Hi there,
I am trying to retrieve tick history data with TRTH for multiple instruments for diffrent time range. Is there a way I can retrieve the data in one request? i.e. specify different QueryStartDate/QueryEndDate for each instrument in one request instead of sending one request for each instrument? Thank you!
requestBody={
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Bid Price",
"Trade - Ask Price",
"Trade - Sequence Number",
"Trade - Qualifiers",
"Trade - Exchange Time",
"Trade - Date",
"Quote - Bid Price",
"Quote - Bid Size",
"Quote - Ask Price",
"Quote - Ask Size",
"Quote - Exchange Time",
"Quote - Date"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "ONON.K",
"IdentifierType": "Ric"
},{
"Identifier": "AAPL.OQ",
"IdentifierType": "Ric"
}],
"UseUserPreferencesForValidationOptions":"false"
},
"Condition": {
"MessageTimeStampIn": "LocalExchangeTime",
#"GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2021-10-26T12:52:50.000Z",
"QueryEndDate": "2021-10-26T12:53:00.000Z",
"TimeRangeMode": "Inclusive",
"DisplaySourceRIC": "True"
}
}
}