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manasi.kelkar avatar image
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Quote - Date, Quote - Number of Sellers, Quote - Number of Buyers fields are empty in TickHistoryTimeAndSalesExtractionRequest

following is the request I am trying to make
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest", "ContentFieldNames": [ "Quote - Date", "Quote - Exchange Time", "Quote - Bid Price", "Quote - Bid Size", "Quote - Number of Buyers", "Quote - Ask Price", "Quote - Ask Size", "Quote - Number of Sellers", "Quote - Qualifiers", "Quote - Sequence Number" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "ESH9", "IdentifierType": "Ric" } ], "ValidationOptions": { "AllowHistoricalInstruments": true }, "UseUserPreferencesForValidationOptions": "False" }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2018-12-19T22:00:00.000", "QueryEndDate": "2018-12-20T23:00:00.000", "DisplaySourceRIC": "False" } } }

I am able to get the data back for requested time range but with above mentioned columns empty. I am trying to get data for trading session of 2018.12.20(Which actually starts on 2018.12.19). I am trying to identify data for one trading session using Quote-Date. Is there any other way to get data for requested trading day session instead of requesting for a time range?

tick-history-rest-api
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nityanand.koppad avatar image
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@manasi.kelkar

Suggest you please post your query at www.my.refinitiv.com as your query appears on data updates.

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nityanand.koppad avatar image
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@manasi.kelkar

Tick History doesn't support session based date/time extraction, unless there is session RIC available (some exchanges have sessions RIC) but for ESH9 there is no alternative session RIC available. The best way to query your extraction based on time range where a particular session quoting is available.

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manasi.kelkar avatar image manasi.kelkar

Thank you for the reply. Any comment on fields being empty?(Quote - Date, Quote - Number of Buyers, Quote - Number of sellers)

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