Filtering data at source

lhabinsky
lhabinsky Newcomer
in TRTH

Hi,
I am querying data from TRTH Intraday summary via python. Is it possible to do any of the below:

1. Only call certain fields: For instance, I do not need to to get data on default fields such as Domain, Underlying RIC Alias, Type.

2. Is there a way to only get non empty data. For instance, if Price ("Last") and Volume are empty, I do not want to download that row.

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @lhabinsky,

    1. You might have seen the TRTH REST Tutorial 6 on TRTH Intraday summaries. Among other things it explains how to select returned fields. That said, some default fields will be delivered in any case (Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type), they cannot be disabled.
    2. It is not possible to only get non empty data. You can set TimebarPersistence to false to remove empty bars, but there is no way to suppress a row based on a specific set of fields being empty.

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