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Failed to get exchange time from Market depth
Hi, the exchange time of market depth always return NaN while it works for tick history.
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How to align MarketDepth with TimeAndSales?
Hi, I want to build a model to forecast the price impact of a trade with additional features of LOB, like depth imbalance. So I need a dataset kind of like the MarketDepth now but for each row, I want to know what action (trade/quote) trigger this LOB update. For example, each row should have: Trade price, Trade Size + LOB…
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FixSpec in API format
I am trying to understand how to interpret Trade and Market condition qualifiers in tick history data. I have looked at the documentation provided at https://refinitiv.fixspec.com/stack/specs/elektron and i understand the meaning of those values. I wanted to ask, is there an API available that that defines all the enum…
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How to identify Pit trades in TRTH Date Time response
Hi, we're using TRTH downloading tick level data. We requested many columns from TRTH as below. I am wondering is there a field or trade flag that helps us to identify whether a trade belongs to Pit trade or not? https://www.investopedia.com/terms/p/pit.asp The reason is for some futures products in 2000-2006, we see many…
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TRTH API Question
Hello, I use https://developers.lseg.com/en/tools-catalog/ric-search to identify rics for the assets i am interested in. I was wondering if there is a programmatic/API that I can query to do the same. Perhaps there is a metadata table that we can query based on symbol or other identifiers.
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RTH Field To Retreive Market Capitalisation or Total Outstanding Shares
What is the call to retrieve this? I have read through the documentation and I cannot find anything about Market Cap data Using Windows 10, Python on VSC, Refinitiv Tick History.
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Mapping logic between input column name (request) and output column name (csv) in Tick History API
Hi Team, May we know the mapping logic between input column name (request) and output column name (csv) in Tick History API? As this is API, it has programmatic rules in place on your side which determine the column order on your return payload. Also, the dev team constructs a CSV file with the available input column names…
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Tick History error message: "ErrorMessage": "JSONDecodeError: Expecting value: line 1 column 1 (c...
...har 0)", Tick History Error: Extracturl : https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw We are getting connection error while accessing the Reuters API. Please find the below error message: "ErrorMessage": "JSONDecodeError: Expecting value: line 1 column 1 (char 0)", This type of error…
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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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Filter tick history by Type
I'm using the rest API to pull tick history using python. This pulls Quote and trades. Is there a way to only pull records where Type=Trade? { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "ContentFieldNames": [ ], "IdentifierList": {…
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Tick History Rest API User (.Net for WPF application) download stored & scheduled
Tick History Rest API User (.Net for WPF application) I am using stored & scheduled reports. How can I download the files on a daily basis, there are numerous extractions under my ID common to many users and I do not know which file to download. Is there a way to just run an API code to download the files that I have…
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Python code to cancel executing TRTH jobs
I have some jobs pending for over a week and wanted to just cancel them. Looking for a python implementation. Thanks! I tried looking here: https://community.developers.refinitiv.com/questions/34724/cancelling-executing-job-1.html https://community.developers.refinitiv.com/questions/65945/cancel-queued-up-trth-jobs.html
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Tick History Raw - Output Fields Definition
When retrieving a Tick History Raw report, we are getting several report fields (in the header), but not all of them are clear what they mean. For the following list of header fields in the Raw report, is there a definition / data guide available ? #RICDomainDate-TimeGMT OffsetTypeMsgClass/FID numberUpdateType/ActionFID…
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DSS - Today's Intraday Trades
Hello, Is there a sample on how to get All Intraday Trades for an RIC for running session ( same day )? Tried RTH TickHistoryTimeAndSalesExtractionRequest but it doesn't retrieve the same day trades, only past intraday data. Example of required columns, Regards, Amr Mahdy.
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CLPNDIRS=TWEB showing Valid
As per DN204841, the chain CLPNDIRS=TWEB is replaced with CLPNDIRS=TWEB. However on running an API query below the old discontinued Tradeweb RIC chains are still tagged as “active” in Refinitiv’s back-end. See Status as Valid E.g. CLPIRS=TWEB RIC chain requested with a datetime range of [2023-01-16T00:00:00.000;…
