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Data before 2018-06 for GBP5YX1YATM=R, Field GEN_VAL8
Hi LSEG, We're seeing some unusual values for this ticker for dates before 2018-06. For instance, there are several sharp shifts up and down in 2016: 2016-07-08 15:05:00,90.13 2016-07-08 15:10:00,89.18 2016-07-08 15:15:00,74.84 2016-07-08 15:20:00,75.69 2016-07-12 07:05:00,76.89 2016-07-12 07:10:00,77.83 2016-07-12…
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Tick history RTH
Hi Team, we received the following error earlier today from your end while trying to request the data using below url. ERROR: Unexpected HTTP code returned from TRTH: 503 Time: 2025-09-13 03:01:36,925 GMT url: https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken Could you please check and let us…
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401 - Client Error: Unauthorized for url
Client is trying to use TickHistory Intraday Summaries Template as mentioned in the tutorial and able to fetch all fields but getting 401 - Client Error: Unauthorized for url. when fetching Intraday summaries…
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missing ask bid data on refinitiv datascope
I downloaded ask and bid data for few firms in 2024, I tried in start of 2024 and it was showing missing ask and bid data before 2019. I tried after few months and I was able to get it. I don't know exactly how. Now I am trying to get the data for same firms and same time period as I lost that data but interestingly again…
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In refinitiv RawMarketByPrice is acc_size in round lots or shares?
The ACC_SIZE field in the RawMarketByPrice download. Is that in round lots of shares? A round lot is = 100 shares correct? So in a message like this: ,,,,MapEntry,,ADD,,,,,,155.000000A,,6 ,,,,FID,6529,,LV_DATE,2025-08-18, ,,,,FID,3427,,ORDER_PRC,155, ,,,,FID,6527,,LV_TIM_MS,28901767, ,,,,FID,3428,,ORDER_SIDE,2,ASK…
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Why does RawMarketByView return data for other LV_DATES than requested?
I am using the RawMarketByPrice view and this API request: def get_market_depth_using_rics(rics: list[str], query_start_date: str, query_end_date: str, identifier_type: str = "Ric"): logger.info(f"Fetching tick history for {len(rics)} symbol + exchange combinations from {query_start_date} to {query_end_date}...")…
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Exchange Holidays
May I ask what’s the main difference between lseg and Refinitiv api ? When should I use one over the other ? Can you provide me the calendars code for the following markets: Hong Kong, India, Taiwan, Malaysia, Pakistan, Philippines, New Zealand, Vietnam, Japan, Indonesia, Australia, Korea, Thailand, Singapore, China,…
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Need Help with Python Code for Time and Sales
Hi Team, Hoping for your assistance in providing the Python Code for the following REST API: POST https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
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DSS PriceHistoryReportTemplate - issue with Condition (ReportDateRangeType)
{"@odata.type": "#DataScope.Select.Api.Extractions.ReportTemplates.PriceHistoryReportTemplate", "ShowColumnHeaders": true, "Name": "Test", "Headers": [], "Trailers": [], "ContentFields": [{"FieldName": "Ask Price"}, {"FieldName": "Bid Price"}], "Condition": {"ReportDateRangeType": "Range"}} resp = {'error': {'message':…
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For futures ExtractRaw CSVs, what does this DELETE message mean?
I'm trying to use the ExtractRaw endpoint in datascope for the RawMarketByPrice view. I see messages like this for 0#TU (the price is around $103 currently). TUM25,Market By Price,2025-05-02T09:30:01.148170445Z,-5,Raw,UPDATE,UNSPECIFIED,,,,3153,,1056,,0 ,,,,Summary,,,,,,,,,,4 ,,,,FID,1021,,SEQNUM,74937256,…
