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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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Does the RDM Market by Order refresh/update payload contain ticks?
Currently, my application gets its understanding of ticks from the market price payload, setting the QoS rate to RSSL_QOS_RATE_TICK_BY_TICK and the timeliness to RSSL_QOS_TIME_REALTIME. The tick price and quantity come on the "LAST" and "TRADE VOL" fields. I am wondering if these fields are also placed in the payloads for…
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Matlab TRTH Timeseries - Getting two days of data when requesting a year
I am using Matlab to connect to the Datascope API (TRTH). When I try to pull a year's worth of timeseries, intraday data using the below code, I get back two days of data rather than the requested year's worth. I am not specifying an interval in order to get back unaggregated results. I have tried putting in two digits on…
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late subscriber with specific time stamp
Hi, I need to get equity pricing for a specific time (12:30 UK Time). How can I achieve this with EMA? Or any other API option available to consume the pricing data at a specific time stamp?
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Option data release cycles
According to Refinitiv Official Document, it says below Is Option data included in this definition? For Instruments that are traded/quoted round the clock (i.e. FX, money market, commodities & energy, OTC fixed income, and global futures, etc.), present-day’ data is released with below 5 Release Cycles in UTC Time Zone:
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Tick History get Market Maker and Market by Order Data
Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
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Tick History - Eikon premium user
hi, is it possible to get tick data through API for FGBL (bund futures), FGBX (BUXL futures), FGBM (BOBL futures) and EURIBOR futures. ( Eikon premium user) If so what are the limitations, is there an article available explaining the steps, use case. Thanks.
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WTCLc1 historical tick data in Eikon API
Hi team, we are trying to get the historical tick for WTCLc1 in Eikon API but its showing NA ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY') data = ek.get_timeseries("WTCLc1", fields = ['BID'], start_date='2023-11-22T00:00:00', end_date='2023-11-22T23:59:59', interval = 'tick') print(data) I checked in Eikon excel if we have…
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Tick History Archive Max Entries Exceeded
I have a set of years of tick history data provided in CFS that I have access to. Most of the files successfully download to my local directory, including some of the larger gzip that need chunking. However, there are several gzip that refuse to download, and I often receive an error like the following when I am trying to…
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Retrieving ticks for expired contracts using DSS API
I am trying to pull ticks for expired contracts using DSS REST API. Extraction URL: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw Payload: {"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
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Tick History Quota
We have an internal process which monitors our tick history quota and generates a report each month. When we compare this to the Tick History Quota in DSS the two totals differ so we are trying to pinpoint the issue. We have based our report on the following 1. For each unique instrument requested in the month, that…
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How do I extract tick history data for a set of non-consecutive dates, rather than a range of dates?
I am not using any API as of now. I am here to understand if an API can solve my issue. I am using Windows. I need to extract tick history data for a specific time window and for specific non-consecutive dates. E.g. I want to extract some fields of CLc1 between 10:00 and 11:00 ET for 11/12/2022, 01/03/2023, and 23/06/2023.…
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Need help with bypassing embargo periods for Refinitiv tick history API
I have been working on getting the tick level data from the Refinitiv Tick History API and noticed that if the data was requested too soon, the API returns no quotes as some exchanges impose an Embargo, delaying the data availability. Is there a recommended time gap which we should maintain before making a request to…
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QueryEndDate in TickHistoryIntradaySummariesExtractionRequest
Could you clarify on how the QueryEndDate is used in creating data for last interval summary ? Is it included or excluded ? For example, to extract OneSecond summary for 01June2023, currently I use QueryStartDate: 2023-06-01 00:00:00 QueryEndDate: 2023-06-01 23:59:59.999 Would the data for last millisecond of the day not…
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Bid and Ask levels
Hi guys, I would like to take for bid/ask the 5 levels, but I would like take this information in Tick History Raw. What fields do I have to select? I tried, but not return the result.
