TickHistory python - list of available fields

sumit

Hi,

I am trying to use the Tick History api via python to download tick data for various instruments across Bonds & FX. How can I get a list of all possible fields/ attributes for a ticker?

For example- for the German 10y Bund futures (FGBLc1) - I want to get indicative volumes & prices (top of the book)- Is that possible with tickHistory api?

For reference, I am using the Python code examples in https://developers.refinitiv.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/download

Jirapongse

@sumit

Thanks for reaching out to us.

You can get a list of fields available in each Refinitiv Tick History template by using the HTTP GET method. For example, you can get a list of fields in the TickHistoryTimeAndSales report template by using the following endpoint.

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryTimeAndSales')

The output looks like this:

For more information, please refer to the Refinitiv Tick History (RTH) - REST API tutorial.

Otherwise, you can refer to the Data Dictionary - Refinitiv Tick History Custom Reporting document that identifies the data available from Tick History custom reporting. Fields are organized alphabetically by report template.

I hope that this information is of help

sumit

hi, where can I post this GET request?

Thanks

sumit

Hi, I am running the following code. But getting a 404

my requestUrl to get the field names is:-

requestUrl = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryTimeAndSales')"

sumit

Hi I tried the below but get a 404

requestUrl = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryTimeAndSales')"

requestHeaders={
#     "Prefer":"respond-async",
    "Content-Type":"application/json",
    "Authorization": "token " + token,
}


r2 = requests.post(requestUrl, json=requestBody,headers=requestHeaders)

#Display the HTTP status of the response
#Initial response status (after approximately 30 seconds wait) is usually 202
status_code = r2.status_code
print ("HTTP status of the response: " + str(status_code))