Hi Team, Client is unable to get data in Tick history API Historical criteria search using below regex codes. Can you help correcting if there is any mistake. ^CMCU[FGHJKMNQUVXZ][0-9]$|TYO|FUT ^CMAL[FGHJKMNQUVXZ][0-9]$|TYO|FUT ^CMNI[FGHJKMNQUVXZ][0-9]$|TYO|FUT ^CMZN[FGHJKMNQUVXZ][0-9]$|TYO|FUT Example for CMAL. 2022-05-19…
Hi Team, I have venue by day files with RIC tick history data for options. For a particular option ID, I'm looking for an algorithmic way to obtain the information such as: 1. Expiration date 2. Asset Type (Futures/Options/Indices...) 3. Put/call flag 4. Strike Price For instance, for SPXw182242500 I get the data when I…
For future contracts expiring in January 2024 onwards the following RIC rule applies. "Two-digit year codes have been introduced for any contract expiring in January 2024 and beyond. So, all RICs will have one digit year code till December 2023 and will start using two-digit year code as and when contracts are listed for…
I'm trying to extract historical RTH data. I'm getting a LOT of blank rows which take up lots of memory and slow everything down. These are days that are weekends, holidays, or even days where the underlying RIC was not listed/trading at all. Is there a way to avoid returning those rows at all? Seems like a needless waste…
Hi Team, I am running https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/InstrumentSearch API body { "SearchRequest": { "InstrumentTypeGroups": [ "CollatetizedMortgageObligations", "Commodities", "Equities", "FuturesAndOptions", "GovCorp", "MortgageBackedSecurities", "Money", "Municipals", "Funds" ],…
We noticed that only TR_TRD_FLG value is doubled quoted, see below example: "R[ACT_FLAG1];R[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];""RX ""[TR_TRD_FLG];45------MP----[MMT_CLASS]" Are there reasons for that? Also some values are white space trimmed (like ACT_FLAG1), while some others are not (N…
Hi Developer Team, I have two questions on Refinitiv venue by day (VBD) files. 1. How to download the files using python? Based on the earlier questions, this seems possible but the links are unavailable now. I want to download files for OPQ, which is all I have. Could you please suggest a code or help with the API? 2. I…
I am iterating through rics in a futures chain to get the metadata on each contract. However, some of these rics are returning metadata and others are not. What is the cause of this? requestUrlChain = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution" requestUrlFut =…
Hi - I am trying to implement @zoya faberov 's answer from here: https://community.developers.refinitiv.com/questions/74504/futures-expiry-date-in-trth-python.html As such I'm trying to run: requestUrlChain = "https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution" requestHeaders={…
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…
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