HTTP status 400 for tick datascope query

ankur.tyagi
ankur.tyagi
in DSS

hello,

I have a python scripts which work fine for 1 min bars.

I am trying to use similar script to fetch tick data for tickers between stated times. This script fails with 400 HTTP response. I am uploading python file as well.

Refinitiv_tick.txt

Thank you!

request body is:

@{'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest',

'ContentFieldNames': ['Trade - Price',

'Trade - Volume',

'Quote-Bid Price',

'Quote-Bid Size',

'Quote-Ask Price',

'Quote-Ask Size',

'Trade-Bid Price',

'Trade-Ask Price',

'Trade-Sequence Number',

'Trade-QualifierTrade - Exchange Time'],

'IdentifierList': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',

'InstrumentIdentifiers': [{'Identifier': 'LYB', 'IdentifierType': 'Ric'},

{'Identifier': 'AXP', 'IdentifierType': 'Ric'},

{'Identifier': 'VZ', 'IdentifierType': 'Ric'}],

'UseUserPreferencesForValidationOptions': 'false'},

'Condition': {'MessageTimeStampIn': 'GmtUtc',

'ReportDateRangeType': 'Range',

'QueryStartDate': '2021-11-09T08:45:00.000Z',

'QueryEndDate': '2021-11-09T12:30:00.000Z',

'DisplaySourceRIC': 'True'}}}

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @ankur.tyagi

    When I run this request through Postman tool, I see the following error:

    "{ "error": { "message": "Validation Error:\r\n\r\nInvalid content FieldName \"Quote-Bid Price\"\r\nInvalid content FieldName \"Quote-Bid Size\"\r\nInvalid content FieldName \"Quote-Ask Price\"\r\nInvalid content FieldName \"Quote-Ask Size\"\r\nInvalid content FieldName \"Trade-Bid Price\"\r\nInvalid content FieldName \"Trade-Ask Price\"\r\nInvalid content FieldName \"Trade-Sequence Number\"\r\nInvalid content FieldName \"Trade-QualifierTrade - Exchange Time\"" }}"

    Several of the content field names requested are not valid for TickHistoryTimeAndSales template.

    The list of valid content fields for TickHistoryTimeAndSalesRequest can be found via

    {{protocol}}{{host}}{{api}}Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryIntradaySummaries')

    Please note that you should have Tick History as product (be permissioned for RTH) to access TickHistory content sets.

    It may be helpful to refer to tutorial REST API Tutorial 4: On Demand tick data extraction for more details on extracting TickHistoryTimeAndSales.

    This is a valid example request from tutorial:

    {
      "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": "CARR.PA",
            "IdentifierType": "Ric"
          }],
          "ValidationOptions": null,
          "UseUserPreferencesForValidationOptions": false
        },
        "Condition": {
          "MessageTimeStampIn": "GmtUtc",
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2016-09-29T00:00:00.000Z",
          "QueryEndDate": "2016-09-30T00:00:00.000Z",
          "SummaryInterval": "OneHour",
          "TimebarPersistence": true,
          "DisplaySourceRIC": true
        }
      }
    }

    Hope this information helps

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