Tick History Extraction and Poll
A 6-step recipe with Refinitiv Eikon. We can help you get access.
Recipe · 6 steps
Tick History Extraction and Poll
with Refinitiv Eikon
Submit a tick history extraction and download its file once the job completes.
- Exchange account credentials for a 24-hour session token shared with DataScope Select.
- Submit a tick history extraction for the instrument and date range. A 200 returns data synchronously while a 202 indicates asynchronous processing.
- List extraction jobs and capture the identifier and status of the most recent job.
- Retrieve the status of the captured job and branch on whether it has completed.
- List the files produced by completed tick history extractions and capture the first file identifier.
- Download the raw tick data contents of the first extracted file by its identifier.
What you'll need to have ready
- username: DataScope Select account username.
- password: DataScope Select account password.
- extractionType: OData tick history extraction type, e.g. TickHistoryTimeAndSalesExtractionRequest.
- contentFieldNames: Tick data field names to extract, such as Trade Price and Volume.
- identifier: Instrument identifier (typically a RIC) to extract.
- queryStartDate: Start date and time for the extraction in ISO 8601 format.
- queryEndDate: End date and time for the extraction in ISO 8601 format.
For your developer
Arazzo workflow refinitiv-eikon:tickhistory-extraction-poll, 6 operations: $sourceDescriptions.authenticationApi.requestToken → extractTickHistoryRaw → listJobs → getJobStatus → $sourceDescriptions.extractionsApi.listExtractedFiles → $sourceDescriptions.extractionsApi.downloadExtractedFile. Specs on APIs.io.