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Best way to get historical intraday tick data

I am trying to get all historical intraday tick data for various RICs (for backfilling, adding new markets etc.). What is the best and simplest method to go about this?

For each RIC, I will need a separate file for each day.

Does DSS Rest API offer this? If so, which endpoint should I call? Is there a way to break up the data into daily files?

Ideally, I do not want to implement my own logic for querying each individual day in a loop. I want to upload a list of RICs, and receive a list of daily files.


Thanks!

dss-rest-api#producthistorical
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@jacktan

Thanks for reaching out to us.

It could be the TickHistoryTimeAndSalesExtractionRequest tick history extraction. Time and sales is a display of market trading information, showing a view of every detail of a market’s price movement. For more information, please refer to the Refinitiv Tick History GUI User Guide or Tick History REST API User Guide in the Refinitiv Tick History (RTH) - REST API document section.

When performing an extraction, you need to specify a list of items, a list of fields, and a date range in the request message. The result will be in one file. It will not be in a separate file for each day.

You can also refer to the Best Practices & Fair Usage Policy for DataScope Select and Tick History guide in the document section.

We also provide Tick History standard solution (Venue by Day) which automatically generates a day’s complete trading data for a given exchange and enables you to download it.

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