Refinitiv Eikon · Schema

TickHistoryExtractionRequest

Request body for tick history data extraction.

AnalyticsFinancial DataFinancial NewsMarket DataReal-Time DataTrading

Properties

Name Type Description
ExtractionRequest object
View JSON Schema on GitHub

JSON Schema

refinitiv-eikon-tickhistoryextractionrequest-schema.json Raw ↑
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$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."
            }
          }
        }
      }
    }
  }
}