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jolin.majmin avatar image
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timebar persistence

I did ask this question earlier, however the response received did not solve the problem.

in the code below, when i use, "TimebarPersistence": "false", i still receive carried over values (i would not expect to see quotes on Saturday and Sunday). note: ticker1 is defined as "JPY="

requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw'

requestHeaders={"Prefer":"respond-async","Content-Type":"application/json","Authorization": "token " + token}

requestBody={
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": ["Close Ask","Close Bid","High Ask","High Bid","Low Ask","Low Bid","No. Asks","No. Bids",
      "Open Ask","Open Bid"],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{"Identifier": ticker1,"IdentifierType": "Ric"},
                                #{"Identifier": ticker2,"IdentifierType": "Ric"}
                               ],
      "UseUserPreferencesForValidationOptions": "false"
    },    
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate":QueryStartDate ,
      "QueryEndDate": QueryEndDate,
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": "false",
      "DisplaySourceRIC": "true"
    }
  }
}

r2 = requests.post(requestUrl, json=requestBody,headers=requestHeaders)

#Display the HTTP status of the response
#Initial response status (after approximately 30 seconds wait) is usually 202
status_code = r2.status_code
print ("HTTP status of the response: " + str(status_code))

if status_code == 200 :
    r2Json = json.loads(r2.text.encode('ascii', 'ignore'))
    jobId = r2Json["JobId"]
    print ('\njobId: ' + jobId + '\n')
    notes = r2Json["Notes"]
    print ('Extraction notes:\n' + notes[0])
#technologydatascope-selecttimestamp
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Jirapongse avatar image
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@jolin.majmin

Thank you for reaching out to us.

I checked with the following request. 

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      "Close Ask",
      "Close Bid",
      "High",
      "High Ask",
      "High Bid",
      "Last",
      "Low",
      "Low Ask",
      "Low Bid",
      "No. Asks",
      "No. Bids",
      "No. Trades",
      "Open",
      "Open Ask",
      "Open Bid",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "JPY=",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2024-04-04T00:00:00.000Z",
      "QueryEndDate": "2024-04-10T00:00:00.000Z",
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": false,
      "DisplaySourceRIC": true
    }
  }
}

The output is:

1713338670137.png

To verify the retrieved content, please contact the Tick History support team directly via MyRefinitiv. The support can check the request message and verify the retrieved content.


1713338670137.png (46.7 KiB)
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jolin.majmin avatar image
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Thank you, I see ""ValidationOptions": null, was added...what does this field do?

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Jirapongse avatar image Jirapongse

@jolin.majmin

The request is used in Postman. It could be None in Python. This is a property to validate instruments.

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jolin.majmin avatar image
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Also, note "ValidationOptions": "null", results in 

HTTP status of the response: 400
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