I'm trying to extract intraday historical data for the current trade day. I know TRTH embargoes the data for one day before making it available. Is there an API that will give me access to tick data for the last 5 hours for example?
@preshan.govinder, here is what the DSS API can do:
The DSS Intraday Pricing Extraction request delivers a snapshot (not a time series) of the latest price of the current day. Note: the result might be embargoed (i.e. delivered after a venue dependent time) if you do not have real-time permissioning for the venue.
The DSS Timeseries Extraction request does not deliver data for the current day.
You might also want to investigate the various Eikon based APIs, if I'm not mistaken they can deliver time series data for the current day.