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Bid and Ask levels

Hi guys,

I would like to take for bid/ask the 5 levels, but I would like take this information in Tick History Raw.

What fields do I have to select?

I tried, but not return the result.


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1685037213996.png

#producttick-data
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1685037213996.png (49.0 KiB)
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I'm using this RIC: DIJF25

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@guilherme.schuwarten

Thanks for reaching out to us.

I checked and found that DIJF25 doesn't provide those BEST_BID and BEST_ASK fields.

1685069502335.png

I think this is why the extraction returns no data.

You can try the TickHistoryMarketDepthExtraction. The output looks like this:

1685070343257.png

I hope that this information is of help.


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@Jirapongse,


Thank you response.


How Did you get this information about the fields available?

@guilherme.schuwarten

You can use this endpoint (https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryMarketDepth') with the HTTP GET request to get the available fields for market depth data report teamplate.

Otherwise, you can refer to the Data Dictionary - Refinitiv Tick History Custom Reporting document. This document identifies the data available from Tick History custom reporting. Fields are organized alphabetically by report template.

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