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