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Tick History Intraday Summary default timezone
Can you advise me the default time zone value for below condition under Tick History Intraday Summary? DateRangeTimeZone MessageTimeStampIn
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In Time and Sales report, how do we exclude "off book" records?
In the "Qualifiers" column in Time and Sales report, there are some entries which are Off Book Trades. How do we exclude this using the API ? Qualifiers S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];"SI "[TR_TRD_FLG];47------MP----[MMT_CLASS]
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Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the r...
...esponse (the notes where it says how many RICs some chain RIC expanded to) so that I can determine how to best split the query? Can I ask if there is an endpoint in DSS where I can query to see just the notes portion of the response (the notes where it says how many RICs some chain RIC expanded to) so that I can…
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Recommendation with using the https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/Ex...
...tractWithNotes without taking so much time I am trying to download reference history for futures option contracts. I was using this REST API: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/ReferenceHistory It was recommended that I change to use…
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Tick History - Criteria Search - Pull all RICs starting with 0#
Hello, I am trying to extract all Chains for given exchange using criteria search but keep getting error. What am i missing in the code? Request: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch HTTP/1.1?Prefer=respond-async&Content-Type=application/json { "Request": { "RicPattern":…
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tickhistory data extraction time
One of clients is interested in TickHistory time and sales data for FX such as NOKSEK= and SEKJPY=R. They would like to know the following points: * If they would like to extract 5 year history, what would be the best chunk to recommend to retrieve the tick data? e.g. 1 year or 5 year? I understand that in Best Practice…
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XML File output format
I have a question regarding XML file format. Is it compatible with XML format required by Refinitiv Playback tool (testserver): https://developers.lseg.com/en/article-catalog/article/quick-start-guide-recording-and-playback-refinitiv-real-time-data? If not, can you please advise what toll s are available to us so we can…
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How Can I Access Intraday Data of Gold Future Before 2023?
I am looking to download high-frequency gold futures data from before 2023, with a frequency of 5 minutes. I know that the Eikon API only supports downloading high-frequency data from the past year, which does not meet my needs. I have learned that the Tick History REST API might support my requirements, but I am unsure if…
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GetValidContentFieldTypes not working for TickHistoryRaw on postman
I ma able to acquire token and using that token doing GET request https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryRaw') it retrurns 200 OK with emppty results { "@odata.context":…
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https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch
We are fetching data from below datascopeAPI. Could you please check if any issue on below RESTApi ? This is product issue happening from Monday application fid: arbtick 2024-06-20 09:29:43 INFO: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch 2024-06-20 09:29:45 INFO: Using standard…
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Scaling factor for DSS tickhistory request
Is it possible to extract the scaling factor from the DSS tick history api? I am using this api to retrieve historical currency prices and short of storing the scaling factor for each currency pair I have no idea what the scaling factor is. An example of where this would be useful is INRGBP. On the quantitative analytics…
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LSEG Tick History Python
Hi, I am attempting to use the sample intraday bars python tick history available from the downloads section of the Tick History developer resources. There are 6 steps in total, steps 1,2 and 3 work as expected, however I get an error at step 4 (and by extension step 5). I have not altered any of the sample code in step 3,…
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data on weeeknds with TimeBarPersistence set to false in python when using RESP-API
I am extracting ONE MINUTE TIME BARS. However, it is not clear what the difference is if I choose TimebarPersistence to be true or false? There appears to be data on weekends for both cases. The difference is that quotes seem to change on Saturdays whilst the values do not change on Saturday and Sunday until market open…
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Currency Tick History in Python
I am trying to obtain currency tick history, for example last 5 years of 1 minute Open, High,Low, Close for USDZAR. the documentaion seems to be fairly dated on how to set up the request (how do i obtain a token) and how do i structure the query to create a dataframe with DateTime Index, and the columns populated with…
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REST API - Issue with intraday OnDemand request
I am trying to run the Python sample script "TRTH_OnDemand_IntradayBars.py" come under the REST API example. I am able to retrieve teh authentication token (screenshot removed for confidentiality reasons) But then I am getting the following error messages Can you please help?
