-
Unable to get any data from Tick Histroy Raw Extraction
Hi, I am trying to get data by hitting the Tick History Raw Extraction API, but I don't get the correct response. This is my request: {'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest', 'IdentifierList': {'@odata.type':…
-
Is there a chain RIC for all S&P 500 mini options (including for quarterly and monthly expiries)?
I have been using the `0#ES+` chain ric to get all identifiers for S&P 500 Mini options. However, this only returns options with quarterly expiration, but it would be preferable if I get monthly expiration. Example: ES2400C8,ES MAR8 2400 C,EIO,USD,,IOM,XCME,C,2400,2018/03/16,A,,2018/03/16,50,INDEX,ES,ESH8, ES2400F7,ES JUN7…
-
How to retrieve intraday summaries btw 2021-10-01 and 2022-09-30 GMT via Tick History?
Can you please let me know how to retrieve intraday summaries btw 2021-10-01 and 2022-09-30 GMT via Tick History? I set "QueryStartDate": "2021-10-01T00:00:00.000Z" and "QueryEndDate": "2022-10-01T00:00:00.000Z" in a request, but the generated data starts from 2021-09-30...
-
Tick History Rest API: Error in curl::curl_fetch_memory(url, handle = handle) : schannel: next In...
...itializeSecurityContext failed: SEC_E_ILLEGAL_MESSAGE (0x80090326) - This error usually occurs when a fatal SSL/TLS alert is received (e.g. handshake failed). However since the past few days I have started getting the below error while establishing connection url <-…
-
List of exchanges that supports domains other than MBP
Hi, We are using RFA 8.1 API. Is there a way for us to have an exhaustive list of exchanges that supports price data model domains other that MBO but not MBO.
-
Getting a list of all RIC codes for Equity Index Options
Hello Developers, Notes: I'm using the python API and have access to Refinitiv Tickhistory. Getting a list of all option RIC codes (with expiration date and strike price) for S&P 500, current + historical. Right now, I am using the following: UnderlyingRIC = '.SPX' for S&P 500 request_header = {…
-
Can't retreive data with DataScope Select. Instrument expanded to 0 RICS.
Hello, We want to get historical data for instruments NQ group (CME exchange) for 2021 year (NQH2021, NQM2021, NQU2021, NQZ2021). First, we found corresponding RICs: NQH1^2, NQM1^2, NQU1^2, NQZ1^2. Second, we created Instrument List and run the extraction. Unfortunately, we did not get any data with the following log:…
-
File size in Python Pickle format
One of our clients would like to understand file size of TickHistory data to determine data capacity in their database. They would like to know the size of data in Python pickle files through REST API. Is it possible to guess Python pickle file size from csv file size in TickHistory GUI? For example, some files are 7.4GB…
-
is there a complete API doc
I would like to use TickHistoryMarketDepthExtractionRequest But I didn't know where to find the Content Field Names list, Is there a complete API docs, so that I can know how to fill in the request params.
-
Why are Intraday summaries not showing when the market is pulled?
Comparing the Market depth feed and Intraday summaries feed, I have noticed that Intraday summaries will not report empty when the market is pulled right before the end of the interval. For example, in the RIC ES100R7 these were the market depth feed: ES100R7,Market Price,2017-04-11T23:09:34.885504017Z,-5,Normalized…
