Refinitiv Eikon On-Demand Extractions API

openapi: 3.2.0
info:
  title: Refinitiv Eikon LSEG Tick History REST On-Demand Extractions API
  description: REST API providing programmatic access to historical tick-level market data through the DataScope Select platform. Supports on-demand and scheduled extractions of tick data, intraday bars, and end-of-day data across global markets. Shares the same base URL and authentication mechanism as the DataScope Select REST API.
  version: 1.0.0
  contact:
    name: LSEG Developer Support
    url: https://developers.lseg.com
  termsOfService: https://www.refinitiv.com/en/policies/terms-of-use
servers:
- url: https://selectapi.datascope.refinitiv.com/RestApi/v1
  description: Production Server
security:
- tokenAuth: []
tags:
- name: On-Demand Extractions
  description: Immediate tick data extraction requests
paths:
  /Extractions/ExtractRaw:
    post:
      operationId: extractTickHistoryRaw
      summary: Extract Tick History Data
      description: Executes an on-demand tick history extraction for specified instruments and date range. Supports tick data, intraday bars, market depth, and time-and-sales extraction types. For large extractions, returns a 202 response with a polling location.
      tags:
      - On-Demand Extractions
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/TickHistoryExtractionRequest'
      responses:
        '200':
          description: Extraction completed successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/TickHistoryExtractionResponse'
        '202':
          description: Extraction accepted for asynchronous processing. Poll the Location header URL for results.
          headers:
            Location:
              description: URL to poll for extraction results.
              schema:
                type: string
        '400':
          description: Invalid extraction request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '401':
          description: Unauthorized
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
components:
  schemas:
    Error:
      type: object
      description: Standard error response.
      properties:
        error:
          type: object
          properties:
            code:
              type: string
              description: Machine-readable error code.
            message:
              type: string
              description: Human-readable error message.
    TickHistoryExtractionRequest:
      type: object
      description: Request body for tick history data extraction.
      required:
      - ExtractionRequest
      properties:
        ExtractionRequest:
          type: object
          properties:
            '@odata.type':
              type: string
              description: OData type for the extraction, such as TickHistoryTimeAndSalesExtractionRequest, TickHistoryIntradayBarsExtractionRequest, or TickHistoryRawExtractionRequest.
            ContentFieldNames:
              type: array
              description: List of tick data fields to extract such as Trade Price, Volume, Bid Price, and Ask Price.
              items:
                type: string
            IdentifierList:
              type: object
              description: Instruments for the tick history extraction.
              properties:
                '@odata.type':
                  type: string
                  description: OData type for the identifier list.
                InstrumentIdentifiers:
                  type: array
                  description: Array of instrument identifiers.
                  items:
                    type: object
                    properties:
                      Identifier:
                        type: string
                        description: Instrument identifier such as a RIC.
                      IdentifierType:
                        type: string
                        description: Type of identifier.
            Condition:
              type: object
              description: Extraction conditions including date range and data filtering parameters.
              properties:
                MessageTimeStampIn:
                  type: string
                  description: Timezone for message timestamps.
                  enum:
                  - LocalExchangeTime
                  - GmtUtc
                ReportDateRangeType:
                  type: string
                  description: Type of date range specification.
                  enum:
                  - Range
                  - Delta
                QueryStartDate:
                  type: string
                  format: date-time
                  description: Start date and time for the extraction.
                QueryEndDate:
                  type: string
                  format: date-time
                  description: End date and time for the extraction.
                DisplaySourceRIC:
                  type: boolean
                  description: Whether to include the source RIC in results.
    TickHistoryExtractionResponse:
      type: object
      description: Response containing tick history extraction results.
      properties:
        JobId:
          type: string
          description: Unique identifier for the extraction job.
        Notes:
          type: array
          description: Processing notes from the extraction.
          items:
            type: string
        value:
          type: array
          description: Array of tick data records.
          items:
            type: object
            additionalProperties: true
  securitySchemes:
    tokenAuth:
      type: apiKey
      in: header
      name: Authorization
      description: Session token obtained from the RequestToken endpoint.
externalDocs:
  description: Tick History REST API Documentation
  url: https://developers.lseg.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/documentation