hello,
I have a python scripts which work fine for 1 min bars.
I am trying to use similar script to fetch tick data for tickers between stated times. This script fails with 400 HTTP response. I am uploading python file as well.
Thank you!
request body is:
{'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest',
'ContentFieldNames': ['Trade - Price',
'Trade - Volume',
'Quote-Bid Price',
'Quote-Bid Size',
'Quote-Ask Price',
'Quote-Ask Size',
'Trade-Bid Price',
'Trade-Ask Price',
'Trade-Sequence Number',
'Trade-QualifierTrade - Exchange Time'],
'IdentifierList': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',
'InstrumentIdentifiers': [{'Identifier': 'LYB', 'IdentifierType': 'Ric'},
{'Identifier': 'AXP', 'IdentifierType': 'Ric'},
{'Identifier': 'VZ', 'IdentifierType': 'Ric'}],
'UseUserPreferencesForValidationOptions': 'false'},
'Condition': {'MessageTimeStampIn': 'GmtUtc',
'ReportDateRangeType': 'Range',
'QueryStartDate': '2021-11-09T08:45:00.000Z',
'QueryEndDate': '2021-11-09T12:30:00.000Z',
'DisplaySourceRIC': 'True'}}}