Possible to get all historical trade for a day using RFA TS1 ?

vjsrwanv
vjsrwanv Newcomer
in RFA

I’m using Java RFA . Used to get TAS data via t7974.T, but it’s no longer supported, so I would like to know whether TS1 RIC like d7974.Td can provide all the trades for a day? From example it seems to provide only summary (high low open etc) for a day?

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    This is correct. TS1 system only collects timeseries in daily, weekly and monthly aggregation. There's no intraday history on TS1. Intraday history is available from Thomson Reuters Tick History (TRTH) and from Eikon. I suggest you reach out to your Thomson Reuters account manager who can recommend the solution that best fits your needs.

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