Backtracking Real time updates for sample RIC ESH1m (RawLegacyMarketDepth) in RMDS

XIA LIU
XIA LIU LSEG
in TREP APIs

Hello there,

May I have your advise on below query?

"For RIC ESH1m (RawLegacyMarketDepth)
When is the active day, where is the history stored?
for example 03/12/2021 in the middle of an active day I want to see the history from the beginning of the trading session?
Is this done via the Real-Time API?
And where is the real-time history of an active trading day that has not ended yet is stored at this moment?
Is access to the real-time history inside the active day stored in Refinitiv or through the API at CME?

What tool can I use to access the history of the active trading day until the end of the working day on the exchange?

A question for two RIC: ESH1m and 1UROH1m


Note:

Product: Refinitiv Real-Time Managed Distribution Service



Thanks & Regards,

Xia

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @XIA LIU

    Correct you cannot get the type of historical data you require from a Refinitiv Real-Time feed.

    They would need a historical data product - of which RTH is just one. There may other products best suited. The client should speak to their Refintiv Account team to discuss the various options available and identify the most suitable one.

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