We have multiple types of files under VBD, namingly MD,Ref,CORP, Instrument etc. Now for an exchange there will list of RICs inside the Instruments file. What will be the best way to get all the types of files for this RICs?
VBD provides functions to get the list of all user packages (Exchanges) and the list of all user package deliveries (Files). Then, the application can retrieve those files. For more information, please refer to REST API Tutorial 2: Retrieve VBD files.
The files are named using the following convention:
Venue-YYYY-MM-DD-Format-Datatype-Part-of-Totalparts.csv.gz
For example: LSE-2016-03-20-NORMALIZEDLL2-DATA-1-of-1.csv.gz
To get all file types, you can refer to the step: Filter the list based on file type (optional) in REST API Tutorial 2: Retrieve VBD files.
