Get Reuters D3000 through Refinitiv Tick History REST API

alfonso.silvaruiz
alfonso.silvaruiz Newcomer
in TRTH

Hi!

I am trying to get intraday data for Reuters D3000 traded currencies through Refintiv Tick History (RTH) REST API. I can sucessfully get data on FX Composites (e.g. EUR= or GBP=). For this, I use RTH REST API.
However, when I change the RIC from EUR= to EUR=D4 or use another contributor (e.g. ICAP, EUR=ICAP), I get the "Notes":["All identifiers were invalid. No extraction performed."]

I've already checked using RIC tool and EUR=ICAP exits. This has also been confirmed with Eikon Desktop.

How can I get intraday data for D300 RICS using the API?
Here's the sample get request (in python). The headers include authentification

url = 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw';

#Here, we need to create the body of the request to use it into the post ca
#3.1) Extraction reque
startDate = "2020-09-29T09:00:00.000Z"
endDate = "2020-09-29T09:30:00.000Z"
extraction_datatype = '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest'
content_fieldnames = ['Quote - Bid Price','Quote - Bid Size','Quote - Ask Price','Quote - Ask Size']

identifierlist_datatype = '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList'
instrument_identifiers = [{'Identifier':'GBP=', 'IdentifierType':'Ric'}]

condition = {"MessageTimeStampIn":'GmtUtc',
'ApplyCorrectionsAndCancellations': False,
'ReportDateRangeType': 'Range',
'QueryStartDate': startDate,
'QueryEndDate': endDate,
'DisplaySourceRIC': True}

data = {
'ExtractionRequest':{
'@odata.type':extraction_datatype,
'ContentFieldNames':content_fieldnames,
'IdentifierList':{
'@odata.type':identifierlist_datatype,
'InstrumentIdentifiers':instrument_identifiers
},
'Condition':condition

}
}

response = requests.post(url, 
data=json.dumps(data), 
headers = headers)


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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @alfonso.silvaruiz ,

    For content-specific questions, the best approach for a customer is to direct them to Refinitiv content experts via Refinitiv Helpdesk Online -> Content -> RTH, and be connected with a Refinitiv expert for this specific content set, directly.

    This forum will be most useful to you with general questions and discussion around API usage , the majority of the forum's members are developers working with Refinitiv APIs, the moderators of the forums are API experts and do not have in-depth expertise in every content set that is made available by Refinitiv.

    In your case, you know that your API request is syntactically correct and is submitted correctly, as you are able to extract the composites such as "EUR=" successfully with the same request.

    On my side, I can also confirm the response "invalid" for contributor currencies, for example "EUR=D4".

    If you are unable to proceed as suggested, please let us know, and I will open a content case on your behalf?

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