timebar persistence

jolin.majmin

I did ask this question earlier, however the response received did not solve the problem.

in the code below, when i use, "TimebarPersistence": "false", i still receive carried over values (i would not expect to see quotes on Saturday and Sunday). note: ticker1 is defined as "JPY="

requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw'

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

requestBody={
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": ["Close Ask","Close Bid","High Ask","High Bid","Low Ask","Low Bid","No. Asks","No. Bids",
      "Open Ask","Open Bid"],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{"Identifier": ticker1,"IdentifierType": "Ric"},
                                #{"Identifier": ticker2,"IdentifierType": "Ric"}
                               ],
      "UseUserPreferencesForValidationOptions": "false"
    },    
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate":QueryStartDate ,
      "QueryEndDate": QueryEndDate,
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": "false",
      "DisplaySourceRIC": "true"
    }
  }
}

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))

if status_code == 200 :
    r2Json = json.loads(r2.text.encode('ascii', 'ignore'))
    jobId = r2Json["JobId"]
    print ('\njobId: ' + jobId + '\n')
    notes = r2Json["Notes"]
    print ('Extraction notes:\n' + notes[0])

Jirapongse

@jolin.majmin

Thank you for reaching out to us.

I checked with the following request.

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      "Close Ask",
      "Close Bid",
      "High",
      "High Ask",
      "High Bid",
      "Last",
      "Low",
      "Low Ask",
      "Low Bid",
      "No. Asks",
      "No. Bids",
      "No. Trades",
      "Open",
      "Open Ask",
      "Open Bid",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "JPY=",
        "IdentifierType": "Ric"
      }],
      "ValidationOptions": null,
      "UseUserPreferencesForValidationOptions": false
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2024-04-04T00:00:00.000Z",
      "QueryEndDate": "2024-04-10T00:00:00.000Z",
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": false,
      "DisplaySourceRIC": true
    }
  }
}

The output is:

To verify the retrieved content, please contact the Tick History support team directly via MyRefinitiv. The support can check the request message and verify the retrieved content.

jolin.majmin

Thank you, I see ""ValidationOptions": null, was added...what does this field do?

jolin.majmin

Also, note "ValidationOptions": "null", results in

HTTP status of the response: 400

Jirapongse

@jolin.majmin

The request is used in Postman. It could be None in Python. This is a property to validate instruments.