question

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50 11 20 28

Query on RaWTAS API

We need few details about the RawTAS API which are as below.

1. What is the API name for RaWTAS?

2. Can we use this API to download data similar to what we are doing through AWS for MBO?

tick-history-rest-apinda-raw
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@Ayan I am not sure what you mean by RawTAS API.

Do you mean TRTH time and sales data or raw data?

Time and sales data shows volume, price, and date/time for each trade

Raw data shows every market activity.

For the record, we don't have API named "RawTAS"

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Hi @Ayan

In that case, you have multiple options.

If you prefer an On-Demand request, you can do an On Demand raw data extraction.

To get Market Price Raw data from On-Demand raw data extraction you have to specify domain code as "MarketPrice"

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "TRI.N",
          "IdentifierType": "Ric"
        }
      ]
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2017-08-29T12:00:00.000Z",
      "QueryEndDate": "2017-08-29T12:10:00.000Z",
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
      "DisplaySourceRIC": true
    }
  }
}

Or if you prefer to schedule extraction job on TRTH server, you can follow the scheduled data extraction workflow and use "TickHistoryRawReportTemplate" when you create a template.

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Upvotes
50 11 20 28

Sorry for Confussion. I want to download Market Price Raw data using Rest API. I could able to see the VBD is already providing the same however for our project requires Market Price data for selected instruments.

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