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…
...in each day to return intraday tick data. Is there an API flag that can set this window for each day? Using the tick history REST API, a user would like to enter a range of days and a time range within each day to return intraday tick data. Is there an API flag that can set this window for each day?
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