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: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
Bodies of POST requests:
Market Depth:
{"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryMarketDepthExtractionRequest",
"ContentFieldNames": [],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{"Identifier": "CLJ24",
"IdentifierType": "Ric"}
]
},
"Condition": {
"View": "RawMarketMaker",
"ReportDateRangeType": "Range",
"QueryStartDate": "2024-01-03T14:30:00Z",
"QueryEndDate": "2024-01-03T14:31:00Z"
}
}
}
Raw:
{"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"ContentFieldNames": [],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{"Identifier": "CLJ24",
"IdentifierType": "Ric"}
]
},
"Condition": {
"DomainCode": "MarketMaker",
"ReportDateRangeType": "Range",
"QueryStartDate": "2024-01-03T14:30:00Z",
"QueryEndDate": "2024-01-03T14:31:00Z"
}
}
}
Both of these (as well as their respective requests for Market by Order data) return:
@{'@odata.context': 'https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity',
'JobId': '___',
'Notes': [... Schedule Time: 01/10/2024 22:57:14Processing started at 01/10/2024 22:57:14Processing completed successfully at 01/10/2024 22:57:15Extraction finished at 01/10/2024 22:57:15 UTC, with servers: xc71akwaQ08Instrument <RIC,CLJ24> expanded to 0 RICS.Report suppressed because there are no instruments']}
Both of these templates work fine when requesting Market by Price data.
Thanks!
Best Answer
-
Thank you for reaching out to us.
I checked and found that this RIC (CLJ24) only supports Market Price and Market By Price domain.
This is a reason why the raw Market By Order and Market Market data is not available for this RIC.
1
Answers
-
Thanks! @Jirapongse
Is there a way for me to check which data domains are available for a given RIC? Ideally via the REST API
0 -
Just following up @Jirapongse. Thanks!
0 -
@jacktan
I can't find this information in the Tick History API. You may contact the Tick History support team directly via MyRefinitiv to confirm it.
1 -
Got it. Thanks!
0
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