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vaishali.khairnar30 avatar image
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Need help with bypassing embargo periods for Refinitiv tick history API

I have been working on getting the tick level data from the Refinitiv Tick History API and noticed that if the data was requested too soon, the API returns no quotes as some exchanges impose an Embargo, delaying the data availability. Is there a recommended time gap which we should maintain before making a request to extract the data? Also, how do embargoes work over the weekend and public holidays in each country?


I have gone through the data coverage guide and the RTH documentation but see no recommendation provided regarding this. Can you please help with this?

RTH request body.pdf

#producttick-history-rest-apitick-datatrth-rest-apion-demand-extractionembargo
rth-request-body.pdf (39.2 KiB)
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wasin.w avatar image   wasin.w

Hi @vaishali.khairnar30

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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Jirapongse avatar image
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@vaishali.khairnar30

Thank you for reaching out to us.

What is the report template that you are using? Please also share the request message and Notes or the embargo extraction.

You may try the settings mentioned in this discussion. The PartialEmbargoedReportsEnabled setting may work with schedule extractions.

For more information regarding the embargo, please contact the Tick History support team directly via MyRefinitiv.

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umer.nalla avatar image
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Hi @vaishali.khairnar30

Whilst awaiting a response from a Tick History expert, it may also be worth exploring the RDP Historical API offerings from Refinitiv - which include near real-time Intraday access to summary data (1min, 5min etc intervals) and event data (trades, quotes and corrections) - to see if they could satisfy your requirement.


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