Downloading older Venue By Day Files via CFH using Python

ns3481 · July 2022

Hi Team,

We have access to VBD files for a certain venue (venue = OPQ) and it only allows access for files in the last 30 days. We reached out to the account manager for access to older files and said they should be available for download via CFS.

"You can pull this data via CFS for all of the OPQ venue, back to 2004."

I couldn't find much actionable information about this on this forum or the documentation I currently have. Could you please help me with ways to algorithmically read these files? I'm using python.

zoya faberov · July 2022

Hello @ns3481 ,

To access tick history from CFS requires RDP and CFS - Tick History permissions.

If you don't have the permissions, and require this content, suggest to contact your organization's Refinitiv account manager to discuss the requirement as the first step.

If you have the permissions, and are ready to proceed,

To get started with RDP, to initially connect and authenticate, see:

Quickstart guide for Refinitiv Data Platform

Next if you are more comfortable with Postman, download and import RDP Postman Starter Collection and review sections:

1. Authentication

2. CFS -> CFS - Tick History

If with Python, see Introduction to Client File Store (CFS) - Python

Refinitiv Data Library for Python is an ease of use tier that enables access to RDP CFS - Tick History content as well, that is in early access at this time.

Consider example on GitHub RD Library -> Client File Store - Tick History

For more information refer to Refinitiv Data Library for Python