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:
Notes : ['Extraction Services Version 15.2.42847 (ee8959b2766d), Built Oct 19 2021 09:36:41\nUser ID: 9030218\nExtraction ID: 2000000330478217\nCorrelation ID: CiD/9030218/0x0000000000000000/REST API/EXT.2000000330478217\nSchedule: 0x07c9ecb299fd5056 (ID = 0x0000000000000000)\nInput List (1 items): (ID = 0x07c9ecb299fd5056) Created: 17/11/2021 11:53:27 Last Modified: 17/11/2021 11:53:27\nReport Template (3 fields): _OnD_0x07c9ecb299fd5056 (ID = 0x07c9ecb29a0d5056) Created: 17/11/2021 11:51:52 Last Modified: 17/11/2021 11:51:52\nSchedule dispatched via message queue (0x07c9ecb299fd5056), Data source identifier (8C1E23A5258F473DB07CF29C114A4D54)\nSchedule Time: 17/11/2021 11:51:54\nProcessing started at 17/11/2021 11:51:54\nProcessing completed successfully at 17/11/2021 11:53:28\nExtraction finished at 17/11/2021 10:53:28 UTC, with servers: tm03n01, TRTH (84.844 secs)\nInstrument <RIC,EUR=> expanded to 1 RIC: EUR=.\nTotal instruments after instrument expansion = 1\n\nManifest: #RIC,Domain,Start,End,Status,Count\nManifest: EUR=,Market Price,,,Inactive,0\n']
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
#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Price,Volume,Exch Time
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?