Hi - Thanks in advance for any help with this.
I would like to download a subset of historical intraday Foreign Exchange (FXD5) data for all exchanges in this date range: (Aprils of 2010, '13, '16', '19).
Upon purchase, I was given this documentation,
Getting Started with Refinitiv Data Platform
This is the type of data I want to download,
PRICING AND MARKET DATA, Foreign Exchange
Data Dictionary:
Data Guide_Tick_Hist_Matching.pdf specifically the "Matching Prices with Volumes Daily (D5)" data.
I can successfully download this data, file by file, using the Refinitiv API PLAYGROUND but I cannot figure out how to download all files using the RDP Library.
Here's what I've tried,
Generated AppKey (API: EDP API)
Installed refinitiv-dataplatform package in my python3 distribution
Created Jupyter workbook, credentials.ipynb, that defines RDP credentials, i.e.,
RDP_LOGIN = 'myusername@xyz.edu' RDP_PASSWORD = 'myPass' APP_KEY = 'ad890…
- Created another workbook to import RDP API Library Credential file
RDP_LOGIN = 'myusername@xyz.edu' RDP_PASSWORD = 'myPass' APP_KEY = 'ad890……'
- Created RDP OpenPlatform Session to connect to RDP
session = rdp.open_platform_session( APP_KEY, rdp.GrantPassword( username = RDP_LOGIN, password = RDP_PASSWORD ) ) # check if session successfully opened session.get_open_state() —--return value shows successful creation of session —------ <State.Open: 3>
- Define endpoint
#endpoint = rdp.Endpoint( session, # "https://api.refinitiv.com/file-store/v1/file-sets # ?bucket=TICKHISTORY_VBD_UNLIMITED&attributes=venue:FXD5,view:normalised # &start=2010-03-31T00:00:00Z&end=2010-05-01T00:00:00Z") base_URL = 'https://api.refinitiv.com' category_URL = '/file-store' RDP_version = '/v1' service_endpoint_URL = '/file-sets' query_parms = { 'bucket': 'TICKHISTORY_VBD_UNLIMITED', 'attributes': {'venue': 'FXD5', 'view': 'normalised'}, 'contentFrom': '2010-04-01T00:00:00Z', 'contentTo':'2010-04-30T00:00:00Z' } endpoint_url = base_URL + category_URL + RDP_version + service_endpoint_URL print("endpoint_URL", endpoint_url) endpoint = rdp.Endpoint(session, endpoint_url) print("endpoint", endpoint) response = endpoint.send_request(method = rdp.Endpoint.RequestMethod.GET, query_parameters = query_parms) print("Response Status", response.status) print("data:", response.data.raw) —-------- Output —------------- endpoint_URL https://api.refinitiv.com/file-store/v1/file-sets endpoint <refinitiv.dataplatform.delivery.data.endpoint.Endpoint object at 0x7ff38f090c70> Response Status {'http_status_code': 200, 'http_reason': 'OK'} data {'value': []}
Results show successful session established and successful endpoint send_request but GET method returns no data.
Thanks again for any help with this!