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XML File output format
I have a question regarding XML file format. Is it compatible with XML format required by Refinitiv Playback tool (testserver): https://developers.lseg.com/en/article-catalog/article/quick-start-guide-recording-and-playback-refinitiv-real-time-data? If not, can you please advise what toll s are available to us so we can…
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How Can I Access Intraday Data of Gold Future Before 2023?
I am looking to download high-frequency gold futures data from before 2023, with a frequency of 5 minutes. I know that the Eikon API only supports downloading high-frequency data from the past year, which does not meet my needs. I have learned that the Tick History REST API might support my requirements, but I am unsure if…
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GetValidContentFieldTypes not working for TickHistoryRaw on postman
I ma able to acquire token and using that token doing GET request https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=DataScope.Select.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryRaw') it retrurns 200 OK with emppty results { "@odata.context":…
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https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch
We are fetching data from below datascopeAPI. Could you please check if any issue on below RESTApi ? This is product issue happening from Monday application fid: arbtick 2024-06-20 09:29:43 INFO: https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/HistoricalCriteriaSearch 2024-06-20 09:29:45 INFO: Using standard…
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Scaling factor for DSS tickhistory request
Is it possible to extract the scaling factor from the DSS tick history api? I am using this api to retrieve historical currency prices and short of storing the scaling factor for each currency pair I have no idea what the scaling factor is. An example of where this would be useful is INRGBP. On the quantitative analytics…
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LSEG Tick History Python
Hi, I am attempting to use the sample intraday bars python tick history available from the downloads section of the Tick History developer resources. There are 6 steps in total, steps 1,2 and 3 work as expected, however I get an error at step 4 (and by extension step 5). I have not altered any of the sample code in step 3,…
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data on weeeknds with TimeBarPersistence set to false in python when using RESP-API
I am extracting ONE MINUTE TIME BARS. However, it is not clear what the difference is if I choose TimebarPersistence to be true or false? There appears to be data on weekends for both cases. The difference is that quotes seem to change on Saturdays whilst the values do not change on Saturday and Sunday until market open…
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Currency Tick History in Python
I am trying to obtain currency tick history, for example last 5 years of 1 minute Open, High,Low, Close for USDZAR. the documentaion seems to be fairly dated on how to set up the request (how do i obtain a token) and how do i structure the query to create a dataframe with DateTime Index, and the columns populated with…
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Matlab TRTH Timeseries - Getting two days of data when requesting a year
I am using Matlab to connect to the Datascope API (TRTH). When I try to pull a year's worth of timeseries, intraday data using the below code, I get back two days of data rather than the requested year's worth. I am not specifying an interval in order to get back unaggregated results. I have tried putting in two digits on…
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Time and sales too huge and unable to download in compressed format
Hello. I'm using Stored & Scheduled Workflow to download Tick History Time And Sales from DSS. When i download the file using Python, i noticed that the format is raw and too huge. Below is a sample i tried.…
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TickHistory Stored & Scheduled workflow: how to schedule delta / relative query date range
This question is from an existing TIckHistory user, Nikko Fund Wrap. They would like to use TickHistory Stored & Scheduled workflow. Please advise how they can set date range condition as delta/relative queries. We checked API user guide, but can only found date range query settings for the workflow on page 69 of the API…
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Does SSL Certificate for Tick History has impact on Authentication as well
Secure Sockets Layer (SSL) certificate used to secure the DataScope Select and Tick History web site and API endpoints accessed via the Internet and private network connections (DDN/FCN). When client certificate expired; they did not received any error for Authentication Token Request. However While extracting the data…
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#Step 4: poll the status of the request using received location URL, and get the jobId and extractio
###Step 3: send an on demand extraction request using the received token requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw' requestHeaders={ 'Prefer':'respond-async', 'Content-Type':'application/json', 'Authorization': 'token ' + token } requestBody={ "ExtractionRequest": {…
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Tick History get Market Maker and Market by Order Data
Hi, I am trying to use DataScope REST API to retrieve Market Maker and Market by Order data via Tick History. I tried both `TickHistoryMarketDepthExtractionRequest` as well as `TickHistoryRawExtractionRequest` templates, but both fail to expand to any RICs. Request URL:…
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ERROR: processing did not complete successfully !
Trying to download ZFU8 I get the following response Chain Identifier: ChainRIC 0#ZFU8, Constituents: 2 RIC 1FVU8^0, Start date 29.08.2008 0:00:00, Change Date 31.05.2014 0:00:00, Expiration Date 30.09.2008 0:00:00, RIC 1FVU8^0, Start date 29.08.2008 0:00:00, Change Date 01.10.2016 0:00:00, Expiration Date 30.09.2008…
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RemoteDisconnected: Remote end closed connection without response
Hello, While trying to download tick history data, we get at first a response with status code 202 , then it keeps pooling for many minutes ( sometimes hours) without response until we get the following exception : - HTTPSConnectionPool(host='selectapi.datascope.refinitiv.com', port=443): Max retries exceeded with url:…
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原油先物のSpread Price
原油先物のSpread Priceを取得することは可能でしょうか? 原油先物のカレンダースプレッドです。(ex. 1-3)
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Open Interestの欠損について
先物のESc1のOpen InterestがDailyデータ(Elektron Timeseries)に反映されるタイミングについて確認していたところ、夏時間である10月中は、UTC22:00頃には価格のレコードが作成され、翌UTC4:00くらいにはOpen Interestが更新されるようでした。 ところが、2023/10/26のレコードに関しては、2023-10-27のUTC15時過ぎまでOpen Interestが更新されませんでした。 Tickデータ(Tick History Time and Sales)を見たところ、27日のUTC3時頃に速報らしいデータがありますがDailyデータに反映されなかったようです。…
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HistoricalReferenceの欠損について
HistoricalReferenceレポートで、ESc1の満期日を取得しようとしています。 Expiration Dateは未設定であるため、Last Trading Dayを満期日として参照しようとしたのですが、 2021/3/19の満期日の情報が入っていません。 ESc1は3月、6月、9月、12月の第3金曜日が満期日であるため、上記の情報が欠損していると思うのですが、こちらはバグでしょうか? また、過去データのみで発生しており、今後発生することはないでしょうか?
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満期日のDailyデータのOpen Interestの取得について
RTHのElektron Timeseriesレポートで、ESc1のOpen Interestを取得した際に、2018年くらいから満期日のOpen Interestが取得されません。こちらはデータ欠損でしょうか?仕様でしょうか?
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Tick History Archive Max Entries Exceeded
I have a set of years of tick history data provided in CFS that I have access to. Most of the files successfully download to my local directory, including some of the larger gzip that need chunking. However, there are several gzip that refuse to download, and I often receive an error like the following when I am trying to…
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先物の原資産コード(Alias Underlying RIC)の取得
Tickデータ(Tick History Time and Sales)やIntraデータ(Tick History Intraday Summaries)では先物の[Alias Underlying RIC]の取得が可能ですが、他に[Alias Underlying RIC]とExipiration Dateなどが取得できるAPIは存在しないでしょうか? 可能であればRICコード&[Alias Underlying RIC]&Expiration Dateがメタ情報として取得できる方法が知りたいです。
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RawExtractionResults return jobId instead of data
For example: A GET query to https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults('0x08b018d5e039394b')/$value returned HTTP/1.1 200 Connection established HTTP/1.1 200 OK Cache-Control: no-cache Pragma: no-cache Content-Type: application/json; charset=utf-8 Expires: -1 Server:…
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オプションのRicコード命名について
Historical Chain Constituents Searchで子Ricコードを取得出来ることは確認出来たのですが、こちらからその子Ricコードの情報(満期日、行使価格等)がわかる方法ありますでしょうか。 APIであればそのAPIのリファレンスを、Ricコードから判別であればその方法を教えて頂きたいです
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子Ricコード取得API引数の定義について
Historical Chain Constituents Searchに関して、APIの引数にStartとEndの定義がリファレンスで確認出来ないのでご教授頂いてもよろしいでしょうか。 また、このStartとEndで取れるRicのデータはその期間時点で存在していた取引になるのでしょうか。 つまりは、Start:2020-01-01 End:2023-01-01とした場合、2020年から2023年までの間で、満期日を迎えた取引も含め、全ての子Ricの情報が返ってくるで間違いないでしょうか。
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Double click on QuickStart\bin\Release\Dss.Api.Examples.exe to manually run the executable program.
Entering your DSS credentials Tick History user id 9034113 The example code prompts for your DSS credentials
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Retrieving ticks for expired contracts using DSS API
I am trying to pull ticks for expired contracts using DSS REST API. Extraction URL: https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw Payload: {"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",…
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DSS Tick History REST API. Get RIC historial price, java
HI, I'm trying to create a request to get historical price from RIC with java, how to get bid/ask price and filter by date? any idea? JSONObject searchJSONObject = new JSONObject() .put("SearchRequest", new JSONObject() .put("IdentifierType", "Ric") //.put("Identifier", "US10YT=RRPS") .put("Identifier", "JPY=")…
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Futures next expiry as of date
Hello, I am using Datascope TimeAndSales TickHistory to download futures data. I am aware of using c1,c2 shorthand to get the next two expiries which works if downloading the data for T+1. But if I want to do a backfill the API doesn't work out the next expiry as of historical date. Is there a way to do this? Best, Ryan
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API ERROR: ICSharpCode.SharpZipLib.SharpZipBaseException: Unexpected EOF
Client is currently getting end of stream exceptions whenever TRTH server takes times to send results. Client said process suddenly gives EOF, after reading 52M updates. This type of error is very frequent and makes extraction very slow. Below is the sample extraction notes file on when he experiences the issue for your…
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Trade - Implied Volatility field REST API
I have a question concerning Tick History. I’ve been trying to access implied volatility data using the ‘Trade - Implied Volatility’ field, but that data comes back as NaN. The Rics I have been testing with are LCO and NG. Is there no implied volatility data for these markets or do I need to use different fields/Rics? I’m…
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How to convert RIC code from auto-listing to contract month?
Hi, Now, i get data of LCOc1, LCOc2 from Tick-History. But how can i change from our auto-listing code into non-auto-listing code? and can i search the code via webui of "datascope select"? Thank you very much, Petch
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Need help with bypassing embargo periods for Refinitiv tick history API
I have been working on getting the tick level data from the Refinitiv Tick History API and noticed that if the data was requested too soon, the API returns no quotes as some exchanges impose an Embargo, delaying the data availability. Is there a recommended time gap which we should maintain before making a request to…
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How do I extract tick history data for a set of non-consecutive dates, rather than a range of dates?
I am not using any API as of now. I am here to understand if an API can solve my issue. I am using Windows. I need to extract tick history data for a specific time window and for specific non-consecutive dates. E.g. I want to extract some fields of CLc1 between 10:00 and 11:00 ET for 11/12/2022, 01/03/2023, and 23/06/2023.…
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Tick Historical data
Good Morning, I have a question regarding how to retrieve tick historical data for bonds using pycharm. To get historical time series data i use the following code: df = rd.get_history( universe=rics, fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'], start=start_date, end=end_date, interval='1M' Does the same work or i need…
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Refinitiv Tick History (RTH) - REST API - Authentication
As per the user guide below on the authentication on the Tick History API: ----------------------------------------------------------------------------------------- Creating an Authentication Token The following example illustrates how to create an authentication token using the Authentication/RequestToken. You provide…
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Filter tick history by Type
I'm using the rest API to pull tick history using python. This pulls Quote and trades. Is there a way to only pull records where Type=Trade? { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest", "ContentFieldNames": [ ], "IdentifierList": {…
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Historical one-off load for futures
I am looking to download historical IntradaySummaries extract for these chain rics(0#LCO;0#LGO;0#LRB;0#WTCL;). I am using C# .Net core. What should be the workflow? I am following below link. Tutorials | Devportal (refinitiv.com) What should be the start and end date query? And how I would know once I have posted the…
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Tick History Rest API User (.Net for WPF application) download stored & scheduled
Tick History Rest API User (.Net for WPF application) I am using stored & scheduled reports. How can I download the files on a daily basis, there are numerous extractions under my ID common to many users and I do not know which file to download. Is there a way to just run an API code to download the files that I have…
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Complete documentation for tickhistory USER Qualifier
According to a Tickhistory support FAQ article (title "What does USER Qualifiers indicate in Tick History?" It apperas in a sidebar and I can't find a link to it), tickhistory trades include a generic refinitiv-generated `USER` Qualifier field that is portable across exchanges. The only values mentioned in that article…