-
No Return for Valid Content Fields for Tick History Raw Template
hello, I'm Running into an issue when trying to make tick history raw extraction requests. I'm following the API docs…
-
Guidance on Retrieving Tick-by-Tick Data for Each DAX Futures Contract Since 2010
Dear Team ! I am trying to retrieve tick-by-tick data for each individual DAX Futures contract since 2010 using my Tick History subscription. My goal is to extract the data for each contract (e.g., March, June, September, December expirations for each year). Then I will handle the rollovers manually. I have encountered…
-
Getting time and sales data. No data in the 200 response
What am I doing wrong? I'm trying to follow this: https://developers.lseg.com/en/article-catalog/article/using-tick-history-in-r-language-part-3 def preview_response(response, num_lines=100): """ Prints the first few lines of a streamed Refinitiv API response. :param response: The streamed API response. :param num_lines:…
-
Historical exchange data extraction
Hello, For a project I would like to extract monthly data. What I need is for each month historically to extract which stocks were in a specific exchange. For example: the names of all the stocks that where in the euronext Paris exchange in the month of march 2008. (all those that were active at that time, also those that…
-
PYTHON API Extraction Not Yielding Results
Hi Team, Hoping for your help in checking the code of the client below, for some reason, they are not receiving any results when querying for MarketDepth: Code: def ExtractRaw(token, json_payload): try: outputfilepath = str(_outputFilePath + _outputFileName + str(os.getpid()) + '.csv.gz') if os.path.exists(outputfilepath):…
-
How to get futures data for ES and BTC and AAPL?
I'm trying to get futures order book information for the E-mini (ES) and futures data for say Bitcoin: 0#BTC. Where can I get this information? Can you show me python code to use to get this order book data. This is how I get stock data. Is it similar? json_blob = { "ExtractionRequest": { "@odata.type":…
-
How do you pass in the correct RIC to a TickHistoryMarketDepthExtractionRequest
I have this code to get the sp_500 list of tickers: def get_sp500(): import requests import json url = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractWithNotes" payload = json.dumps({ "ExtractionRequest": { "@odata.type":…
-
When do CSVs become available for download for all exchanges? I'm download ticker order book ric
Hi I'm making requests to download TickHistoryMarketDepth data. "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest", "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",…
-
Missing data for 'End of Day' data pull on expired/ inactive RICs
I am trying to pull data on python through the end of day extraction url, for a number of expired RICs specifically for spreads on LCO, CL, HO, RB, LGO. For most of the spreads I have managed to pull all the daily data for High, Low, Last, Open and Volume successfully. However there are still many that have missing data. I…
-
How can I return the Exchange Code for a constituent instrument ric using the Search/HistoricalChain
I am using this API code for HistoricalChain Search but unable to get the Source/Exchange code. What is the reason? Product is Tick History https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution { "Request": { "ChainRics": [ "0#.KQ150" ], "Range": { "Start": "2023-01-31T00:00:00.000Z", "End":…
-
Intraday FX data from DataScope Select API
Hey everyone, I'm trying to retrieve tick-level FX traded price data from the REST API. However, the code I'm using (attached below) isn't returning any data. I’d really appreciate any help—thanks in advance! { "ExtractionRequest": { "@odata.type":…
-
Tick History Intraday Summary default timezone
Can you advise me the default time zone value for below condition under Tick History Intraday Summary? DateRangeTimeZone MessageTimeStampIn
-
In Time and Sales report, how do we exclude "off book" records?
In the "Qualifiers" column in Time and Sales report, there are some entries which are Off Book Trades. How do we exclude this using the API ? Qualifiers S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];"SI "[TR_TRD_FLG];47------MP----[MMT_CLASS]
-
Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the r...
...esponse (the notes where it says how many RICs some chain RIC expanded to) so that I can determine how to best split the query? Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the response (the notes where it says how many RICs some chain RIC expanded to) so that I can…
-
Recommendation with using the https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/Ex...
...tractWithNotes without taking so much time I am trying to download reference history for futures option contracts. I was using this REST API: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/ReferenceHistory It was recommended that I change to use…
