Hi,
I know how to use the TickHistoryIntraday to get some data. I am creating a json request for this.
I would like to get the High Low for a day for specific currency pairs, I have been told I need to use the Elektron Timeseries for this. Do you have any examples?
Do you
Hello @maria.kouppari, The REST API help for Elektron TimeSeries is available here. Set the parameter ExtractionRequest to ElektronTimeseriesExtractionRequest.
The JSON sample model to get High/Low for USD/CAD pair would be:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"High",
"Low",
"Trade Date"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "CAD=",
"IdentifierType": "Ric"
}
],
"ValidationOptions": None,
"UseUserPreferencesForValidationOptions": False
},
"Condition": {
"StartDate": "2019-01-01T13:00:00.000Z",
"EndDate": "2019-09-02T13:05:00.000Z"
}
}
}
The endpoint for this request is: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes
Hope it helps.
Thanks for the quick reply, I am looking to get the High Bid, High Ask, Low Bid and Low Ask for the day, how can I do that? There are no such fields in the list of the available ones.
High Bid/Ask is not captured in the interday data. For content-type questions, please raise a Content query at MyRefinitiv which will allow you direct communication with a Content expert.
