LSEG Tick History - REST API

Copy the contents of the zip file into the folder you created for the quick start:

REST API C# example application: configuration

Check the server URI, in the configuration file. The configuration file is not the same one if you are running from Microsoft Visual Studio or directly running the executable program.

The ServiceUri should be https://selectapi.datascope.refinitiv.com/RestApi/v1/. 

      <setting name="ServiceUri" serializeAs="String">

        <value>https://selectapi.datascope.refinitiv.com/RestApi/v1/</value>

      </setting>

If you have Microsoft Visual Studio

Edit file QuickStart\app.config:

If you don't have Microsoft Visual Studio

Edit file QuickStart\bin\Release\Dss.Api.Examples.exe.config:

Running the REST API C# example application

If you have Microsoft Visual Studio

Double click on QuickStart\Dss.Api.Examples.sln to open the project in Microsoft Visual Studio.

The first time you start the project, NuGet packages are restored, and the project is built.

If you don't have Microsoft Visual Studio

Double click on QuickStart\bin\Release\Dss.Api.Examples.exe to manually run the executable program.

Entering your DSS credentials

The example code prompts for your DSS credentials:

Enter your DSS user name, your password, and then click on the "Login" button.

After that the example application appears:

REST API C# example application: capabilities

This example code is very powerful. It gives you a window on all the functionality of the LSEG Tick History (and DSS) REST API.

On the left there is a menu containing several sections, of which the following are of importance for LSEG Tick History:

• User authentication
• Standard extractions
• Tick History

Each of these sections contains one or several examples, covering many use cases:

Authentication

When connecting to the LSEG DataScope Select servers, all applications must submit a user name and password. You entered those when starting this example application. Once authenticated, a session token is associated to the context.

Standard Extractions

These are the calls to:

• List Subscriptions – they should include LSEG Tick History Venue by Day (VBD) data.
• List Packages – for VBD, these are the venues, i.e. exchanges.
• List Package Deliveries – for VBD, these are the actual data files. There are several files per day, each containing different data. Files are kept on the server for 30 days, after which they are no longer available.

Additional calls allow handling of very large lists of packages (paging), and change tracking.

Package Deliveries (VBD data files) can be retrieved using API calls, which will save the files to local hard disk. There is no need to FTP result files. This is demonstrated in the tutorials.

Tick History

These are calls for bespoke extractions:

• Managing lists of instruments and entities.
• Managing report templates.
• Managing schedules to launch data extractions.
• On Demand data extractions

Data can be retrieved directly using API calls, there is no need to FTP result files.

REST API C# example application: usage

Let us run one of these examples. For instance, in the left menu area, let us click on Tick History to open it up, and then click on Get Expand a Chain RIC Over Date Range:

To run the sample, click on the play button:

The full code, with explanatory comments, is displayed in the lower right window. Everything you need is right there; all you need to do is copy/paste code samples into your own projects, as required. We will not attempt to understand the code now; coding details are covered in the comments in the code, and in the tutorials.

The execution time depends on the actions, the amount of data retrieved, and the server load.

Each step of the code appears in the top window, with:

• The elapsed time since run start.
• The method.
• The step number.
• The request.
• Its status.
• If it is a GET or a POST.
• The execution time of the individual step.

Once the sample has run (depending on the sample, run time can be anything from a few seconds to a minute or more), we can select a step in the top window, by clicking on it:

If there are several steps, the related code snippet is highlighted in the C# full tab, which contains the complete code.

Clicking on the C# Snippet tab limits the display to the code related to the selected step, extracted from the full code:

Clicking on the HTTP tab displays the underlying REST request and response:

Scrolling down we can see more of the HTTP Response:

Note that by default the results set is truncated to 4 items, but that can be disabled by un-checking that option beneath the run button. Now try out other LSEG Tick History calls, and d proceed with other calls and the tutorials:

Storing your DSS credentials

If you run the example program often, you might want to store your DSS credentials to avoid entering them manually. This can be done in the configuration file. The example code is built to detect if the credentials were set in the configuration file and, if not set, to prompt for them at run time.

Note: the configuration file is not the same one if you are running from Microsoft Visual Studio or directly running the executable program.

If you have Microsoft Visual Studio

Edit file QuickStart\app.config:

If you don't have Microsoft Visual Studio

Edit file QuickStart\bin\Release\Dss.Api.Examples.exe.config:

Enter your DSS credentials in that file

Replace “YourUserId” and “YourPassword” with your DSS account user id and password, in the locations highlighted in the screenshot below:

To learn more

To gain further knowledge, follow the tutorials, which explain coding with the LSEG Tick History REST API in detail, and deliver further tips, tricks, and code snippets.

We also recommend you spend some time playing around with this example program.

It is a great tool to easily learn the LSEG Tick History REST API, and build your own applications by reusing code snippets. The knowledge of what results will be delivered, and their format, will help you further manipulate the data as required.