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: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
Bodies of POST requests:
Market Depth:
{"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest", "ContentFieldNames": [], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ {"Identifier": "CLJ24", "IdentifierType": "Ric"} ] }, "Condition": { "View": "RawMarketMaker", "ReportDateRangeType": "Range", "QueryStartDate": "2024-01-03T14:30:00Z", "QueryEndDate": "2024-01-03T14:31:00Z" } } }
Raw:
{"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "ContentFieldNames": [], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ {"Identifier": "CLJ24", "IdentifierType": "Ric"} ] }, "Condition": { "DomainCode": "MarketMaker", "ReportDateRangeType": "Range", "QueryStartDate": "2024-01-03T14:30:00Z", "QueryEndDate": "2024-01-03T14:31:00Z" } } }
Both of these (as well as their respective requests for Market by Order data) return:
{'@odata.context': 'https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity', 'JobId': '___', 'Notes': [... Schedule Time: 01/10/2024 22:57:14Processing started at 01/10/2024 22:57:14Processing completed successfully at 01/10/2024 22:57:15Extraction finished at 01/10/2024 22:57:15 UTC, with servers: xc71akwaQ08Instrument <RIC,CLJ24> expanded to 0 RICS.Report suppressed because there are no instruments']}
Both of these templates work fine when requesting Market by Price data.
Thanks!