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ns3481 avatar image
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Download Venue By day files using python

Hi Developer Team,


I have two questions on Refinitiv venue by day (VBD) files.

1. How to download the files using python? Based on the earlier questions, this seems possible but the links are unavailable now. I want to download files for OPQ, which is all I have. Could you please suggest a code or help with the API?

2. I need more clarity on what these files contain. NORMALIZEDMP vs MARKETPRICE vs INSTRUMENTS. I'm just interested in getting prices for options on S&P 500 right now. Should I be looking at NORMALIZEDMP or MARKETPRICE? Is there an overlap of the data between the two files? Could you please help me with a detailed description?

Thanks.


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1 Answer

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Jirapongse avatar image
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@ns3481

Please refer to the REST API Tutorial 2: Retrieving VBD files tutorial which demonstrates how to download VBD files in Postman. You can also use Postman to generate Python code, as mentioned here.

You can see the description of those VBD file types in the Tick History REST API User Guide.

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For more information about content, please contact the Refintiv Tick History support team directly via MyRefinitiv.



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