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vjsrwanv avatar image
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Possible to get all historical trade for a day using RFA TS1 ?

I’m using Java RFA . Used to get TAS data via t7974.T, but it’s no longer supported, so I would like to know whether TS1 RIC like d7974.Td can provide all the trades for a day? From example it seems to provide only summary (high low open etc) for a day?

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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@vjsrwanv

Hi,

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AHS

Jirapongse avatar image   Jirapongse

@vjsrwanv

Hi,

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AHS

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Alex Putkov.1 avatar image
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This is correct. TS1 system only collects timeseries in daily, weekly and monthly aggregation. There's no intraday history on TS1. Intraday history is available from Thomson Reuters Tick History (TRTH) and from Eikon. I suggest you reach out to your Thomson Reuters account manager who can recommend the solution that best fits your needs.

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