This article explains how to improve TRTH data downloads performance.
After making a request for historical data using TRTH, once the data has been extracted and is ready you can download and save the resulting compressed data file to your local hard disk. In this article, I investigate how to download TRTH compressed data files, and how to optimize the download time.
ISIN to RIC conversion with the TRTH (Thomson Reuters Tick History) REST API.
ISIN to RIC conversion with the DSS (DataScope Select) REST API.