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FixSpec in API format
I am trying to understand how to interpret Trade and Market condition qualifiers in tick history data. I have looked at the documentation provided at https://refinitiv.fixspec.com/stack/specs/elektron and i understand the meaning of those values. I wanted to ask, is there an API available that that defines all the enum…
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How to identify Pit trades in TRTH Date Time response
Hi, we're using TRTH downloading tick level data. We requested many columns from TRTH as below. I am wondering is there a field or trade flag that helps us to identify whether a trade belongs to Pit trade or not? https://www.investopedia.com/terms/p/pit.asp The reason is for some futures products in 2000-2006, we see many…
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TRTH API Question
Hello, I use https://developers.lseg.com/en/tools-catalog/ric-search to identify rics for the assets i am interested in. I was wondering if there is a programmatic/API that I can query to do the same. Perhaps there is a metadata table that we can query based on symbol or other identifiers.
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RTH Field To Retreive Market Capitalisation or Total Outstanding Shares
What is the call to retrieve this? I have read through the documentation and I cannot find anything about Market Cap data Using Windows 10, Python on VSC, Refinitiv Tick History.
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Mapping logic between input column name (request) and output column name (csv) in Tick History API
Hi Team, May we know the mapping logic between input column name (request) and output column name (csv) in Tick History API? As this is API, it has programmatic rules in place on your side which determine the column order on your return payload. Also, the dev team constructs a CSV file with the available input column names…
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Tick History error message: "ErrorMessage": "JSONDecodeError: Expecting value: line 1 column 1 (char
Tick History Error: Extracturl : https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw We are getting connection error while accessing the Reuters API. Please find the below error message: "ErrorMessage": "JSONDecodeError: Expecting value: line 1 column 1 (char 0)", This type of error throws when we…
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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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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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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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Tick History Raw - Output Fields Definition
When retrieving a Tick History Raw report, we are getting several report fields (in the header), but not all of them are clear what they mean. For the following list of header fields in the Raw report, is there a definition / data guide available ? #RICDomainDate-TimeGMT OffsetTypeMsgClass/FID numberUpdateType/ActionFID…
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Python code to cancel executing TRTH jobs
I have some jobs pending for over a week and wanted to just cancel them. Looking for a python implementation. Thanks! I tried looking here: https://community.developers.refinitiv.com/questions/34724/cancelling-executing-job-1.html https://community.developers.refinitiv.com/questions/65945/cancel-queued-up-trth-jobs.html
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DSS - Today's Intraday Trades
Hello, Is there a sample on how to get All Intraday Trades for an RIC for running session ( same day )? Tried RTH TickHistoryTimeAndSalesExtractionRequest but it doesn't retrieve the same day trades, only past intraday data. Example of required columns, Regards, Amr Mahdy.
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CLPNDIRS=TWEB showing Valid
As per DN204841, the chain CLPNDIRS=TWEB is replaced with CLPNDIRS=TWEB. However on running an API query below the old discontinued Tradeweb RIC chains are still tagged as “active” in Refinitiv’s back-end. See Status as Valid E.g. CLPIRS=TWEB RIC chain requested with a datetime range of [2023-01-16T00:00:00.000;…
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What are the required field for fetching BUY/SELL/Volume Delta data while using C#/Python TRTH TAS A
Need to fetch Buy Volume, Sell Volume and Volume Delta for TRTH TAS and Intraday API. Is that Possible? If yes, kindly provide the field name. Also one more question while fetching TRTH TAS data rows come with no price value but have a volume value, what does that mean? I will attach a snapshot for reference..
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TickHistory python - list of available fields
Hi, I am trying to use the Tick History api via python to download tick data for various instruments across Bonds & FX. How can I get a list of all possible fields/ attributes for a ticker? For example- for the German 10y Bund futures (FGBLc1) - I want to get indicative volumes & prices (top of the book)- Is that possible…
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RTH API: Is that possible to get the AWS pre-signed URL to do resumable download?
Like RDP CFS, can we also get a pre-signed URL of the extracted archive file to support resumable download, via the RTH API?
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How would I get a trading state of a book?
Hi all, I am using `TRTH`s Historical Market Depth API endpoint to retrieve some depth information about ES options, but I would like to know whether the quotes are in OPEN, CLOSED or AUCTION trading state for example. Is that possible and how would one get that information? Cheers
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Unable to get any data from Tick Histroy Raw Extraction
Hi, I am trying to get data by hitting the Tick History Raw Extraction API, but I don't get the correct response. This is my request: {'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest', 'IdentifierList': {'@odata.type':…
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Is there a chain RIC for all S&P 500 mini options (including for quarterly and monthly expiries)?
I have been using the `0#ES+` chain ric to get all identifiers for S&P 500 Mini options. However, this only returns options with quarterly expiration, but it would be preferable if I get monthly expiration. Example: ES2400C8,ES MAR8 2400 C,EIO,USD,,IOM,XCME,C,2400,2018/03/16,A,,2018/03/16,50,INDEX,ES,ESH8, ES2400F7,ES JUN7…
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Not receiving any tick history data for OESX fund (RIC: 0#STXE*.EX)
Hi everyone, I am trying to get historical market depth data for options of Eurostoxx 50 (OESX) and I am using the identifiers I get by using the api.search.historical_chain_resolution(chain_ric, start, end) I get the results and I get a good amount of RIC identifiers: STXE100000F7.EX STXE100000G7.EX STXE100000H7.EX…
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Tick History Rest API: Error in curl::curl_fetch_memory(url, handle = handle) : schannel: next Initi
However since the past few days I have started getting the below error while establishing connection url <- "https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken" b <- list(Credentials=list(Username=jsonlite::unbox(uname),Password=jsonlite::unbox(pword))) r <- httr::POST(url,add_headers(prefer =…
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How to sort RDP tick history files by size
Following is a sample of response by pulling a file-set via RDP CFS APIs. Can you advise how to use 'jq' to sort the response by the value of 'size'? Thanks. { "value": [ { "id": "4a8e-1abb-6fd8c40c-94f4-352733f33ebc", "name": "salesforce-1-XXX_normalised_89568BBAF27C4E2EAC292CC28D80E875", "bucketName":…
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Getting a list of all RIC codes for Equity Index Options
Hello Developers, Notes: I'm using the python API and have access to Refinitiv Tickhistory. Getting a list of all option RIC codes (with expiration date and strike price) for S&P 500, current + historical. Right now, I am using the following: UnderlyingRIC = '.SPX' for S&P 500 request_header = {…
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How do i access the calendar file data(trading hours) from client file store?
I was referring to the client file store post: https://developers.refinitiv.com/en/article-catalog/article/introduction-to-client-file-store--cfs----python There were few details variables like RDP_BASE_URL + CATEGORY_URL + RDP_AUTH_VERSION + ENDPOINT_URL and client id/client secret i am not sure what end point do i need…
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is there a complete API doc
I would like to use TickHistoryMarketDepthExtractionRequest But I didn't know where to find the Content Field Names list, Is there a complete API docs, so that I can know how to fill in the request params.
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Why are Intraday summaries not showing when the market is pulled?
Comparing the Market depth feed and Intraday summaries feed, I have noticed that Intraday summaries will not report empty when the market is pulled right before the end of the interval. For example, in the RIC ES100R7 these were the market depth feed: ES100R7,Market Price,2017-04-11T23:09:34.885504017Z,-5,Normalized…
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Tick History API: Sample java code to create a "Tick History Market Depth-->Legacy Market Depth" rep
Tick History API: Sample java code to create a "Tick History Market Depth-->Legacy Market Depth" report https://developers.refinitiv.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/tutorials#rest-api-tutorial-5-on-demand-market-depth-extraction Could you please provide us sample java code to…
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Do we provide end users with code that transforms the Tick History Venue By Day (VBD) service into t
Do we provide end users with code that transforms the MarketByOrder / MarketByPrice files from the Tick History Venue By Day (VBD) service into the Real Time RDMU wire format described that is used here: https://github.com/Refinitiv/Real-Time-SDK/blob/master/Cpp-C/Eta/Docs/TransportAPI_C_RDMUsageGuide.pdf
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Refinitv Tick History Historical Search for Chain RIC
Chain RIC 0#SIRT- gives incorrect end date (2017-05-06) using 'ResultsBy': 'Entity, however without 'ResultsBy': 'Entity it gives correct end date: with 'ResultsBy': 'Entity when sending request @{'Request': {'@odata.context':…
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TickHistoryMarketDepthExtractionRequest
I requested market depths with below code. Although there are no error msg, the file is empty. I tried different time but no luck. #Step 2: send an on demand extraction request using the received token requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw' requestHeaders={…
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Tick History Instrument Search API
Hi Team, I am running https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/InstrumentSearch API body { "SearchRequest": { "InstrumentTypeGroups": [ "CollatetizedMortgageObligations", "Commodities", "Equities", "FuturesAndOptions", "GovCorp", "MortgageBackedSecurities", "Money", "Municipals", "Funds" ],…
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Avoiding empty rows during RTH extraction
I'm trying to extract historical RTH data. I'm getting a LOT of blank rows which take up lots of memory and slow everything down. These are days that are weekends, holidays, or even days where the underlying RIC was not listed/trading at all. Is there a way to avoid returning those rows at all? Seems like a needless waste…
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Getting information for RIC code of an option via API
Hi Team, I have venue by day files with RIC tick history data for options. For a particular option ID, I'm looking for an algorithmic way to obtain the information such as: 1. Expiration date 2. Asset Type (Futures/Options/Indices...) 3. Put/call flag 4. Strike Price For instance, for SPXw182242500 I get the data when I…
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Why are these future contract RICs inconsistent from FuturesAndOptionsSearch?
For future contracts expiring in January 2024 onwards the following RIC rule applies. "Two-digit year codes have been introduced for any contract expiring in January 2024 and beyond. So, all RICs will have one digit year code till December 2023 and will start using two-digit year code as and when contracts are listed for…
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May I know where to download the API request body example for each DSS/RTH template?
May I know where to download the API request body example(like a form just filling those field values) for each DSS/RTH template? e.g., for the TimeAndSales template, the request body can be: request_body = { "ExtractionRequest": { "@odata.type":…
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Why TR_TRD_FLG value doubled quoted in TRTH normalized
We noticed that only TR_TRD_FLG value is doubled quoted, see below example: "R[ACT_FLAG1];R[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];""RX ""[TR_TRD_FLG];45------MP----[MMT_CLASS]" Are there reasons for that? Also some values are white space trimmed (like ACT_FLAG1), while some others are not (N…
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Connection reset by peer error
Hi everyone, I am trying to extract large amounts of market depth data from TRTH API, and I use python as my API client. After the data is extracted, I am streaming the data (in an effort to conserve memory), but during the stream, I often get the Connection reset by peer error. I assume this is because the server closes…
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While using HistoricalCriteriaSearch or FuturesAndOptionsSearch API in TRTH
While using HistoricalCriteriaSearch or FuturesAndOptionsSearch API in TRTH, I was wondering if it is possible to specify a regex style identification in the 'Identifier' key, e.g. If i want the results for HSI*D2.HF and HSI*P2.HF in the same search request, how would I specify it? Example RIC expected in output…
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Why do future contracts appear to be missing from FuturesAndOptionsSearch?
Why do there appear to be future contracts missing from the "FuturesAndOptionsSearch" endpoint for the following payload? { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "RS", "IdentifierType": "RICRoot" } } The latest expiration date contract returned is "RSF1^2". However when I do a raw extraction…
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Why does this RIC not follow RIC rules?
I just extracted all future (both active and inactive) contracts for a commodity using the "https://selectapi.datascope.refinitiv.com/RestApi/v1/Search/FuturesAndOptionsSearch" and the following payload. { "SearchRequest": { "FuturesAndOptionsType": "Futures", "Identifier": "KW", "IdentifierType": "RICRoot"} } This returns…