Ok, for Historical instrument, you will have to specify that as such. Please use this query:

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [{
          "Identifier": "IBM.NOI",
          "IdentifierType": "Ric"
        }, {
          "Identifier": "JNJ.NOI",
          "IdentifierType": "Ric"
        }
      ],
      "ValidationOptions": {
        "AllowHistoricalInstruments": true
      },
    },
    "Condition": {
      "MessageTimeStampIn": "LocalExchangeTime",
      "ReportDateRangeType": "Range",
      "TimeRangeMode": "Window",
      "QueryStartDate": "2021-12-01T10:15:00.000Z",
      "QueryEndDate": "2021-12-31T16:00:00.000Z",
      "DomainCode": "MarketPrice",
      "Fids": "4334, 4335, 4336",
      "FidListOperator": "OR",
      "FidDisplayOption": "Matching",
      "ExtractBy": "Ric",
      "DisplaySourceRIC": 'false'
    }
  }
}

I am unable to get Auction Imbalance data due to permission issues with my ID:

Historical Instrument <RIC,IBM.NOI> expanded to 1 RIC: IBM.NOI.
Historical Instrument <RIC,JNJ.NOI> expanded to 1 RIC: JNJ.NOI.
Total instruments after instrument expansion = 2

Range Query from 2021-12-01T15:15:00.000 to 2021-12-31T21:00:00.000 (UTC)
Query window is 15:15:00.000 to 21:00:00.000 (UTC)
(RIC,IBM.NOI,)  row suppressed for lack of 'NOI (NYSE ORDER IMBALANCE)' permission.
(RIC,JNJ.NOI,)  row suppressed for lack of 'NOI (NYSE ORDER IMBALANCE)' permission.
Report suppressed because no instruments are permitted

Hi @XINGTIAN.XU,

I can't find any securities for IBM.NOI or JNJ.NOI. Did you mean IBM.N and JNJ.N?

I believe I see this. Similar for JNJ. These are two of the identifiers I used when going through the online GUI without issue.

Ah, I see now. Thank you.