I'd like to get daily or weekly market depth data, and unfortunately I'm not an expert in coding/programming. Is there a way to convert millisecond data on TRTH into a daily or weekly frequency?
The ASX All ordinaries has had 500 assets included in it since it's inception in 1980. Querying the TRTH Rest API v1 HistoricalChainResolution does mostly well at revealing the RIC constituents of the chain RIC for this index (0#.AORD). But for some reason the number of RICs returned from this query dips from 500 to less…
After using the HistoricalChainResolution API to find some RIC constituents, I am coming across equity RICs that have no data in the TRTH EquitySearch endpoint, nor any data on permid.org or QAC's RIC dataset. Here is a sample of the RICs I cannot find any information on:…
I used the ‘JobGetActive’ but it returned an empty list (which I screenshotted the json), however there were a number of jobs queued up for execution (another screenshot I sent). Am I able to cancel those type of queued up jobs? Have advised as below To delete a job, as you have correctly followed the process of getting…
Is the c# sdk available for .NET Core 3+?
Hi, Where can I get TRTHv2 corporate-action "Dividend Type Marker" field description (possible values and meaning of each value) ? Thanks, Shlomo
I know that I can solve this by expanding the chain RIC as per this answer but is there a continuation RIC for VIX futures prior to the RIC structure change in Sep 2012? (after the change, the continuation RIC for the front month contract is VXc1)
b <- list( ExtractionRequest = list( odata.type = "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest", ContentFieldNames = list( "Trade - Price", "Trade - Volume", "Trade - Exchange Time" ), IdentifierList = list( odata.type =…
Hello, I am trying to run a TRTH intraday pull using the following parameters (code depends on json and requests modules): data_json = json.dumps({ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest", "ContentFieldNames": ['Close Bid',…
How can I get the same result as page test through API code? Please share code for me? I found the below Jason API code, can we have c# code for the same @{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest", "ContentFieldNames": [ "Ric" ],…
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