eikon Excel time and Sales function. Then they compare the data retreived via RTO Websocket API and Eikon time and sales data and sometimes they find big differences which affects their business flow. Is it possible to get time and sales data via RTO Websocket API so that they can be safe.

Thnx,

Serhat Gulsen

Gurpreet

Hi @serhat.gulsen1,

RTO can only provide streaming real-time market data and not historical timeseries. For historical data, it is best to use Refinitiv Tick History.

wasin.w

Hello @serhat.gulsen1

My colleague already gave you a clear answer, so I just want to add some information that you can find the Refinitiv Tick History API resources from this Refinitiv Tick History (RTH) - REST API page.