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For schedule extraction, is it possible to create a template (or is there a standard template ?) which will generate the data file in exact same format as the VBD files?
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I think it is possible. For example, for NORMALIZEDLL2 file type, you can use the Market Depth report (TickHistoryMarketDepthExtractionRequest) with Extractions/ExtractRaw.
The following is a result from the extraction.
#RIC,Domain,Date-Time,Type,L1-BidPrice,L1-BidSize,L1-BuyNo,L1-AskPrice,L1-AskSize,L1-SellNo,L2-BidPrice,L2-BidSize,L2-BuyNo,L2-AskPrice,L2-AskSize,L2-SellNo,L3-BidPrice,L3-BidSize,L3-BuyNo,L3-AskPrice,L3-AskSize,L3-SellNo,L4-BidPrice,L4-BidSize,L4-BuyNo,L4-AskPrice,L4-AskSize,L4-SellNo,L5-BidPrice,L5-BidSize,L5-BuyNo,L5-AskPrice,L5-AskSize,L5-SellNo,L6-BidPrice,L6-BidSize,L6-BuyNo,L6-AskPrice,L6-AskSize,L6-SellNo,L7-BidPrice,L7-BidSize,L7-BuyNo,L7-AskPrice,L7-AskSize,L7-SellNo,L8-BidPrice,L8-BidSize,L8-BuyNo,L8-AskPrice,L8-AskSize,L8-SellNo,L9-BidPrice,L9-BidSize,L9-BuyNo,L9-AskPrice,L9-AskSize,L9-SellNo,L10-BidPrice,L10-BidSize,L10-BuyNo,L10-AskPrice,L10-AskSize,L10-SellNo CARR.PA,Market Price,2016-09-29T09:00:00.080654948Z,Normalized LL2,23.36,445,2,23.37,736,2,23.355,1632,7,23.375,1549,4,23.35,3416,8,23.38,1924,7,23.345,2933,8,23.385,1741,5,23.34,2601,7,23.39,2878,8,23.335,1167,4,23.395,5519,10,23.33,9804,2,23.4,2818,8,23.325,6437,3,23.405,2900,7,23.32,177,1,23.41,2945,7,23.315,884,4,23.415,3142,9
Thank you for your response. Could you please tell me the same about the NORMALIZEDMP file type? Appreciate your help.
For the NORMALIZEDMP file type, I think that you can use Time & Sales report (TickHistoryTimeAndSalesExtractionRequest).
You can see list of available fields by using GET request with this URL: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/GetValidContentFieldTypes(ReportTemplateType=ThomsonReuters.Dss.Api.Extractions.ReportTemplates.ReportTemplateTypes'TickHistoryTimeAndSales')
Otherwise, you can also refer to TICK HISTORY 11.1 DATA DICTIONARY for all available fields. It is in Field Descriptions sheet. Then, please select Tick History Time and Sales report type.
Thank you for your response. Sorry for pestering you, few things are not very clear from your comments. 2 things:
1) Link is not working.
2) My question is that to get the Rest API file in the same format as VBD NORMALIZEDMP file type, what are the Fields and what order do i need to select?
