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Hi. I'm following this tutorial (https://developers.refinitiv.com/en/article-catalog/article/using-tick-history-in-r-language-part-3) to use Refinitiv REST API in R. But I think the question should be general and apply to other languages (Python/C etc).
So I'm not able to get results within 30s time-out period so I'm polling the 'get' method. When running:
url <- "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw"
r <- httr::GET(location,add_headers(prefer = "respond-async",Authorization = token))
I get the error:
Error in handle_url(handle, url, ...) : ccan't find object 'location'
But nowhere in the tutorial mentions how to define 'location'. So can I get some help on this issue? Thank you.
Refer to the source code in GitHub, the Location is in the HTTP's headers when the HTTP status code is 202.
RTHExtractRaw <- function(b,path,overwrite = FALSE) { url <- "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" token <- get("token",envir = cacheEnv) r <- httr::POST(url,add_headers(prefer = "respond-async",Authorization = token),content_type_json(),body = b,encode = "json") if (status_code(r) == 202) { message("The request has been accepted but has not yet completed executing asynchronously.\r\nReturn monitor URL\r\n",r$headers$location) return(invisible(r$headers$location)) } else if(status_code(r) == 200) { a<-content(r, "parsed", "application/json", encoding="UTF-8") message(a$Notes) return(RTHRawExtractionResults(a$JobId,path,overwrite)) } else { warn_for_status(r) a<-content(r, "parsed", "application/json", encoding="UTF-8") return(a) } }
Then, the URL in the Location is used with the HTTP get method to check the request status.
RTHCheckRequestStatus <- function(location,path,overwrite = FALSE) { token <- get("token",envir = cacheEnv) r <- GET(location,add_headers(prefer = "respond-async",Authorization = token)) if (status_code(r) == 202) { message("The request has not yet completed executing asynchronously.\r\nPlease wait a bit and check the request status again.\r\n") return(invisible(r$headers$location)) } else if(status_code(r) == 200) { a<-content(r, "parsed", "application/json", encoding="UTF-8") message(a$Notes) return(RTHRawExtractionResults(a$JobId,path,overwrite)) } else { warn_for_status(r) a<-content(r, "parsed", "application/json", encoding="UTF-8") return(a) } }
Hi. Thank you. I'm now able to run the functions. However, should I define path as a csv file or something else? When I set path as a csv file and run RTHCheckRequestStatus(), I get some garbled codes as in the pic. What should I do?
Hi. Just repeating my question in the comment for a better readability... I'm now able to run the functions thanks a lot. However, should I define path as a csv file or something else? When I set path as a csv file and run RTHCheckRequestStatus(), I get some garbled codes as in the pic. What should I do?
Please share the request's body (b) used with the RTHExtractRaw function.
Hi, my body is:
b='{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": [
"Close Ask",
"Close Bid"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "AAPL.O", "IdentifierType": "Ric" }
],
"ValidationOptions": null,
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"MessageTimeStampIn": "LocalExchangeTime",
"ReportDateRangeType": "Range",
"QueryStartDate": "2020-08-17T11:00:00.000Z",
"QueryEndDate": "2020-08-19T11:30:00.000Z",
"SummaryInterval": "OneMinute",
"TimebarPersistence": true,
"DisplaySourceRIC": true
}
}
}'
From my test, the output is the gzip file. Therefore, we need to save it as a gzip file.
result = RTHCheckRequestStatus(location,"c:\\d_drive\\test.csv.gz")
Then, uncompress it to get the csv file.