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Hi All, am looking for the backed(old) out for a time like in-between starttime, endtime duration form ERT for a particular RIC. Tried going through the endpoints in API Playground but couldn't get the right API doing this. kindly advise.
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If you want to identify the missing records retrieved by the Real-Time SDKs, you may consider another Tick History product (LSEG Tick History).
This product supports the raw data extraction which is the same data retrieved from the real-time feed.
However, the data may not be avaiable immediately. Please check the LSEG Tick History Data Coverage Guide.
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Thank you for reaching out to us.
For historical data, the endpoint is /data/historical-pricing/v1/.
You can try the /VIEWS/EVENTS/{UNIVERSE} endpoint. The playground provides several samples that show how to specify the start and end parameters.
For example:
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Hi @Jirapongse, Thanks for the above comment, we tried using this end point to retrieve the historical information, but here concern is we are not getting the SEQNUM and other fields which helps us in deciding the missing records.
As part of our exercise, we did try the below endpoint also but, this endpoint returns only a single item and not the multiple(history) records item of the RIC to find the missing record.
