We need tick history intraday data at every 5 mins for few instruments. Is it possible to get the...
Best Answer
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Hello @nikhilkumar.bajaj ,
You are correct, the result for TickHistoryIntradaySummaries should be in gzipped format.
In addition to the tutorial for REST, which would be the best to learn the approach, and includes the link to the downloadable Postman example RTH REST Tutorials Postman collection that you can download at run, as suggested by @Jirapongse (Postman may unzip by default making it easy to review the result), you may wish to review RTH Python Code Samples -> RTH_OnDemand_IntradayBars for the code details.
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Answers
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It should be the intraday bars extraction which supports the FiveMinutes interval.
The output is in CSV format.
For more information, please refer to REST API Tutorial 6: On Demand intraday bars extraction.
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Hi,
but according to the document the response will be in gzip. Is it the gzip contains the csv or we get the csv as output? we have near 50 instruments to fetch the data.
Content-Encoding: gzip
Content-Type: text/plain0 -
Hi, I am satisfied with the response.
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