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rahul.deshmukh avatar image
23 ●10 ●14 ●23

TickHistoryRawExtractionRequest Rest Api restrict data

Currently i am using TickHistoryRawExtractionRequest Rest Api python example from Refinitiv tutorial. I extracted the data from REST api and was able to create gzip file for one Identifier. But the data extracted is almost near to 1 billion. And the Query startdate and enddate i have provided is just for one day.

Is there any condition in the extraction request where i can restrict the data as i dont need nanosecond data but daily basis granular data..

I am not able to view CSV file and when i am trying to load this csv into oracle database table its taking hours.

Below is my extraction request part. I am not sure if i can restrict and reduce the unwanted raw data where the options are not valid or is there any way to load this data into oracle database table quiet performance efficiently ?

requestBody = {
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [{
                "Identifier": "SIEGn.DE",
                "IdentifierType": "Ric"
            }]
        },
        "Condition": {
            "MessageTimeStampIn": "GmtUtc",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2021-08-20T00:00:00.000Z",
            "QueryEndDate": "2021-08-20T23:10:00.000Z",
            "Fids": "6,22,25,30,31,77,178,183,184,1021,3853,4465,6544,6554,7087,11872,12770,14265",
            "ExtractBy": "Ric",
            "SortBy": "SingleByRic",
            "DomainCode": "MarketPrice",
            "DisplaySourceRIC": "true",
            "FidListOperator": "OR"
        }
    }
}



tick-history-rest-api
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Alex Putkov.1 avatar image   Alex Putkov.1

@rahul.deshmukh

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

raksina.samasiri avatar image   raksina.samasiri

@rahul.deshmukh

I'm afraid we haven't heard from you in a while and we cannot provide further assistance without the details we asked for. I'm closing this thread. If you need any further assistance, please start a new thread.

Thanks,

AHS

2 Answers

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Gurpreet avatar image
22.1k ●59 ●14 ●21

Hi @rahul.deshmukh ,

If you are not interested in the Raw tick data, then maybe other type of extraction like - Tickhistory Intraday Summaries would be better suited for you.

To limit the number of FIDS in a Raw extraction request, you can create and use a report template in the request.

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rahul.deshmukh avatar image rahul.deshmukh

i dont want to restrict the FIDS but the amount of raw data...i am not sure if the data i am getting its for valid option...so do we have any condition in raw request where we can restrict the data ?

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Gurpreet avatar image
22.1k ●59 ●14 ●21

I don't understand what you mean by restrict the raw data. Only way to reduce it in the RAW extraction request is either - reduce the number of FIDS, or reduce the time range of your request.

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