For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
gurbakhshish.singh avatar image
3 ●0 ●0 ●1

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 ?


dss-rest-apidssdatascope-selectapi
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

4 Answers

Upvotes
Accepted
zoya faberov avatar image
30.2k ●34 ●11 ●17

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?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Gurpreet avatar image
15.9k ●41 ●12 ●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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
gurbakhshish.singh avatar image
3 ●0 ●0 ●1

@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
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
gurbakhshish.singh avatar image
3 ●0 ●0 ●1

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

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

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