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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,…
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Unable to fetch expired contracts data from Data Scope RestAPI
Attaching the C# code Example RIC: LCOH4-J4
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Time and sale data delay for XAU= XAG= of 2 hours in DSS API
I used https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw from article for getting time and sales data but its not available at market close at 21:49:00 GMT . is there any way we can get time and sale data for XAU= XAG= rics on time?. we can see time and sale data at 21:49:00 on workspace.
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Query About DSS API
I'm working to query RICs using the DSS HistoricalCriteriaSearch API. I see that the responses are limited to 30k records max. Is there a way to paginate the query? also, could you provide an example of a regular expression that is supported by the RicPattern field in HistoricalCriteriaSearch? I've been experiencing a high…
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Case 14545631: Why are we missing trade data for <.OQ> RICs?
Hi Team - I have download the Raw data for 28 Feb 2025 but in manifest file we can see the data is download. After download the I unzip the using command.. gunzip trth_20250228_eod.gz after unzip the command, I run the below command onetick@tstcapp008:/apps/OMD/raw_data/equity_tr/eod_raw> cat trth_20250228_eod | grep -i…
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Guidance on Retrieving Tick-by-Tick Data for Each DAX Futures Contract Since 2010
Dear Team ! I am trying to retrieve tick-by-tick data for each individual DAX Futures contract since 2010 using my Tick History subscription. My goal is to extract the data for each contract (e.g., March, June, September, December expirations for each year). Then I will handle the rollovers manually. I have encountered…
