Hi,
I will appreciate assistance on how to download historical data of CBOE VIX index via Data Scope rest api and UI.
I tried several options via Data Scope UI with the ric ".VIX" but nothing received.
Thank you.
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Hi,
I will appreciate assistance on how to download historical data of CBOE VIX index via Data Scope rest api and UI.
I tried several options via Data Scope UI with the ric ".VIX" but nothing received.
Thank you.
Hi @atsmus900,
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.
Thanks,
AHS
To get the historical Tick data, you need to have permission to access Tick History templates.
For example, I can use TickHistoryTimeAndSalesExtractionRequest to retrieve historical data.
The request looks like this.
{ "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": ".VIX", "IdentifierType": "Ric" }] }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ApplyCorrectionsAndCancellations": false, "ReportDateRangeType": "Range", "QueryStartDate": "2022-03-01T00:00:00.000Z", "QueryEndDate": "2022-03-02T12:00:00.000Z", "DisplaySourceRIC": true } } }
The output is:
Please let me know the template that you are using.