question

Upvotes
Accepted
1 0 0 3

RKD API seconds level data.

I am retrieving time series data at the minute level interval from the Refinitive Knowledge Direct API. However, I now have a need to obtain the same time series data at a more granular level, specifically at the seconds level interval. To provide further context, I have included a sample of the requests I make and the corresponding response received. How can I achieve this? Is there a separate endpoint or configuration?


API Request:

Request type: POST

Endpoint: http://api.rkd.refinitiv.com/api/TimeSeries/TimeSeries.svc/REST/TimeSeries_1/GetIntradayTimeSeries_5

Payload: {

"GetIntradayTimeSeries_Request_5": {
"Field":["OPEN","HIGH","LOW","CLOSE","BID","ASK"],
"TrimResponse":false,
"Symbol":"AUD=",
"StartTime":"2023-05-02T17:59:00",
"EndTime":"2023-05-02T18:59:00",
"Interval":"MINUTE"}
}

API Response:

{
"GetIntradayTimeSeries_Response_5": {
"Row": [
{
"OPEN": 0.6668,
"HIGH": 0.6668,
"LOW": 0.6666,
"CLOSE": 0.6668,
"BID": 0.6668,
"ASK": 0.6669,
"TIMESTAMP": "2023-05-02T17:59:00+00:00"
},
{
"OPEN": 0.6667,
"HIGH": 0.6668,
"LOW": 0.6665,
"CLOSE": 0.6666,
"BID": 0.6666,
"ASK": 0.6667,
"TIMESTAMP": "2023-05-02T18:00:00+00:00"
} ...........]

}
}

#productrkd-apitimeseries
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

<AHS>

Contacting RKD team.

Hello @vaishali.khairnar30

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

Upvote
Accepted
111 1 1 2

RKD API supports interval of only 1 minute, 5 minute, 30 minutes and hourly intervals with a maximum history of 90 days. We do not have service which provides tick by tick or history per second level.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
24.9k 54 17 14

Hello @vaishali.khairnar30

There is the Refinitiv Tick History (RTH) - REST API that provides tick by tick data for consumers.

You can find more detail about this RTH API on the following pages:

Note: The RTH API needs a separate account credential and permission. Please contact your Refinitiv representative if you are interested in this API.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.