Hi!
I am trying to get intraday data for Reuters D3000 traded currencies through Refintiv Tick History (RTH) REST API. I can sucessfully get data on FX Composites (e.g. EUR= or GBP=). For this, I use RTH REST API.
However, when I change the RIC from EUR= to EUR=D4 or use another contributor (e.g. ICAP, EUR=ICAP), I get the "Notes":["All identifiers were invalid. No extraction performed."]
I've already checked using RIC tool and EUR=ICAP exits. This has also been confirmed with Eikon Desktop.
How can I get intraday data for D300 RICS using the API?
Here's the sample get request (in python). The headers include authentification
url = 'https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw'
#Here, we need to create the body of the request to use it into the post ca
#3.1) Extraction reque
startDate = "2020-09-29T09:00:00.000Z"
endDate = "2020-09-29T09:30:00.000Z"
extraction_datatype = '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest'
content_fieldnames = ['Quote - Bid Price','Quote - Bid Size','Quote - Ask Price','Quote - Ask Size']
identifierlist_datatype = '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList'
instrument_identifiers = [{'Identifier':'GBP=', 'IdentifierType':'Ric'}]
condition = {"MessageTimeStampIn":'GmtUtc',
'ApplyCorrectionsAndCancellations': False,
'ReportDateRangeType': 'Range',
'QueryStartDate': startDate,
'QueryEndDate': endDate,
'DisplaySourceRIC': True}
data = {
'ExtractionRequest':{
'@odata.type':extraction_datatype,
'ContentFieldNames':content_fieldnames,
'IdentifierList':{
'@odata.type':identifierlist_datatype,
'InstrumentIdentifiers':instrument_identifiers
},
'Condition':condition
}
}
response = requests.post(url,
data=json.dumps(data),
headers = headers)
