question

Upvotes
Accepted
1 0 0 1

Possible to get all historical trade for a day using RFA TS1 ?

I’m using Java RFA . Used to get TAS data via t7974.T, but it’s no longer supported, so I would like to know whether TS1 RIC like d7974.Td can provide all the trades for a day? From example it seems to provide only summary (high low open etc) for a day?

treprfarfa-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
39.2k 75 11 27

This is correct. TS1 system only collects timeseries in daily, weekly and monthly aggregation. There's no intraday history on TS1. Intraday history is available from Thomson Reuters Tick History (TRTH) and from Eikon. I suggest you reach out to your Thomson Reuters account manager who can recommend the solution that best fits your needs.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea