I have used the Python Example code to query intraday summaries. It takes 4 minutes to download the basic data for 24 hour period for 2 stocks. How can this be optimised?
def request_intraday_summaries(token, rics, start_date, end_date):
url = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw"
headers = {
"Prefer": "respond-async",
"Content-Type": "application/json",
"Authorization": f"token {token}"
}
# Define the content fields you want to retrieve
content_fields = [
"Volume",
"Last",
]
# Build the request body
body = {
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": content_fields,
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{"Identifier": ric, "IdentifierType": "Ric"} for ric in rics],
"UseUserPreferencesForValidationOptions": False
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": start_date,
"QueryEndDate": end_date,
"SummaryInterval": "FifteenMinutes",
"TimebarPersistence": True,
"DisplaySourceRIC": True
}
}
}
# Send the extraction request
response = requests.post(url, json=body, headers=headers)
print(f"Response received: {response}")
if response.status_code in [200, 202]:
if response.status_code == 202:
# Extraction is not immediately available, poll the status
location = response.headers.get("location")
return poll_extraction_status(token, location)
else:
# Extraction is ready
return response.json()["JobId"]
else:
print("Extraction request failed.")
print(f"Status Code: {response.status_code}")
print(f"Message: {response.text}")
return None
def poll_extraction_status(token, location_url):
headers = {
"Authorization": f"token {token}"
}
while True:
response = requests.get(location_url, headers=headers)
if response.status_code == 200:
# Extraction is ready
job_id = response.json()["JobId"]
print(f"Extraction completed. Job ID: {job_id}")
return job_id
elif response.status_code == 202:
# Extraction is still in progress
print("Extraction in progress. Waiting for 30 seconds...")
time.sleep(30)
else:
print("Error while polling extraction status.")
print(f"Status Code: {response.status_code}")
print(f"Message: {response.text}")
return None
# Request the extraction and get the Job ID
job_id = request_intraday_summaries(token, rics, start_date, end_date)
