RFA timeseries
Hi,
I am working on an application that needs to retrieve historical data using the RFA API.
According to the documentation and development kit I have it seems that I should use the TS1 API to do so.
However it seems that I can't get more that 2 years of history for a daily frequency.
Is there a way to get more daily data using TS1? Should I use another API?
thanks,
Denis Berthod
Basically Time Series One (TS1) library provides access to historical data from Elektron for Real-Time data feed.
Accroding to TS1 Reference Manual (TS1Data.pdf) provided in folder Docs TS1(Time Series One) data is available in three frequencies; daily, weekly, and monthly. For daily data there is up to two years worth of history, for weekly data there is five years, and for monthly data up to ten years.
Alternative choice if you need daily or end of day data more than two year, it should be Thomson Reuters Tick History(TRTH)-REST API. You can find more details from Tick Historical API
There are ElektronTimeSeriesExtractionRequest template which you can use to request EOD data, and it support data more than two year. You may contact Thomson Reuters Account team if you interest the product.
Thanks for your answer.
I was aware that 3 frequencies were available but I didn't know that there were some depth limitation for each one.