Tick History on Jupyter Notebook Quick Start

    	
            
import getpass as gp
import requests
import json
 
username=input('Enter DSS username:')
password=gp.getpass('Enter DSS Password:')
 
requestUrl = "https://selectapi.datascope.refinitiv.com/RestApi/v1/Authentication/RequestToken"
requestHeaders={
    "Prefer":"respond-async",
    "Content-Type":"application/json"
    }
requestBody={
    "Credentials": {
    "Username": username,
    "Password": password
  }
}
authenticationResp = requests.post(requestUrl, json=requestBody,headers=requestHeaders)
print("Received the response for authentication request")

        
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if authenticationResp.status_code == 200 :
    print("Received status code 200, get the authentication token from the response")
    jsonResponse = json.loads(authenticationResp.text.encode('ascii', 'ignore'))
    token = jsonResponse["value"]
    print ('Authentication token (valid 24 hours):')
    print (token)
else:
    print("Error with status code:",authenticationResp.status_code,"\n Text:",json.dumps(json.loads(authenticationResp.text),indent=4))

        
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requestUrl='https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw'
requestHeaders={
    "Prefer":"respond-async",
    "Content-Type":"application/json",
    "Authorization": "token " + token
}
requestBody={
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": ["Open","High","Low","Last","Volume"],
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
        {"Identifier": "ADVANC.BK", "IdentifierType": "Ric"},
        {"Identifier": "PTT.BK", "IdentifierType": "Ric"} 
      ],
      "UseUserPreferencesForValidationOptions":"false"    
    },  
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2019-09-03T09:30:00.000Z",
      "QueryEndDate":   "2019-09-03T17:00:00.000Z",
      "SummaryInterval": "FifteenMinutes",
      "DisplaySourceRIC":"true"
    }
  }
}
extractionResp = requests.post(requestUrl, json=requestBody,headers=requestHeaders)
print("Received the response for on demand extraction request")

        
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requestStatus =  extractionResp.status_code
print("Received status code " + str(requestStatus))
requestUrl=None
if requestStatus == 202 :
    requestUrl = extractionResp.headers["location"]
    print ('Extraction is not complete, poll the location URL:')
    print (str(requestUrl))

        
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import time
while (requestStatus == 202):
    print ('Received status code 202, waits 30 seconds, then poll again until the status is not 202')
    time.sleep(30)
    extractionResp = requests.get(requestUrl,headers=requestHeaders)
    requestStatus= extractionResp.status_code
print ('Received status code which is not 202')

        
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if requestStatus == 200 :
    print("Received status code 200, get the JobId and Extraction notes")
    extractionRespJson = json.loads(extractionResp.text.encode('ascii', 'ignore'))
    jobId = extractionRespJson["JobId"]
    print ('\njobId: ' + jobId + '\n')
    notes = extractionRespJson["Notes"]
    print ('Extraction notes:\n' + notes[0])
else:
    print("Error with status code:",extractionResp.status_code,"\n Text:",json.dumps(json.loads(extractionResp.text),indent=4))

        
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DownloadFromAWS=True
requestUrl="https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/RawExtractionResults" + "('" + jobId + "')" + "/$value"
requestHeaders={
        "Prefer":"respond-async",
        "Content-Type":"text/plain",
        "Accept-Encoding":"gzip",
        "Authorization": "token " + token
}
if DownloadFromAWS==True:
    requestHeaders.update({"X-Direct-Download":"true"})
dataRetrieveResp=requests.get(requestUrl,headers=requestHeaders,stream=True)
print("Received the response for retreiving data using the jobId")

        
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if dataRetrieveResp.status_code == 200 :
    print("Received status code 200, retrieved data from the server successfully")
else:
    print("Error with status code:",extractionResp.status_code,"\n Text:",json.dumps(json.loads(extractionResp.text),indent=4))
    exit()

        
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import os
import shutil
dataRetrieveResp.raw.decode_content = False
fileName= os.getcwd() + "\compressData.csv.gz" 
print ('Saving compressed data to file:' + fileName + ' ... please be patient')
 
chunk_size = 1024
rr = dataRetrieveResp.raw
with open(fileName, 'wb') as fd:
    shutil.copyfileobj(rr, fd, chunk_size)
fd.close
 
print ('Finished saving compressed data to file:' + fileName + '\n')

        
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import gzip
maxLines = 10
print ('Reading data from file, and decompress at most ' + str(maxLines) + ' lines of it:')
count = 0
with gzip.open(fileName, 'rb') as fd:
    for line in fd:
        dataLine = line.decode("utf-8")
        print (dataLine)
        count += 1
        if count > maxLines:
            break
fd.close()

        
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