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Bid and Ask levels

guilherme.schuwarten

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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Accepted answers

@guilherme.schuwarten

Thanks for reaching out to us.

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

I think this is why the extraction returns no data.

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

I hope that this information is of help.

All comments

guilherme.schuwarten

I'm using this RIC: DIJF25

@guilherme.schuwarten

Thanks for reaching out to us.

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

I think this is why the extraction returns no data.

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

I hope that this information is of help.

guilherme.schuwarten

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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