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Issue with ticks in TWB -USTSY for newly issued treasuries
We are seeing some suspicious TWB-USTSY tick data and need help making sense of it. For context, we are consuming this data through Refinitiv BQ - `dbd-sdlc-prod.TWB_USTSY_NORMALISED.TWB_USTSY_NORMALISED` is the table. I have attached a table image below that contains all the rows of the TWB-USTSY data between 2026-01-12…
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Level 2 Trade information SZSE/SHSE data feeds
Good afternoon, I'm currently processing the UPA Level 1 Market Price Domain messages for the SZSE/SHSE markets to get information about executed trade volumes. This data feed provides 3 second snapshots of the market data volumes. I would like to instead process Level 2 market data, however the only Level 2 domains that I…
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UPA Market Price trade data precision and latency
Good morning, I'm processing the MarketPrice Domain messages from UPA to get up-to-date market volumes for all symbols. I am using the "TRADE TIME" field to get the timestamps for ticks that I recieve. I noticed that the timestamps from messages with tick information are spaced exactly every 3 seconds. Additionally, I…
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Discontinued tickers
Hi, I have a question about discontinued tickers, namely following: 'CZFCS04' : ECBOT - 5 YEAR US T-NOTE CONT.INDX 'CZNCS04' : ECBOT - 10 YEAR US T-NOTE CONT.INDX 'CZUCS04' : CBOT - LONG TERM ULTRA ELEC. CONT.INDEX 'ATDCS04': SFE - AU 3 YR T-BOND DAY CONT.IDX Any reason why they are discontinued (all in this year). I was…
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Historical Federal Funds Futures Data via Eikon API
Hey, I want to access historical Federal Funds Futures data for every month from 2025 to 2000 as tick data via the eikon API in Python. I don't know why, but every RICs Code I have tried does not seem to work. I also can't find historical data on Workspace itself which seems to be somewhat consistent in its RICs Codes and…
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How can I return the Exchange Code for a constituent instrument ric using the Search/HistoricalChain
I am using this API code for HistoricalChain Search but unable to get the Source/Exchange code. What is the reason? Product is Tick History https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalChainResolution { "Request": { "ChainRics": [ "0#.KQ150" ], "Range": { "Start": "2023-01-31T00:00:00.000Z", "End":…
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Intraday FX data from DataScope Select API
Hey everyone, I'm trying to retrieve tick-level FX traded price data from the REST API. However, the code I'm using (attached below) isn't returning any data. I’d really appreciate any help—thanks in advance! { "ExtractionRequest": { "@odata.type":…
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XML File output format
I have a question regarding XML file format. Is it compatible with XML format required by Refinitiv Playback tool (testserver): https://developers.lseg.com/en/article-catalog/article/quick-start-guide-recording-and-playback-refinitiv-real-time-data? If not, can you please advise what toll s are available to us so we can…
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Does the RDM Market by Order refresh/update payload contain ticks?
Currently, my application gets its understanding of ticks from the market price payload, setting the QoS rate to RSSL_QOS_RATE_TICK_BY_TICK and the timeliness to RSSL_QOS_TIME_REALTIME. The tick price and quantity come on the "LAST" and "TRADE VOL" fields. I am wondering if these fields are also placed in the payloads for…
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Matlab TRTH Timeseries - Getting two days of data when requesting a year
I am using Matlab to connect to the Datascope API (TRTH). When I try to pull a year's worth of timeseries, intraday data using the below code, I get back two days of data rather than the requested year's worth. I am not specifying an interval in order to get back unaggregated results. I have tried putting in two digits on…
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late subscriber with specific time stamp
Hi, I need to get equity pricing for a specific time (12:30 UK Time). How can I achieve this with EMA? Or any other API option available to consume the pricing data at a specific time stamp?
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Option data release cycles
According to Refinitiv Official Document, it says below Is Option data included in this definition? For Instruments that are traded/quoted round the clock (i.e. FX, money market, commodities & energy, OTC fixed income, and global futures, etc.), present-day’ data is released with below 5 Release Cycles in UTC Time Zone:
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Tick History get Market Maker and Market by Order Data
Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
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Tick History - Eikon premium user
hi, is it possible to get tick data through API for FGBL (bund futures), FGBX (BUXL futures), FGBM (BOBL futures) and EURIBOR futures. ( Eikon premium user) If so what are the limitations, is there an article available explaining the steps, use case. Thanks.
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WTCLc1 historical tick data in Eikon API
Hi team, we are trying to get the historical tick for WTCLc1 in Eikon API but its showing NA ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY') data = ek.get_timeseries("WTCLc1", fields = ['BID'], start_date='2023-11-22T00:00:00', end_date='2023-11-22T23:59:59', interval = 'tick') print(data) I checked in Eikon excel if we have…
