We want to download TAS,RawTAS, REF files for a set of RICs. What are the APIs we need to use for that? Please provide a few examples.
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According to information from content team, NFE RIC list can be retreived from chain RICs provided in the <SFE/FUTEX10> and <SFE/FUTEX11> pages.
- Instrument file
You can use the HistoricalChainResolution to retreive all constituent RICs and then use ReferenceHistory to retrieve Exchange, Template, Record Type, etc.
- TAS
You can use TickHistoryTimesAndSales report template to extract TAS data.
- RawTAS
You can use TickHistoryRaw report template to extract raw data.
- REF
You can use HistoricalReference report template to extract reference data.
Furthermore, you can pass the chain RICs as an identifier in TAS, RawTAS and REF extraction request message. The sample request message with ChainRIC for TAS data extraction is attached.tas-request.txt
