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Mapping of request types with available TRTHV2 request types

Hello,

We require market data for the below request types, could you please provide us the corresponding TRTHv2 request types( Example: (BondRatings,BondSchedules,Composite,CorporateActions,DetailEstimateFootnotes,

ElektronTimeseries,EndOfDayPricing)

1. Intraday Quotes2. Benchmark3. Auction Price4. NEWS5. Trading Session

tick-history-rest-apirequest-type
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@Prabu.MUTHURANGAM, if you are using DSS and not TRTH, then please ignore my previous answer, which was for TRTH.

For DSS:

All the DSS REST API request types are described in the REST API Reference tree. To search for specific fields, and find out which request types deliver them, please refer to the Data content guide for DSS (go to the Field Descriptions tab, search for the field name in column D, and find the report type in column C). An alternative is to create a template in the GUI, then look at the list of available fields for the chosen template.

To update your list:

1. Intraday Quotes (Intraday Pricing)

2. Benchmark (there are several benchmark fields, available in several extractions: Composite, EOD Pricing, Intraday Pricing ...)

3. Auction Price (there are several auction prices, like Closing Auction Price, Auction Ask Price, Auction Bid Price, Close Auction Price , available in several extractions: Composite, EOD Pricing, Intraday Pricing ...)

4. News (/Extractions/NewsItemsReportTemplates)

5. Trading Session (there are several session related fields, available in the Intraday Pricing extraction)

In other words, you need to check the available fields from the list to ensure you select the ones that deliver the data you require. To this aim, prototyping and test queries are easily done in Postman or in the GUI.

Last comment:

  • ElektronTimeseries is a TRTH v2 extraction, not available if you have DSS. Instead, DSS has an extraction called End of Day Pricing.
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@Prabu.MUTHURANGAM,

All the TRTH REST API request types are described in the TRTH REST API User Guide (see in particular chapter 8), and in the REST API Reference tree. To search for specific fields, and find out which request types deliver them, please refer to the TRTH Data dictionary (go to the Field Descriptions tab, search for the field name in column D, and find the report type in column C).

A few additional notes:

  • ElektronTimeseries is the TRTH v2 extraction for End of Day data. It can also deliver the Benchmark Price.
  • Historical tick data (quotes and trades), as well as Auction Price, are available from a TRTH v2 Time and Sales request.
  • Ratings, Bond Schedules, Composite, Estimates, News, End of Day pricing, Intraday Pricing (i.e. current snapshot values) extractions are only available to DSS customers, they are not available if you have the TRTH product.

Seeing you mention many DSS templates leads me to ask: are you using TRTH or DSS ?

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Hi Christiaan Meihsl,

Thanks for the reply. We are using DSS. So we can manage the following as

1. Intraday Quotes (Time and Sales)

2. Benchmark (ElektronTimeseries)

3. Auction Price (Time and Sales)

4. News(/Extractions/NewsItemsReportTemplates)

5. Trading Session (?)

Do you have an idea about Trading session?

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