question

Upvotes
Accepted
1 0 0 3

Elektron Timeseries API using json

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

refinitiv-realtimeelektron-sdktick-history-rest-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

Upvote
Accepted
13k 32 12 18

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.

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.

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.

Click below to post an Idea Post Idea