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Hi everyone, I am trying to extract large amounts of market depth data from TRTH API, and I use python as my API client. After the data is extracted, I am streaming the data (in an effort to conserve memory), but during the stream, I often get the Connection reset by peer error. I assume this is because the server closes…
Hi, My question relates to the qualifiers in tick history. In the recent years, the qualifiers have a MMT_Class which helps to further classify the trade, e.g. 12 stands for continuous limit order book. However, going back to e.g. 2013 these qualifiers do not have the MMT_Class and are less rich in information. Now I was…
I am trying to search individual RICs from a Chain RIC by using HistoricalChainResolution. Then found that retuned list of RICs actually contains Invalid RICs as well ( while status indicates "Valid" ) For instance, Below request will return bunch of individual RICs. Request : URL :…
A client cannot get futures RIC and chain RIC content by RTH REST API. but can get the RIC like EUR=. Client environment is .NET framework v4.8 and uses sample code 'Refinitiv DSS .NET SDK'.
While using HistoricalCriteriaSearch or FuturesAndOptionsSearch API in TRTH, I was wondering if it is possible to specify a regex style identification in the 'Identifier' key, e.g. If i want the results for HSI*D2.HF and HSI*P2.HF in the same search request, how would I specify it? Example RIC expected in output…
I just extracted all future (both active and inactive) contracts for a commodity using the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch" and the following payload. { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "KW", "IdentifierType": "RICRoot"} } This returns…
Why do there appear to be future contracts missing from the "FuturesAndOptionsSearch" endpoint for the following payload? { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "RS", "IdentifierType": "RICRoot" } } The latest expiration date contract returned is "RSF1^2". However when I do a raw extraction…
I'm currently trying to extract futures data for a particular commodity using the following payload using the the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" end point. However it returns saying that the identifier is invalid even though this is the correct RIC root. { "ExtractionRequest":…
Client ID: 9013472 Please let us know if the timestamp in result is local or UTC for the response First Date and Last Date. I provide the code below: RESTURL = https://selectapi.datascope.refinitiv.com/RestApi/v1/ BULKSEARCHURL = RESTURL + "Search/HistoricalBulkSearch" headers = { 'Authorization': "Token " + _token,…
Related to a previous question, I am trying to pull historic data for a series of tickers. Closing auction imbalance data via API Would it more efficient to query one ticker at a time for n years of history, or a series of tickers for a given day/week/month? Or is there some other way that would be most efficient to query…
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