Refinitiv Eikon · Schema
TickHistoryExtractionRequest
Request body for tick history data extraction.
AnalyticsFinancial DataFinancial NewsMarket DataReal-Time DataTrading
Properties
| Name | Type | Description |
|---|---|---|
| ExtractionRequest | object |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "#/components/schemas/TickHistoryExtractionRequest",
"title": "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."
}
}
}
}
}
}
}
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