I'm trying to download data for EURUSD, but I get no data my query are:
requestUrl = 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw';
requestBody = {
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Exchange Time"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "EUR=", "IdentifierType": "Ric" }
]
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations": False,
"ReportDateRangeType": "Range",
"QueryStartDate": "2015-09-29T00:00:00.000Z",
"QueryEndDate": "2015-09-29T12:00:00.000Z",
"DisplaySourceRIC": True
}
}
}
after 200 at Location a do the get at:
requestUrl = f"https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults('{job_id}')/$value"
with job_id = JobId
but a get no row just header
same thing when I do:
requestUrl = 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw';
requestBody = {
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
"ContentFieldNames": [
"Ask Price",
"Ask Size",
"Bid Price",
"Bid Size",
"Number of Buyers",
"Number of Sellers",
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "EUR=", "IdentifierType": "Ric" }
]
},
"Condition": {
"View": "NormalizedLL2",
"NumberOfLevels": 10,
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2016-09-29T09:00:00.000Z",
"QueryEndDate": "2016-09-29T12:00:00.000Z",
"DisplaySourceRIC": True
}
}
}
what I'm doing wrong?