Hi, I have successfully extracted & downloaded Market Depth tick history with views (Either "NormalizedLL2" / "LegacyLevel2")
However, I am having trouble downloading the same tick history with RawMarketMaker/RawMarketByOrder/RawMarketByPrice views.
I have included an example of JSON request bodies below
Below works ( 202 Accepted response with an empty body ) -> After a while, I can download it through ExtractRawResult
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
"ContentFieldNames": [
"Ask Price",
"Ask Size",
"Bid Price",
"Bid Size",
"Number of Buyers",
"Number of Sellers",
"Exchange Time"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "AAPL.O",
"IdentifierType": "Ric"
},
{
"Identifier": "QCOM.O",
"IdentifierType": "Ric"
}
],
"ValidationOptions": null,
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"View": "NormalizedLL2",
"NumberOfLevels": 2,
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2008-10-13T13:00:00.000-05:00",
"QueryEndDate": "2008-10-14T13:00:00.000-05:00",
"DisplaySourceRIC": false
}
}
}
But this doesn't ( 200 OK response right away ) -> Nothing to download
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
"ContentFieldNames": [
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "AAPL.O",
"IdentifierType": "Ric"
}
],
"ValidationOptions": null,
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"View": "RawMarketMaker",
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2008-10-13T13:00:00.000-05:00",
"QueryEndDate": "2008-10-14T13:00:00.000-05:00",
"DisplaySourceRIC": false
}
}
}
response body
{
"@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
"JobId": "0x080d0aeb709df919",
"Notes": [
"Extraction Services Version 16.0.43633 (806c08a4ae8f), Built May 9 2022 17:14:12\nUser ID: 9031445\nExtraction ID: 2000000408316065\nCorrelation ID: CiD/9031445/0x0000000000000000/REST API/EXT.2000000408316065\nSchedule: 0x080d0aeb709df919 (ID = 0x0000000000000000)\nInput List (2 items): (ID = 0x080d0aeb709df919) Created: 06/14/2022 05:16:09 Last Modified: 06/14/2022 05:16:09\nReport Template (7 fields): _OnD_0x080d0aeb709df919 (ID = 0x080d0aeb70adf919) Created: 06/14/2022 05:13:29 Last Modified: 06/14/2022 05:13:29\nSchedule dispatched via message queue (0x080d0aeb709df919), Data source identifier (539F928AFDFD4AF3A80129A3D57907D0)\nSchedule Time: 06/14/2022 05:13:29\nProcessing started at 06/14/2022 05:13:29\nProcessing completed successfully at 06/14/2022 05:16:10\nExtraction finished at 06/14/2022 09:16:10 UTC, with servers: tm02n01, TRTH (125.785 secs)\nInstrument <RIC,AAPL.O> expanded to 1 RIC: AAPL.O.\nInstrument <RIC,QCOM.O> expanded to 1 RIC: QCOM.O.\nTotal instruments after instrument expansion = 2\n\nQuota Message: INFO: Tick History Cash Quota Count Before Extraction: 1001; Instruments Approved for Extraction: 2; Tick History Cash Quota Count After Extraction: 1001, 50.05% of Limit; Tick History Cash Quota Limit: 2000\nManifest: #RIC,Domain,Start,End,Status,Count\nManifest: AAPL.O,Market Price,2008-10-13T22:00:05.125553000Z,2008-10-14T21:59:56.074878000Z,Active,1056251\nManifest: QCOM.O,Market Price,2008-10-13T22:02:59.372180000Z,2008-10-14T21:50:37.176075000Z,Active,463036\n"
]
}
