question

Upvotes
Accepted
guilherme.schuwarten avatar image
9 ●1 ●0 ●2

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.


1685037133798.png


1685037213996.png

#producttick-data
1685037133798.png (57.4 KiB)
1685037213996.png (49.0 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

guilherme.schuwarten avatar image guilherme.schuwarten
I'm using this RIC: DIJF25

1 Answer

Upvotes
Accepted
Jirapongse avatar image
62k ●173 ●45 ●65

@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.


1685069502335.png (49.4 KiB)
1685070343257.png (71.7 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

guilherme.schuwarten avatar image guilherme.schuwarten
@Jirapongse,


Thank you response.


How Did you get this information about the fields available?

Jirapongse avatar image Jirapongse guilherme.schuwarten

@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.