Which parameter should be set to get data at exactly "tick" level, and not at the intervals mentioned in
TickHistorySummaryInterval
?
Which parameter should be set to get data at exactly "tick" level, and not at the intervals mentioned in
TickHistorySummaryInterval
?
Hi @memam,
If you are interested in getting all the tick data, then please use the Raw extraction request -
DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest
and not the Intraday summary extraction request.
Thanks. When I use TickHistoryRawExtractionRequest, I get too much redundant information as opposed to TickHistoryIntradaySummariesExtractionRequest.
Is there any way to get the resulting csv file from TickHistoryRawExtractionRequest, automatically organised with only the following fields (columns)?
"#RIC", "Alias Underlying RIC", "Domain", "GMT Offset", "Type", "Bid Price", "Ask Price", "Exch Time", "Date"
Hello @memam ,
You may filter the fields that you require in TickHistoryRawExtractionRequest:
{ "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [{ "Identifier": "IBM.N", "IdentifierType": "Ric" }] }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2021-09-28T12:00:00.000Z", "QueryEndDate": "2021-09-29T12:10:00.000Z", "ExtractBy": "Ric", "SortBy": "SingleByRic", "DomainCode": "MarketPrice", "DisplaySourceRIC": true, "FidListOperator": "OR", "Fids": "2,3,22,25" } } }
FID is field ID, the number that uniquely identifies the field.
If you have had a chance to run the extraction request suggested by @Gurpreet , and you see the FIDs of the fields that are of interest to you in the extraction result, these are the FIDs to be specified into the Fids filter.