Hi @rw74

@zoya faberov and myself have been investigating the file_sets interface and believe it may be what you are after. For example:

response = cfs.file_sets.Definition(
    bucket = 'TICKHISTORY_VBD_UNLIMITED',
    attributes = {
        'venue': 'FXD5',
        'view': 'normalised'
    },
    content_from = "2010-04-01T00:00:00Z",
    content_to = "2010-04-30T00:00:00Z",    
    page_size=100
).get_data()

response.data.df

Give that a try and let us know if that is what you are looking for

Hi @rw74

The Refinitiv Data Library for Python provides an example to retrieve bulk Tick History data. I would suggest you explore that example to see it is works with your workflow.

Thanks @nick.zincone

I was able to make some progress with the example you provided, bulk Tick History, however, this example does not provide enough information for my specific request. I've looked at

help(cfs.buckets.Definition)

for argument definitions but either I am looking in the wrong place or the documentation is incomplete.

In the example you referred me to, the get_data() call is:

response = cfs.buckets.Definition('history').get_data()

How would I incorporate these parameters into this call?

name = "TICKHISTORY_VBD_UNLIMITED"

attributes = [{venue:FXD5, view:normalised}]

contentFrom = "2010-04-01T00:00:00Z"

contentTo = "2010-04-30T00:00:00Z"

Hi @rw74

Can you confirm the help you received from the following command you specified above?

help(cfs.buckets.Definition)

When I performed that command, I did receive some relevant output that would provide the necessary properties to set the values you are interested. That is:

The above output is from version:

1.0.0b10

I've followed up with the development group to provide an example Definition syntax to support your requirements. I will post the details here once I get word.

thanks.

Hi @nick.zincone - Thanks for following up with the syntax on this. I spent quite a lot of time with help(cfs.buckets.Definition) trying many permutations of the parameter values and syntax. E.g. for attributes it says:

 attributes : list of str, optional
 |          List of publisher-defined bucket attributes.

What exactly are the publisher-defined bucket attribute strings?

thanks!

Hello @rw74 ,

I fully agree with @nick.zincone that RD library makes CFS -TickHistory retrieval much easier and less effort.

I have run a quick sanity check with RDP Postman starter example

Authentication-> Get Authentication Token

CFS -> CFS Tick History->Get TH File Sets for <VENUE> normalised+by Dates,

entering FXD5 for Venue and with your dates:

https://{
                {RDP_HOST}}/file-store/{
                {RDP_VERSION}}/file-sets?bucket={
                {RDP_TH_Bucket}}&attributes=venue:{
                {CFS_VBD_VENUE}},view:normalised&contentFrom=2010-04-01T00:00:00Z&contentTo=2010-04-30T00:00:00Z

I see the results for these dates- FileSets are returned.

If you are able to request with your creds with Postman, another way to check quickly, you could try with Python code included with the article Introduction to Client File Store (CFS) - Python , see Example - Retrieve Tick History File Sets for a Given Venue Limit By Dates

This could help understand where the issue is on your side, having something working and then moving to RD Library integration could also be considered.

@nick.zincone @zoya faberov

This worked for me!

@nick.zincone - The link you posted in your first reply, i.e., bulk Tick History, just needed the above tweak to get the file_sets I needed. The code to download the files was exactly as given in the bulk Tick History example.

Thank you both!