Is there any information available on using an API via Python for downloading data from Datascope...

sonam.tomar
sonam.tomar LSEG
in TRTH

... Select. I am particularly interested in intraday data, say 1 or 5min frequency. The only thing I can find on help is the Tick History API.

Is there any information available on using an API via Python for downloading data from Datascope Select. I am particularly interested in intraday data, say 1 or 5min frequency. The only thing I can find on help is the Tick History API.

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  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @sonam.tomar ,

    Please be informed that Datascope Select REST and Tick History REST APIs both interact with the same Datascope service.

    The workflow and approach requirements are uniform across these two APIs.

    The permissions on the user credentials determine the specific requests (templates) and content sets that are available to the user.

    The python examples recommended by @Jirapongse fulfill the requirements for python integration, with Tick History and with Datascope Select products, both on-demand and scheduled, and the part of the example that will need to be modified according to your requirements, is json request itself, you will need to swap the specific request in the example (the example uses IntradayBars request) with the request that you require, either for Tick History or for Datascope Select.

    To learn more about working specifically with DSS requests, enabling you to select and tune the request per your requirements, you may wish to review Refinitiv DataScope Select - REST API Tutorials, there is also downloadable DSS request starter collection, that can be imported and used as a working starter for your required request(s).

  • sonam.tomar
    sonam.tomar LSEG

    Thank you @Jirapongse and @zoya faberov both your answers were helpful.

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