historical intraday data DSS

giacomo.mazzi

How can I extract intraday prices for a past date range through the API?

I am trying to follow the example, but when using PriceHistoryExtractionRequest I get a permission error, however from the GUI I am able to create reports for TickHistoryTimeAndSalesReportTemplate and extract intraday data.

Gurpreet

Hello @giacomo.mazzi,

Do you see Price History report in GUI? If not, then you are only permissioned for TickHistory and not DataScope Select.

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giacomo.mazzi

Hi @Gurpreet ,

you are right, I have permission only for TickHistory, so my question is, within the GUI I can create a TickHistoryTimeAndSalesReportTemplate for a given date range in the past. How can I do it programmatically through the API?

The closest example I found in the tutorial is the one with Price History (tutorial 4), but trying to modify it to work with the TickHistory template fails, I get a "Invalid array element type for property \'ContentFieldNames\".

Thanks

Gurpreet

You need to use the TickHistory examples instead of DSS ones. Here is one about on-demand extraction - https://developers.refinitiv.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/tutorials#rest-api-tutorial-4-on-demand-tick-data-extraction