For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
serhat.gulsen1 avatar image
1 ●0 ●1 ●4

Time and Sales Data via RTO Websocket API

Hi,

My client is using RTO Websocket API to get the XPT= & XPD= RIC streaming prices(Mid price & timact field) into their system to make calculations. Their business department is also using hosted Eikon and getting the same RICs via Eikon Excel time and Sales function. Then they compare the data retreived via RTO Websocket API and Eikon time and sales data and sometimes they find big differences which affects their business flow. Is it possible to get time and sales data via RTO Websocket API so that they can be safe.

Thnx,

Serhat Gulsen


apirrto
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.

wasin.w avatar image   wasin.w

Hello @serhat.gulsen1

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

wasin.w avatar image   wasin.w

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

Thanks,


AHS


2 Answers

· Write an Answer
Upvotes
Accepted
Gurpreet avatar image
22.1k ●59 ●14 ●21

Hi @serhat.gulsen1,

RTO can only provide streaming real-time market data and not historical timeseries. For historical data, it is best to use Refinitiv Tick History.

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
wasin.w avatar image
24.7k ●54 ●17 ●14

Hello @serhat.gulsen1

My colleague already gave you a clear answer, so I just want to add some information that you can find the Refinitiv Tick History API resources from this Refinitiv Tick History (RTH) - REST API page.

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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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