One of my clients would like to know rough estimate of the file size when he extracts TRTHv2 Elektron TimeSeries data (EoD history) of 1 RIC from 1996 until now. When I tried TRTH extraction via GUI, it was apprx 300KB per RIC in CSV file (selected fields are RIC, Trade Date, and Open/HIgh/Low/Close). Please advise whether or not file size per RIC via REST API would be almost same as that of GUI CSV file.
Regards,
Hiroko
@hiroko.goto, if you request EoD history, the instrument volatility has no influence on the size of the result set, so the only factors that will influence the file size are:
Your test gives a rough estimate of the CSV size for 1 RIC, all data since 1996 and 6 fields, you can use that.
The CSV file content and size will be the same if you request it via the GUI or the API. If you observe smaller file sizes with the API, check this advisory.
