Elektron Timeseries API using json

maria.kouppari
maria.kouppari
in TRTH

Hi,

I know how to use the TickHistoryIntraday to get some data. I am creating a json request for this.

I would like to get the High Low for a day for specific currency pairs, I have been told I need to use the Elektron Timeseries for this. Do you have any examples?

Do you

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hello @maria.kouppari, The REST API help for Elektron TimeSeries is available here. Set the parameter ExtractionRequest to ElektronTimeseriesExtractionRequest.

    The JSON sample model to get High/Low for USD/CAD pair would be:

    {

     "ExtractionRequest": {

     "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
     "ContentFieldNames": [
     "High",
     "Low",
     "Trade Date"
     ],
     "IdentifierList": {

     "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
     "InstrumentIdentifiers": [{

     "Identifier": "CAD=",
     "IdentifierType": "Ric"
     }
     ],
     "ValidationOptions": None,
     "UseUserPreferencesForValidationOptions": False
     },
     "Condition": {

     "StartDate": "2019-01-01T13:00:00.000Z",
     "EndDate": "2019-09-02T13:05:00.000Z"
     }
     }
    }

    The endpoint for this request is: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes

    Hope it helps.

Answers

  • maria.kouppari
    maria.kouppari

    Thanks for the quick reply, I am looking to get the High Bid, High Ask, Low Bid and Low Ask for the day, how can I do that? There are no such fields in the list of the available ones.

  • Gurpreet
    Gurpreet

    High Bid/Ask is not captured in the interday data. For content-type questions, please raise a Content query at MyRefinitiv which will allow you direct communication with a Content expert.

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