My question is about how the
parameter is used by
to resample the tick data: would it average the available ticks between two consecutive intervals?
Hello @memam ,
Thank you for the clarification,
From reviewing Refinitiv Tick History GUI User Guide I believe the intervals are not sampled at the beginning of the interval, but are summarized per interval:
Intraday Summaries • Provides transaction messages constructed on the fly from either Trade or Quote messages summarized into timeseries intervals representing aggregations at 1 second, 5 seconds, 1 minute, 5 minutes, 10 minutes, 15 minutes and 60 minutes
to me this means averaging over the interval, however, I am a developer.
This forum can be of most help to you with RTH API usage related questions.
With questions on content, the best approach for a customer is to refer them directly to Refinitiv content experts via Refinitiv Helpdesk Online -> Content -> RTH, and your question will be directly assigned to a content expert for the specific content set.
Hope this information helps
Hello @memam ,
The intervals that are made available by TickHistoryIntradaySummariesExtractionRequest per REST API Reference Tree are:
If I understand your question correctly, you require an interval that is in-between the provided intervals?
This can be designed in the custom integration code, using the facilities of the programming language used for the integration.