TickHistoryRaw in python

KAKIT.LAI
KAKIT.LAI Explorer
in TRTH

I am using the TRTH_OnDemand_IntradayBars.py come with the "Tick History REST API", and try to implement the raw request using TickHistoryRawrequest template.

  • What are the list of mandatory parameters need to pass in?
  • How do I download the list of available FID to be used for the FID filbers?
  • Is there a sample python template available for this?
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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    KAKIT.LAI,

    The raw extraction is described in the TRTH REST tutorial 8, which should help clarify things.

    To respond to your individual queries:

    Q1: What are the list of mandatory parameters need to pass in?

    A1: You can find all the call parameters in the API Reference Tree. Once you have opened this link, select the extraction request you want in the first drop down, then the screen will refresh and you will see all parameters, with mentions of which ones are mandatory, as well as short explanatory summaries. See screenshot below.

    Q2: How do I download the list of available FID to be used for the FID filbers?

    A2: The entire list of FIDs with numbers and description can be found in the GUI, in the lower part of the Tick History Raw template creation screen.

    Q3: Is there a sample python template available for this?

    A3: No, but you can easily modify the existing one for any On Demand data request you want.

    image

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