For schedule extraction, is it possible to create a template (or is there a standard template ?) whi

mritunjay.sharma

For schedule extraction, is it possible to create a template (or is there a standard template ?) which will generate the data file in exact same format as the VBD files?

Jirapongse

I think it is possible. For example, for NORMALIZEDLL2 file type, you can use the Market Depth report (TickHistoryMarketDepthExtractionRequest) with Extractions/ExtractRaw.

The following is a result from the extraction.

#RIC,Domain,Date-Time,Type,L1-BidPrice,L1-BidSize,L1-BuyNo,L1-AskPrice,L1-AskSize,L1-SellNo,L2-BidPrice,L2-BidSize,L2-BuyNo,L2-AskPrice,L2-AskSize,L2-SellNo,L3-BidPrice,L3-BidSize,L3-BuyNo,L3-AskPrice,L3-AskSize,L3-SellNo,L4-BidPrice,L4-BidSize,L4-BuyNo,L4-AskPrice,L4-AskSize,L4-SellNo,L5-BidPrice,L5-BidSize,L5-BuyNo,L5-AskPrice,L5-AskSize,L5-SellNo,L6-BidPrice,L6-BidSize,L6-BuyNo,L6-AskPrice,L6-AskSize,L6-SellNo,L7-BidPrice,L7-BidSize,L7-BuyNo,L7-AskPrice,L7-AskSize,L7-SellNo,L8-BidPrice,L8-BidSize,L8-BuyNo,L8-AskPrice,L8-AskSize,L8-SellNo,L9-BidPrice,L9-BidSize,L9-BuyNo,L9-AskPrice,L9-AskSize,L9-SellNo,L10-BidPrice,L10-BidSize,L10-BuyNo,L10-AskPrice,L10-AskSize,L10-SellNo
CARR.PA,Market Price,2016-09-29T09:00:00.080654948Z,Normalized LL2,23.36,445,2,23.37,736,2,23.355,1632,7,23.375,1549,4,23.35,3416,8,23.38,1924,7,23.345,2933,8,23.385,1741,5,23.34,2601,7,23.39,2878,8,23.335,1167,4,23.395,5519,10,23.33,9804,2,23.4,2818,8,23.325,6437,3,23.405,2900,7,23.32,177,1,23.41,2945,7,23.315,884,4,23.415,3142,9

mritunjay.sharma

Thank you for your response. Could you please tell me the same about the NORMALIZEDMP file type? Appreciate your help.

Jirapongse

For the NORMALIZEDMP file type, I think that you can use Time & Sales report (TickHistoryTimeAndSalesExtractionRequest).

You can see list of available fields by using GET request with this URL: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryTimeAndSales')

Otherwise, you can also refer to TICK HISTORY 11.1 DATA DICTIONARY for all available fields. It is in Field Descriptions sheet. Then, please select Tick History Time and Sales report type.

mritunjay.sharma

Thank you for your response. Sorry for pestering you, few things are not very clear from your comments. 2 things:

1) Link is not working.

2) My question is that to get the Rest API file in the same format as VBD NORMALIZEDMP file type, what are the Fields and what order do i need to select?

Jirapongse

The link https://hosted.datascopeapi.reuters.com/... is the REST API end point. To use it, the header should contain the valid token.

For the list of content fields for NORMALIZEDMP file type,please see the attached sample request (request.txt).