For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials


5 2 1 2

Corresponding REST request

We are calling SubmitFTPRequest method specified using old api

As we are in process of migrating to new rest service, need your help in identifying the request/rest endpoints.

Current request is like this

req.requestType = RequestType.TimeAndSales;

req.displayInGMT = true;

req.fileFormat = RequestFileFormat.MultiByRIC;

req.sortType = RequestSortType.RICSequence;

req.splitSize = 500;

req.applyCorrections = false;

req.messageTypeList = new MessageType[5]; req.messageTypeList[0] = new MessageType(); req.messageTypeList[0].name = "Trade"; req.messageTypeList[1] = new MessageType(); req.messageTypeList[1].name = "Quote"; req.messageTypeList[2] = new MessageType(); req.messageTypeList[2].name = "Correction"; req.messageTypeList[3] = new MessageType(); req.messageTypeList[3].name = "OTC Quote"; req.messageTypeList[4] = new MessageType(); req.messageTypeList[4].name = "Index";

This generates a zipped file containing gzipped csvs by RIC and a report.csv.gz.

Can you please guide how a new request be created and the corresponding rest end points or methods in SDK?


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

5 2 1 2

Thanks for your response.

I am able to download a single gzipped csv file that contains data for all requested RICs.

Previously it was single zip file that contained multiple gzipped csv file one for each RIC.

Also, has a report.csv file containg metadata for each RIC.

In the new request i didn't find any equivalent of below -

1. req.fileFormat = RequestFileFormat.MultiByRIC;

2. req.splitSize = 500;

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Single zipped file is correct, this is the expected response. The response would have to be parsed differently by the requester application.

You could split the original request into sub-requests, would this work for your use case?

I am reviewing the Reference information for TickHistoryTimeAndSalesExtractionRequest, I do not see the same options.

Depending on the metadata you are looking to retrieve, please see Search/InstrumentSearch response in reference, perhaps this is the information that you are looking for?

32.2k 40 11 19

I would like to answer at least a part of this question, to help you to get started.

To migrate to TRTH V2 REST service one needs valid credentials, they are different from the V1 credentials, if you do not have them, please contact your account management team.

The access point is

The Time and Sale request consists of two steps:

Submit your valid credentials - receive authentication token that is good for 24 hours

Submit your Time and Sales request with the token- receive the response

Please refer to REST API Tutorial 4: On Demand tick data extraction for detailed description of Time And Sales request, how to do it.

You will get a gzipped csv file.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.