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ankur.tyagi avatar image
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HTTP status 400 for tick datascope query

hello,

I have a python scripts which work fine for 1 min bars.

I am trying to use similar script to fetch tick data for tickers between stated times. This script fails with 400 HTTP response. I am uploading python file as well.

Refinitiv_tick.txt

Thank you!

request body is:

{'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest',

'ContentFieldNames': ['Trade - Price',

'Trade - Volume',

'Quote-Bid Price',

'Quote-Bid Size',

'Quote-Ask Price',

'Quote-Ask Size',

'Trade-Bid Price',

'Trade-Ask Price',

'Trade-Sequence Number',

'Trade-QualifierTrade - Exchange Time'],

'IdentifierList': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',

'InstrumentIdentifiers': [{'Identifier': 'LYB', 'IdentifierType': 'Ric'},

{'Identifier': 'AXP', 'IdentifierType': 'Ric'},

{'Identifier': 'VZ', 'IdentifierType': 'Ric'}],

'UseUserPreferencesForValidationOptions': 'false'},

'Condition': {'MessageTimeStampIn': 'GmtUtc',

'ReportDateRangeType': 'Range',

'QueryStartDate': '2021-11-09T08:45:00.000Z',

'QueryEndDate': '2021-11-09T12:30:00.000Z',

'DisplaySourceRIC': 'True'}}}

pythondss-rest-apidsstick-data
refinitiv-tick.txt (9.7 KiB)
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wasin.w avatar image   wasin.w

Hello @ankur.tyagi

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


Jirapongse avatar image   Jirapongse

@ankur.tyagi

Hi,

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

Thanks,

AHS

1 Answer

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zoya faberov avatar image
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Hello @ankur.tyagi

When I run this request through Postman tool, I see the following error:

"{ "error": { "message": "Validation Error:\r\n\r\nInvalid content FieldName \"Quote-Bid Price\"\r\nInvalid content FieldName \"Quote-Bid Size\"\r\nInvalid content FieldName \"Quote-Ask Price\"\r\nInvalid content FieldName \"Quote-Ask Size\"\r\nInvalid content FieldName \"Trade-Bid Price\"\r\nInvalid content FieldName \"Trade-Ask Price\"\r\nInvalid content FieldName \"Trade-Sequence Number\"\r\nInvalid content FieldName \"Trade-QualifierTrade - Exchange Time\"" }}"

Several of the content field names requested are not valid for TickHistoryTimeAndSales template.

The list of valid content fields for TickHistoryTimeAndSalesRequest can be found via

{
                {protocol}}{
                {host}}{
                {api}}Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryIntradaySummaries')

Please note that you should have Tick History as product (be permissioned for RTH) to access TickHistory content sets.

It may be helpful to refer to tutorial REST API Tutorial 4: On Demand tick data extraction for more details on extracting TickHistoryTimeAndSales.

This is a valid example request from tutorial:

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      "Close Ask",
      "Close Bid",
      "High",
      "High Ask",
      "High Bid",
      "Last",
      "Low",
      "Low Ask",
      "Low Bid",
      "No. Asks",
      "No. Bids",
      "No. Trades",
      "Open",
      "Open Ask",
      "Open Bid",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "CARR.PA",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2016-09-29T00:00:00.000Z",
      "QueryEndDate": "2016-09-30T00:00:00.000Z",
      "SummaryInterval": "OneHour",
      "TimebarPersistence": true,
      "DisplaySourceRIC": true
    }
  }
}

Hope this information helps

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