I am trying to get historical market depth data for options of Eurostoxx 50 (OESX) and I am using the identifiers I get by using the
api.search.historical_chain_resolution(chain_ric, start, end)
I get the results and I get a good amount of RIC identifiers:
STXE100000F7.EX STXE100000G7.EX STXE100000H7.EX STXE100000L1.EX STXE100000L8.EX STXE100000R7.EX STXE100000S7.EX STXE100000T7.EX STXE100000X1.EX STXE100000X8.EX STXE10000C8.EX STXE10000F7.EX STXE10000F8.EX STXE10000F9.EX STXE10000G7.EX STXE10000H7.EX STXE10000I7.EX ...
However, when I do the API call for historical market depth data with these identifiers, I don't get any results:
api.extractions.tick_history_market_depth_data( identifiers=identifiers, start=start, end=end, fields=self._reference_fields, levels=market_depth, timezone=self._timezone, message_timestamp="GmtUtc", )
The time range I used was between 17-03-2017 and 18-03-2017, but I have tried on much larger and different time ranges and there was never any data.
Could someone help me with this?