Access to Historical Data
Hello,
I am a Java developer, working with Elektron SDK (Real-Time SDK soon) in order to consume Realtime data
Today, I also need to be able to retrieve Historical Data. Is it possible to do so via Elektron SDK and/or Real-Time SDK?
If not possible, can you please explain me the best way to do so, once again in Java
Thank you very much
Best regards,
Philippe
Best Answer
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Hello @philippe.mesmeur,
Thank you for the clarification, I believe I understand your question, and would like to help.
Real Time Distribution System (formerly known as TREP) is primarily intended for efficient and compliant distribution of Real Time data.
I would like to suggest contacting your Refinitiv account team, to discuss your requirements, and they should be able to advise, to discuss the options that are available in terms of the products, and to help you come up with the best solution for your organization.
I have mentioned the historical data requirement to them, and they may reach out to you to discuss.
0
Answers
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Hello @philippe.mesmeur ,
Realtime SDK is intended for consuming, as well as custom publishing, of realtime data. An application utilizing RTSDK API is interacting with a realtime endpoint, such as Refinitiv Real Time Optimized, or Realtime hosted, or a local Real Time Distribution System.
To access historical data, depending on your requirements, a solid approach to cover the requirement is with a history product, such as Refinitiv Tick History, integrating with Refinitiv Tick History REST API.
A large set of history data requirements can be met via Refinitiv Data Platform, a set of history data is available, intraday, inter-day, via RDP API or RDP API Library (usability tier).
Both HTTP REST API integration requirements, Tick History and RDP API, can be done in any language that offers HTTP REST integration, including Java, and you will find the relevant examples in those sections.
Your Refinitiv account team can help select the best approach and solution for your organization's requirements, so getting in touch with them to discuss your requirements, is the best next step.
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Hello,
I had a quick look at the Refinitiv Tick History's Rest API user guide.
However, it seems to work with Refinitiv DataScope Select platform ("Tick History is hosted on the DataScope Select platform and makes its content available through a REST API and a GUI.")
To be honest, I have no knowledge about what DataScope Select is. What I am sure is that I use to work/connect with TREP.Furthermore, i'm not sure our customers have a DataScope Select, but i'm also sure they have a TREP.
Under these circumstances, I would prefer, of course if that is possible, to consum Historical Data from/by-connecting-to the TREP platform.So I would like to know if there a way to get Historical Data from TREP? If so, what is the best way to do it? (I would strongly appreciate code examples, preferably in Java)
Thanks for all
Best regards,
Philippe
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