May I have your advise on below query?
"For RIC ESH1m (RawLegacyMarketDepth)
When is the active day, where is the history stored?
for example 03/12/2021 in the middle of an active day I want to see the history from the beginning of the trading session?
Is this done via the Real-Time API?
And where is the real-time history of an active trading day that has not ended yet is stored at this moment?
Is access to the real-time history inside the active day stored in Refinitiv or through the API at CME?
What tool can I use to access the history of the active trading day until the end of the working day on the exchange?
A question for two RIC: ESH1m and 1UROH1m
Product: Refinitiv Real-Time Managed Distribution Service
Thanks & Regards,
Hi @XIA LIU
Correct you cannot get the type of historical data you require from a Refinitiv Real-Time feed.
They would need a historical data product - of which RTH is just one. There may other products best suited. The client should speak to their Refintiv Account team to discuss the various options available and identify the most suitable one.
Hi @XIA LIU
For historical data, you would need to use one of our historical data APIs such as Refinitiv Tick History - which has a REST API.
Please see this page for details of some of the APIs that offer various types of Historical content.
If you require more details on any of the APIs, please select the API and then read the Overview page as well as any QuickStart and Tutorial pages.