Hi @marko.drews,

The quota limit should not rely on the number of RICs or the range of time defined in a request. It likely is the number of RICs can be requested per month for an account. For more detailed information, I would recommend you contact TRTH support team via MyRefinitiv Product Support.

Hi @marko.drews,

For the embargo issue, application should adjust the query range in the extraction request to avoid the embargo time. For example, the QueryEndDate should not be after the market close time of the previous day.

With regard to the quota limit, I would suggest you open a query to TRTH support via MyRefinitiv. The TRTH support should be able to verify your quota limit and provide appropriate solution.

Hi Veerapath,

Im still struggling to request marketdepth data and rawTickData.

It would be wonderful, if you can tell me, how to setup proper requests

Here is a copy of the actual marketdepth request im sending:

IdentifierList:
{
__type: "ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList, ThomsonReuters.Dss.RestApi.Client",
InstrumentIdentifiers:
[
{
Identifier: DEBYF2,
IdentifierType: Ric
}
],
UseUserPreferencesForValidationOptions: True
},
Condition:
{
View: RawMarketByPrice,
SortBy: SingleByTimestamp,
MessageTimeStampIn: GmtUtc,
ReportDateRangeType: Range,
QueryStartDate: 2015-06-03T12:15:02.0000000+02:00,
QueryEndDate: 2020-06-03T12:15:02.0000000+02:00,
Preview: None,
ExtractBy: Ric,
DisplaySourceRIC: True
}

I have tried different Views. With NormalizedLL2 I was only able to fetch previews. I got a dataset of 100 ticks, which barely held values.

Id expect large datasets

How would you put together such requests for given Identifier?

Id be interested in market depth and raw tick requests.

Thanks a lot

Hi @marko.drews,

The <DEBYF2> RIC supports only MarketPrice domain. This means that the RIC is available only on "LegacyLevel2" and "NormalizedLL2" view in MarketDepth Extraction.

You can use the HistoricalSearch to find the list of available domain for a RIC. Below is the result of <DEBYF2>.

DomainCode: 6 - Market Price, 7 - Market By Order, 8 - Market By Price, 9 - Market Maker

{
    "@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#Collection(ThomsonReuters.Dss.Api.Search.HistoricalSearchResult)",
    "value": [
        {
            "Identifier": "DEBYF2",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxERUJZRjJ8",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "2017-04-24T00:00:00.000Z",
            "LastDate": "2020-06-08T00:00:00.000Z",
            "History": []
        }
    ]
}

Below is the sample of request for NormalizedLL2 view. Could you try this and let me know the result and notes information?

{
  "ExtractionRequest": {
            "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
    "ContentFieldNames": [
        "Ask Price",
        "Ask Size",
        "Bid Price",
        "Bid Size",
        "Number of Buyers",
        "Number of Sellers"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "DEBYF2",
        "IdentifierType": "Ric"
      }]
    },
    "Condition": {
      "View": "NormalizedLL2",
      "NumberOfLevels": 10,
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2015-06-03T12:15:02.0000000+02:00",
      "QueryEndDate": "2020-06-03T12:15:02.0000000+02:00",
      "DisplaySourceRIC": true,
      "ExtractBy": "Ric"
    }
  }
}

If you need the raw tick for market depth, you need to use TickHistoriyRawExtraction with the market depth RIC, <1DEBYF2> instead.

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        { "Identifier": "1DEBYF2", "IdentifierType": "Ric" }
      ],
      "ValidationOptions": {
          "AllowHistoricalInstruments": true
      },
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2015-06-03T12:15:02.0000000+02:00",
      "QueryEndDate": "2020-06-03T12:15:02.0000000+02:00",
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
      "DisplaySourceRIC": true
    }
  }
}

Hi Veerapath,

I tried executing the request as you proposed.

It returned an error of quota limits exceeded

{

Cache-Control: no-cache
Pragma: no-cache
Server: Microsoft-IIS/7.5
X-Client-Session-Id: a9260465-d799-4568-b651-1c5d9023ed55
X-Request-Execution-Correlation-Id: CiD/9024214/IY0SWw.07206cbddf21a20d/RA
X-App-Id: Custom.RestApi
X-App-Version: 14.0.150.64
Date: Mon, 08 Jun 2020 09:20:36 GMT
Content-Type: application/json; charset=utf-8
Expires: -1
Content-Length: 1473

}"
}{
JobId: 0x07206cb84851a20d,
Notes:
[
"Extraction Services Version 14.0.41655 (18a2bf29b489), Built Apr 15 2020 12: 19:08
User ID: 9024214
Extraction ID: 2000000154371902
Schedule: 0x07206cb84851a20d (ID = 0x0000000000000000)
Input List (1 items): (ID = 0x07206cb84851a20d) Created: 06/08/2020 09:20:19 Last Modified: 06/08/2020 09:20:19
Report Template (6 fields): _OnD_0x07206cb84851a20d (ID = 0x07206cb84871a20d) Created: 06/08/2020 09:16:42 Last Modified: 06/08/2020 09:16:42
Schedule dispatched via message queue (0x07206cb84851a20d), Data source identifier (9E01D498108649E7962A1FA92A8E0CA5)
Schedule Time: 06/08/2020 09:16:43
Processing started at 06/08/2020 09:16:43
Processing completed successfully at 06/08/2020 09:20:19
Extraction finished at 06/08/2020 09:20:19 UTC, with servers: tm03n02, TRTH (183.782 secs)
Instrument <RIC,DEBYF2> expanded to 1 RIC: DEBYF2.
Total instruments after instrument expansion = 1
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 0; Instruments Approved for Extraction: 0; Tick History Futures Quota Count After Extraction: 0, 100% of Limit; Tick History Futures Quota Limit: 0
Quota Message: ERROR: The RIC 'DEBY' in the request would exceed your quota limits. Adjust your input list to continue.
Quota Message: WARNING: Tick History Futures Quota has been reached or exceeded

So the question is, what is the allowed amount or time range to request tickdata.

I understand that those contracts are traded over large timeframes and in tickresolution

result in huge datasets, that probably exceed the quota limits.

What time frame would you suggest? are there any experiences regarding max amounts of tickdata?

In the meantime Ill try to request the intraday summaries

I just printed my quota limits:

{
__type: "ThomsonReuters.Dss.Api.Quota.Quota, ThomsonReuters.Dss.RestApi.Client",
Count: 2,
Limit: 106,
Category:
{
Code: Cash,
Name: Cash/OTC
}
}

Ill talk to my product support and will come back to you.

Thanks anyway