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gurbakhshish.singh avatar image
3 ●0 ●0 ●2

Not getting any content when using ExtractRaw api for Tick history time and sales data

Hi All,


I am trying to use selectapi to get on demand tick history time and sales data but in the api response i only get the notes not the actual content. This is my request payload to ExtractRaw post endpoint


{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
      "Trade - Ask Price",
      "Trade - Bid Price",
      "Trade - Ask Size",
      "Trade - Bid Size",
      "Trade - Exchange Time",
      "Trade - Volume",
      "Trade - Price"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        { "Identifier": "IBM.N", "IdentifierType": "Ric" }
      ],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "QueryStartDate": "2021-06-01T00:00:00.000Z",
      "QueryEndDate": "2021-06-02T00:00:00.000Z",
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": false,
      "ReportDateRangeType": "Range",
      "DisplaySourceRIC": false
    }
  }
}


and this is the response that i get as response


{
  "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
  "JobId": "0x0794b634781cae59",
  "Notes": [
    "Extraction Services Version 14.5.42294 (xxx), Built Apr  8 2021 13:43:46\\nUser ID: 9028436\\nExtraction ID: xxx\\nSchedule: xxx (ID = xxx)\\nInput List (1 items):  (ID = xxx) Created: 06/04/2021 10:44:29 Last Modified: 06/04/2021 10:44:29\\nReport Template (1 fields): xxx (ID = xxx) Created: 06/04/2021 10:42:54 Last Modified: 06/04/2021 10:42:54\\nSchedule dispatched via message queue (xxx), Data source identifier (xxx)\\nSchedule Time: 06/04/2021 10:42:54\\nProcessing started at 06/04/2021 10:42:54\\nProcessing completed successfully at 06/04/2021 10:44:29\\nExtraction finished at 06/04/2021 14:44:29 UTC, with servers: xxx, TRTH (83.786 secs)\\nInstrument <RIC,IBM.N> expanded to 1 RIC: IBM.N.\\nTotal instruments after instrument expansion = 1\\nQuota Message: INFO: Tick History Cash Quota Count Before Extraction: 99999; Instruments Approved for Extraction: 1; Tick History Cash Quota Count After Extraction: 99999, 94.5213333333333% of Limit; Tick History Cash Quota Limit: 75000\\nManifest: #RIC,Domain,Start,End,Status,Count\\nManifest: IBM.N,Market Price,2016-11-21T14:30:09.874048747Z,2016-11-22T21:05:12.598883333Z,Active,86928\\n"
  ]
}

am i missing something in the request payload ?


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4 Answers

Upvotes
Accepted
zoya faberov avatar image
32.2k ●40 ●11 ●19

Hello @gurbakhshish.singh,

What if you check status of this jobId:

{
                {protocol}}{
                {host}}{
                {api}}Extractions/ExtractRawResult(ExtractionId='{
                {jobId}}')

what status result do you get?

If the status is 200, what if you request result/get data:

{
                {protocol}}{
                {host}}{
                {api}}Extractions/RawExtractionResults('{
                {jobId}}')/$value

Please let @Gurpreet and me know how this works on your side?

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Upvotes
Gurpreet avatar image
17.2k ●47 ●13 ●19

Hi @gurbakhshish.singh,

I ran your exact query and was able to get data. Looking at your extraction notes, I notice this - 

Quota Message: INFO: Tick History Cash Quota Count Before Extraction: 99999; Instruments Approved for Extraction: 1; Tick History Cash Quota Count After Extraction: 99999, 94.5213333333333% of Limit; Tick History Cash Quota Limit: 75000\
Manifest: #RIC,Domain,Start,End,Status,Count


Seems like you have reached the limit of extraction quota allowed. Please contact your Refinitiv account manager to check your subscription tier and possibly increase if required.

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gurbakhshish.singh avatar image
3 ●0 ●0 ●2

@Gurpreet i replaced the actual numbers in the notes before posting the question, the actual numbers are as following


INFO: Tick History Cash Quota Count Before Extraction: 70891; Instruments Approved for Extraction: 1; Tick History Cash Quota Count After Extraction: 70891, 94.5213333333333% of Limit; Tick History Cash Quota Limit: 75000
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Upvotes
gurbakhshish.singh avatar image
3 ●0 ●0 ●2

i am able to get the data from RawExtractionResults but not with polling location in headers of ExtractRaw response

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zoya faberov avatar image zoya faberov

Hello @gurbakhshish.singh,

Would be helpful to better understand what you see.

What result/status do you get for status check of your jobId:

{
                   {protocol}}{
                   {host}}{
                   {api}}Extractions/ExtractRawResult(ExtractionId='{
                   {jobId}}')

200? 202? 404? Other?

Thanks