Note: This is a living document and will be updated on a regular basis. Please visit often for updated information.
Background
Refinitiv is changing the way our customers can retrieve Time Series data.
We are making the retrieval of end of day Time Series data from TimeSeries One (TS1) end of life. The strategic replacement is the Refinitiv Data Platform (RDP) Historical Pricing API (HPA).
TS1 is the legacy Interday time series database sourcing the data from NDA (Numerical Data Architecture – Interday Content Master) and distributing the data over our real-time network under RIC symbols called TS1 Page RIC (RIC beginning with 'd' e.g., 'dLSEG.Ld', 'dLSEG.Ld1', 'dLSEG.Ld2')) in the snapshot request/response manner. It does not support real-time streaming unlike other normal real-time RIC.
HPA is a strategic RDP API offering utilizing cloud so benefits from full multi-region resilience as well as having far superior data coverage and depth of History. It leverages the strategic RDP (Refinitiv Data Platform) API, strategic Data model and full RDP Service model. It is standard REST web service request/response interface. The response is in JSON format. It allows clients to retrieve full query range (start/end) in one shot. It also supports corporate action adjusted or unadjusted data. It supports daily, weekly, monthly, quarterly, and yearly intervals.
To help the customers with this migration we are capturing all relevant links to the documentation, tutorials, downloads and more here in one page. This includes how to modify/redevelop your application to connect to the new service, how to rebuild using Refinitiv’s latest API’s and how to manage when you are unable to move away from your legacy API code.
Next Steps
To help you prepare for these changes, we have created learning material to assist developers migrating to the RDP Historical Pricing APIs.
The TS1 capability was provided within our legacy realtime APIs:
- SFC (System Foundation API)
- RFA (Robust Foundation API)
- UPA (Ultimate Performance API)
The service supported a number of facts such as Open, High, Low, Close for a number of asset types providing daily, weekly and monthly timeseries bars. The HPA service not only covers these specific intervals, but will cover others such as events and intraday bars. To help the developer migrate to this new service within their own programming environment, a simple POSTMAN collection was created to help understand how to connect and retrieve data from HPA.
You can find more information in the Historical Pricing tutorial, along with accompanying instructions for downloading and making requests using your new credentials as part of the migration effort. Please refer to the following examples within the POSTMAN collection:
- Get Timeseries Data - TS1 - Daily
- Get Timeseries Data - TS1 - Weekly
- Get Timeseries Data - TS1 - Monthly
Further Documentation
Historical Pricing API - Example Timeseries request
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