question

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ostalcev avatar image
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How to filter by Market identifier code in the Tick History

I'm looking for a way to get tick history by special tradeboard Gettex (MUNC).

Please show me the param that I should specify in api call 

Request
POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
Authorization: Token <your_auth_token_goes_here>
Content-Type: application/json
Accept-Charset: UTF-8
Prefer: respond-async {
 "ExtractionRequest": {
 "@odata.type":
"#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionReque
st",
 "ContentFieldNames": [
 "Close Ask",
 "Close Bid",
 "Domain",
 "High",
 "High Ask",
 "High Bid",
 "History End",
 "History Start",
 "Instrument ID",
 "Instrument ID Type",
 "Last",
 "Low",
 "Low Ask",
 "Low Bid",
 "No. Asks",
 "No. Bids",
 "No. Trades",
 "Open",
 "Open Ask",
 "Open Bid",
 "RIC",
 "Sample Data",
 "Volume"
 ],
 "IdentifierList": {
 "@odata.type":
"#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
 "InstrumentIdentifiers": [
 {
  "Identifier": "US912828ZX16",
  "IdentifierType": "Isin"
 }
 ],
 "ValidationOptions": null,
 "UseUserPreferencesForValidationOptions": false
 },
 "Condition": {
 "MessageTimeStampIn": "GmtUtc",
 "ApplyLegacySummaryTimeLabel": false,
 "ReportDateRangeType": "Range",
 "QueryStartDate": "2008-10-13T13:00:00.000-05:00",
 "QueryEndDate": "2008-10-13T14:00:00.000-05:00",
 "SummaryInterval": "OneMinute",
 "TimebarPersistence": true,
 "DisplaySourceRIC": true
 }
 }
}



tick-history-rest-api
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zoya faberov avatar image   zoya faberov
Hello @ostalcev ,

As your question is on Refintiiv Tick History, I am moving it to the rigt forum

zoya faberov avatar image   zoya faberov

Hello @ostalcev ,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

-AHS

zoya faberov avatar image   zoya faberov

hello @ostalcev ,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

-AHS

7 Answers

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zoya faberov avatar image
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Hello @ostalcev ,

From my verification search, using DSS GUI, instrument search on MIC = MUNC does not result in hits:

micmunc.gif

Based on this empty result, we should expect that an extraction based on this identifier does not to return any results, neither via REST API nor via GUI.

However, as a customer, it is best to contact Refinitiv content experts via Refinitiv Helpdesk Online -> Content -> RTH directly, to obtain an expert advice on this specific type of content.

Refinitiv developers forums can be of most help to you with general questions and discussions on the Refinitiv API usage. The members of these forums are developers working with Refinitiv APIs, the moderators of the forums are Refinitiv API experts, and do not have in-depth knowledge of the many types of Refinitiv content.

Hope this information helps


micmunc.gif (83.7 KiB)
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ostalcev avatar image
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@zoya faberov thank you for the answer. But could you please specify the REST API QUERY param to filter by MIC?

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ostalcev avatar image
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And may be its not a MUNC but MUND or XMUN.

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zoya faberov avatar image
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Hello @ostalcev ,

I believe that it will not work, to filter REST API query by MIC. The result will be empty, as instrument is not found.

REST API is connecting to the same backend as DSS GUI, therefore the API request will not return the result.

I have searched for the other two MICs, they are not found either. To my understanding MUNC is a valid MIC as well as the others, see the complete list of valid MICs at WiKiPedia: Market Identifier Code. However, I am not a content expert, so I suggest contacting content directly for the best advice on identifying and requesting content.


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ostalcev avatar image
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@zoya faberov Thank you, I understand you point on not existing MIC.

But anyway could you please show the example of Query for REST API where I could filter by both fields ISIN and MIC (any existing MIC like XNAS or XMUN) simultaneously? \

Or may be you could give a method how to filter by any specific MIC and ISIN ( not regarding to MUNC)

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ostalcev avatar image
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@zoya faberov Im trying using 

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
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zoya faberov avatar image
32.2k ●40 ●11 ●20

Hello @ostalcev ,

From my testing, when specifying MIC as IdentifierType the result set is empty.

However, to verify the content, as a customer, the best way is to open a support ticket via Refinitiv Helpdesk Online -> Content -> RTH

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zoya faberov avatar image   zoya faberov

Hello @ostalcev ,

Please let us know if you are able to proceed to be helped, or would like us to open a case on your behalf ?

As you have registered on developer forums with your personal email, we are unable to tell which client organization you are with, so please include your organization in a comment.

Regards,

-AHS

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