i have a script that I use for other chains (like vix futures) and it takes a couple of minutes to run. I've now been waiting 2 hours for this... why does it take so long?
I just want minute bars for SPX futures for a few months...
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest", "ContentFieldNames": [ "Open",# "Open Ask", "Open Bid", "High",# "High Ask", "High Bid", "Low",# "Low Ask", "Low Bid", "Last", "Close Ask", "Close Bid", "Volume" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ #{"Identifier": ".SPX", "IdentifierType": "Ric"}, {"Identifier": "0#ES:", "IdentifierType": "ChainRIC"} #{"Identifier": "0#VX:", "IdentifierType": "ChainRIC"} ], "ValidationOptions": {"AllowHistoricalInstruments": "true"}, "UseUserPreferencesForValidationOptions": "false" }, "Condition": { "MessageTimeStampIn": "GmtUtc", "ReportDateRangeType": "Range", "QueryStartDate": "2021-02-01T00:00:00.000Z", "QueryEndDate": "2021-06-01T23:59:00.000Z", "SummaryInterval": "OneMinute", # "FifteenMinutes" # OneSecond # OneMinute "DisplaySourceRIC": "true" } } }