question

Upvotes
Accepted
t-aaismail avatar image
1 ●0 ●0 ●1

Refinitiv Data API - Getting data for Multiple RICs

Dears,

I want to retrieve Trade [Events] Data for a set List of Universe [RICs] instead of getting them one by one,
currently, I'm only able to retrieve Trades Data fora single RIC for a day using the EVENTS GET API,
I tried to use Events POST API that accepts a List of RICs, but it only returns single Event for each RIC.

Are there any other alternatives, i want to retrieve Full Trade Data for an Exchange, for example, EGX and i don't want delayed data, is there another way?

Service: Refinitiv Data APIs -> Historical Pricing

Thanks,
Abdallah

rdp-api#contentpricing-data
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.

wasin.w avatar image   wasin.w

Hello @t-aaismail

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

1 Answer

· Write an Answer
Upvotes
Accepted
nick.zincone avatar image
17.4k ●82 ●39 ●63

Hi @t-aaismail

The RDP Historical Pricing service supports 2 endpoints the provides event data. The POST request does support multiple RICs, but for only a single event as you discovered. The GET request only supports 1 RIC, but does provide full trade data (multiple events). You will have to submit multiple requests and process each response separately.

If you are developing in Python, you can use the get_history() function defined within the Refinitiv Data Library for Python. It allows the specification of multiple RICs and will take care of packaging up the response.

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.

t-aaismail avatar image t-aaismail
Thanks @nick.zincone ,

I'm currently using the .NET SDK Version, and there is a similar functionality, but it only retrieves 1 single event per Stock, right?
also, does the .NET SDK support Chunking? as it doesn't seem to do so.

nick.zincone avatar image nick.zincone t-aaismail
Hi @t-aaismail

That is correct. The .Net Library only supports what the backend supports as I outlined in my answer above. The Python library have created additional functionality at the access later when using the rd.get_history() function to combine the multiple responses into a single dataframe.

The .Net Library does not support chunking.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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