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pj4 avatar image
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ThomsonReuters Request Examples

Are there any examples of Python codes for following different types of ThomsonReuter requests -

1.#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest [deals with things like symbology change (ie ric changes)]

2.#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest [deals with things like getting exchanges and id's for particular rics]

3.#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest [deals with end of day data]

4.#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest [raw tick level data]

5.#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest [intraday data]

A working example for each of the above, possibly using a Futures ticker and a relevant field is what I am looking for.

dss-rest-apitick-history-rest-apiapirequestextraction
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1 Answer

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Christiaan Meihsl avatar image
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@pj4, we currently have only one of these (number 5 of your list) in the downloads.

That said, it should not be too difficult to extrapolate from that sample to create the other ones you want. The main thing is to understand the API calls, and that is where experimenting with Postman can help. The set of tutorials starting here explains how to do that.

More specifically:

  1. Time and Sales is explained in REST API Tutorial 4
  2. Terms and Conditions is explained here (this is a DSS tutorial, but it also applies to TRTH)
  3. Elektron Time Series is explained in REST API Tutorial 7
  4. Raw data is explained in REST API Tutorial 8
  5. Intraday data is explained in REST API Tutorial 6

I recommend you also study REST API Tutorial 3, which explains the workflow that applies to all these examples.

The article on How to optimize TRTH downloads in Python could interest you as well.

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