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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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Does the RDM Market by Order refresh/update payload contain ticks?
Currently, my application gets its understanding of ticks from the market price payload, setting the QoS rate to RSSL_QOS_RATE_TICK_BY_TICK and the timeliness to RSSL_QOS_TIME_REALTIME. The tick price and quantity come on the "LAST" and "TRADE VOL" fields. I am wondering if these fields are also placed in the payloads for…
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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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late subscriber with specific time stamp
Hi, I need to get equity pricing for a specific time (12:30 UK Time). How can I achieve this with EMA? Or any other API option available to consume the pricing data at a specific time stamp?
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Option data release cycles
According to Refinitiv Official Document, it says below Is Option data included in this definition? For Instruments that are traded/quoted round the clock (i.e. FX, money market, commodities & energy, OTC fixed income, and global futures, etc.), present-day’ data is released with below 5 Release Cycles in UTC Time Zone:
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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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WTCLc1 historical tick data in Eikon API
Hi team, we are trying to get the historical tick for WTCLc1 in Eikon API but its showing NA ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY') data = ek.get_timeseries("WTCLc1", fields = ['BID'], start_date='2023-11-22T00:00:00', end_date='2023-11-22T23:59:59', interval = 'tick') print(data) I checked in Eikon excel if we have…
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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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Tick History - Eikon premium user
hi, is it possible to get tick data through API for FGBL (bund futures), FGBX (BUXL futures), FGBM (BOBL futures) and EURIBOR futures. ( Eikon premium user) If so what are the limitations, is there an article available explaining the steps, use case. Thanks.
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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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Tick History Quota
We have an internal process which monitors our tick history quota and generates a report each month. When we compare this to the Tick History Quota in DSS the two totals differ so we are trying to pinpoint the issue. We have based our report on the following 1. For each unique instrument requested in the month, that…
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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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QueryEndDate in TickHistoryIntradaySummariesExtractionRequest
Could you clarify on how the QueryEndDate is used in creating data for last interval summary ? Is it included or excluded ? For example, to extract OneSecond summary for 01June2023, currently I use QueryStartDate: 2023-06-01 00:00:00 QueryEndDate: 2023-06-01 23:59:59.999 Would the data for last millisecond of the day not…
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Bid and Ask levels
Hi guys, I would like to take for bid/ask the 5 levels, but I would like take this information in Tick History Raw. What fields do I have to select? I tried, but not return the result.
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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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Where can I find closing auction volume data
Hi team, how can we get closing auction volume data in our DSS or tick history? Especially HK market. Thank you.
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Job failed with status: "ERROR: Job reported as Failed by data source"
Hello, We tried to download historical market data for futures on gold. The job failed with following notes: Extraction Services Version 16.1.1.44122 (28df5d170c4b), Built Aug 9 2022 21:02:27 User ID: 9032595 Extraction ID: 2000000456520128 Correlation ID: CiD/9032595/0x0831ab7562b33c17/GUI/EXT.2000000456520128 Schedule:…
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Micro cortes y token invalido
Buenas tardes, Tenemos dos problema al realizar la conexion al stream de datos de mercado. Por un lado no recibimos datos durante intervalos de pocos minutos durante la madrugada habitualmente. No se cae la conexion y no tenemos ningun log de error. Pero no recibimos ningun dato. El intervalo de fallo suele ser entre las…
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TickHistory Trial Environment
Hi Team, Can someone please verify wheather we have any UAT envionrment to integrate tickHistory, If not any free request is to be available to integrate the tickHistory module ? Please let us know or provide some links for the tickHistory
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Hi team, we are using ticHistory and we need to all the identifierList
Can someone please suggest how to get ideintiifer list and validate them as we are getting fomr some of them is invalid. "InstrumentIdentifiers": [ {"Identifier": "EURBRL", "IdentifierType": "Ric"} ], I need conversion for USD to BRL but it is showing invalid , how to validate them
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Tic History Identifier List Info
Hi team, we need to consume ticHistory for the identifier List, can you please provide info for the identifier list and their format so we can put into the request ? For example if we need to get the tic hisotyr from EUR to INR how can we send it or from USD to INR.
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Can't pull data for expired contracts - do I need to specify AssetStatus?
Hi - I am trying to pull data for an expired contract. My extraction request looks like this: requestBody = { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest", "ContentFieldNames": [ "Close Ask", "Close Bid", "High", "High Ask", "High…
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Hitorical intraday data for indces
Hi guys, I am about to write my master thesis. For that, I need following data with 5-minute interval, - STOXX Europe 600 Banks (SX7P) - STOXX Europe Banks (SX7E) - Dow Jones U.S. Banks Index (DJUSBK) - S&P Banks Select Industry Index (SPSIBK). They have to be from Jan. 1st, 2017. As I tried it before, I could find…
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Historical FX tick data in python?
Is there a way to get historical FX (forex) tick data using Refinitiv APIs using Python? I tried the below and only got NAs: df2 = ek.get_timeseries(rics = "GBP=", fields = ['BID', 'ASK'], interval="tick", # count=2000, start_date="2022-05-19", end_date="2022-05-20") # start_date="2022-05-19T10:00:00",…
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Trade Qualifier: Classification of trades in 2013
Hi, The trade qualifier in 2013 has no MMT classification. As such, I am wondering: How can trades be classified into Continuous Limit Order Book, Opening and Closing Call? Thanks in advance for any help!
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We need tick history intraday data at every 5 mins for few instruments. Is it possible to get the re
We need tick history intraday data at every 5 mins for few instruments. Is it possible to get the response in json format, if not how can we get the data.
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Using the tick history REST API, a user would like to enter a range of days and a time range within
Using the tick history REST API, a user would like to enter a range of days and a time range within each day to return intraday tick data. Is there an API flag that can set this window for each day?
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What is the minimum tick for discount yield prices?
There is a field for the minimum price tick for regular asks and bids: PRC_TICK=6210. Is there any similar field for discount prices (fields DISC_BID1, DISC_ASK1 etc)? And generally speaking, what is the minimum difference for discount prices?
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How tick data is resampled by SummaryInterval
My question is about how the SummaryInterval parameter is used by TickHistoryIntradaySummariesExtractionRequest to resample the tick data: would it average the available ticks between two consecutive intervals?
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Stuck in an historic extraction request
I'm trying to download 2 minutes of data from yesterday morning but it's getting stuck in a 202 code , which it normally only does once or twice. I've attached the auth token, request body, request url and what the console is returning. Thank you Auth Token: (Added in private comment) requestbody: requestBody={…
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How is Refinitiv's pricing protocol for on-demand tick data request?
I use Python to download tick data via submitting HTTP requests. My question is about the pricing and how Refinitiv charges on-demand tick download requests: Would the cost occur every time a new token or job ID is generated? Or during a subscription period, unlimited number of downloads can be performed, without any…
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How to get data at tick level?
Which parameter should be set to get data at exactly "tick" level, and not at the intervals mentioned in TickHistorySummaryInterval ?
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Retrieve tick history of different instruments for different time range
Hi there, I am trying to retrieve tick history data with TRTH for multiple instruments for diffrent time range. Is there a way I can retrieve the data in one request? i.e. specify different QueryStartDate/QueryEndDate for each instrument in one request instead of sending one request for each instrument? Thank you!…
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Tick History Relative Query
Hello, We have a Tick History client trying to extract data using Relative query but they get an error message and need your help to fix the code. { "@odata.type": "#DataScope.Select.Api.Extractions.ReportTemplates.TickHistoryTimeAndSalesReportTemplate", "Name": "Test Report", "ContentFields": [ { "FieldName": "Quote - Ask…
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Tick History API Key
Hello, Need help with a query from a Tick HIstory client. I have just detected the below, and just wanted to confirm the keys are always unique and never change?: • I’ve found Future contract Milling Wheat has two chain ric codes historically with the same name, one upper case, and the second lower case: o 0#BL2: looks…
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HTTP status 400 for tick datascope query
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':…
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Tick History REST API - Historical instrument Query
Hi, Could you advise on the code to use to run an elektron timeseries query for an historical instrument, RIC RIG-OL-USA-BHI. thanks and best regards Ludovic
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Py API (Timeseries method) not providing with require timestamp data (Tick by tick)
dScripts=['ACC.NS'] df =ek.get_timeseries(dScripts,start_date = "2020-09-25T09:00:00", end_date = "2020-09-25T17:00:00",interval="tick") it's giving data from 09:00 Am to 11:12 AM, where I have given parameters from 09:00 to 17:00. Can you please help to get the current date tick data of "ACC.NS" or "SBI.NS" from (09:00 AM…
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Not able to fetch NSE Derivative( ACC.NS,SBI.NS ) Tick history data using python api.
# Note: startdate and end date will be the current date. # Require NSE derivative('ACC.NS','SBI.NS') contract with tick data for current date. # MyCode:------ dScripts=['ACC.NS'] sfields=['Timestamp','Value',"Volume"] df =ek.get_timeseries(dScripts,sfields,start_date = "2020-09-25T09:00:00", end_date = "20…