How to fetch both TS data as well as Level2 data in Datascope

Hello @jwaldron,

Tick history raw data TickHistoryRawExtractionRequest will result is the raw data response, as recorded from Elektron data feed. MarketPrice is how L1 realtime data is structured, and MarketByPrice and MarketByOrder is how L2 is structured, if available for the instrument. To concolude, what is available from realtime feed, is exactly what is recorded in Refinitiv Tick History.

For example, MbO request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "CARR.PA",
        "IdentifierType": "Ric"
      }]
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2016-09-29T12:00:00.000Z",
      "QueryEndDate": "2016-09-29T12:10:00.000Z",
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketByOrder",
      "DisplaySourceRIC": true
    }
  }
}

Will return order book, that consists from adds and deletes:

...
CARR.PA,Market By Order,2016-09-29T12:02:32.567054249Z,+2,Raw,UPDATE,UNSPECIFIED,,,,6508,,42256,,0
,,,,Summary,,,,,,,,,,2
,,,,FID,4148,,TIMACT_MS,43352516,
,,,,FID,6952,,TIMACT_MSP,871,
,,,,MapEntry,,ADD,,,,,,14428-20160929-95796,,11
,,,,FID,3426,,ORDER_ID,14428-20160929-95796,
,,,,FID,3427,,ORDER_PRC,23.26,
,,,,FID,3428,,ORDER_SIDE,2,ASK
,,,,FID,3429,,ORDER_SIZE,250,
,,,,FID,6524,,OR_TIM_MS,43352516,
,,,,FID,6525,,OR_TIM_MSP,871,
,,,,FID,3886,,ORDER_TONE,2,
,,,,FID,6520,,PR_TIM_MS,33832516,
,,,,FID,6521,,PR_TIM_MSP,869,
,,,,FID,6522,,PR_DATE,2016-09-29,
,,,,FID,6526,,OR_DATE,2016-09-29,
...

Does this answer your question?