openapi: 3.1.0 info: title: Refinitiv Eikon LSEG Tick History REST API description: >- REST API providing programmatic access to historical tick-level market data through the DataScope Select platform. Supports on-demand and scheduled extractions of tick data, intraday bars, and end-of-day data across global markets. Shares the same base URL and authentication mechanism as the DataScope Select REST API. version: '1.0.0' contact: name: LSEG Developer Support url: https://developers.lseg.com termsOfService: https://www.refinitiv.com/en/policies/terms-of-use externalDocs: description: Tick History REST API Documentation url: https://developers.lseg.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/documentation servers: - url: https://selectapi.datascope.refinitiv.com/RestApi/v1 description: Production Server tags: - name: Authentication description: Token-based authentication management - name: Files description: Extracted file management and download - name: Jobs description: Extraction job management and status monitoring - name: On-Demand Extractions description: Immediate tick data extraction requests security: - tokenAuth: [] paths: /Authentication/RequestToken: post: operationId: requestToken summary: Request Authentication Token description: >- Authenticates user credentials and returns a session token valid for 24 hours. Uses the same authentication as DataScope Select. tags: - Authentication security: [] requestBody: required: true content: application/json: schema: type: object required: - Credentials properties: Credentials: type: object required: - Username - Password properties: Username: type: string description: >- DataScope Select account username. Password: type: string description: >- DataScope Select account password. responses: '200': description: Successfully authenticated content: application/json: schema: type: object properties: value: type: string description: >- Session token for subsequent requests. '401': description: Invalid credentials content: application/json: schema: $ref: '#/components/schemas/Error' /Extractions/ExtractRaw: post: operationId: extractTickHistoryRaw summary: Extract Tick History Data description: >- Executes an on-demand tick history extraction for specified instruments and date range. Supports tick data, intraday bars, market depth, and time-and-sales extraction types. For large extractions, returns a 202 response with a polling location. tags: - On-Demand Extractions requestBody: required: true content: application/json: schema: $ref: '#/components/schemas/TickHistoryExtractionRequest' responses: '200': description: Extraction completed successfully content: application/json: schema: $ref: '#/components/schemas/TickHistoryExtractionResponse' '202': description: >- Extraction accepted for asynchronous processing. Poll the Location header URL for results. headers: Location: description: >- URL to poll for extraction results. schema: type: string '400': description: Invalid extraction request content: application/json: schema: $ref: '#/components/schemas/Error' '401': description: Unauthorized content: application/json: schema: $ref: '#/components/schemas/Error' /Extractions/ReportExtractions('{extractionId}')/FullExtractionNote: get: operationId: getExtractionNote summary: Retrieve Extraction Notes description: >- Returns the detailed processing notes for a completed extraction, including instrument validation results and any issues encountered. tags: - Jobs parameters: - name: extractionId in: path required: true description: >- Unique identifier of the extraction. schema: type: string responses: '200': description: Successfully retrieved extraction notes content: application/json: schema: type: object properties: value: type: string description: >- Full extraction note content. '404': description: Extraction not found content: application/json: schema: $ref: '#/components/schemas/Error' /Extractions/ExtractedFiles: get: operationId: listExtractedFiles summary: List Extracted Files description: >- Retrieves a list of files produced by completed tick history extractions. Files are available for download within the retention period. tags: - Files responses: '200': description: Successfully retrieved file list content: application/json: schema: type: object properties: value: type: array description: >- Array of extracted file metadata. items: $ref: '#/components/schemas/ExtractedFile' '401': description: Unauthorized content: application/json: schema: $ref: '#/components/schemas/Error' /Extractions/ExtractedFiles('{fileId}')/$value: get: operationId: downloadExtractedFile summary: Download an Extracted File description: >- Downloads the raw tick data file by its identifier. Supports gzip compression via the Accept-Encoding header. tags: - Files parameters: - name: fileId in: path required: true description: >- Unique identifier of the extracted file. schema: type: string responses: '200': description: Successfully downloaded file content: application/octet-stream: schema: type: string format: binary '404': description: File not found content: application/json: schema: $ref: '#/components/schemas/Error' /Jobs/Jobs: get: operationId: listJobs summary: List Extraction Jobs description: >- Retrieves a list of extraction jobs and their current statuses. Allows monitoring the progress of asynchronous extractions. tags: - Jobs responses: '200': description: Successfully retrieved job list content: application/json: schema: type: object properties: value: type: array description: >- Array of extraction job records. items: $ref: '#/components/schemas/ExtractionJob' '401': description: Unauthorized content: application/json: schema: $ref: '#/components/schemas/Error' /Jobs/Jobs('{jobId}'): get: operationId: getJobStatus summary: Get Job Status description: >- Retrieves the status and details of a specific extraction job. tags: - Jobs parameters: - name: jobId in: path required: true description: >- Unique identifier of the extraction job. schema: type: string responses: '200': description: Successfully retrieved job status content: application/json: schema: $ref: '#/components/schemas/ExtractionJob' '404': description: Job not found content: application/json: schema: $ref: '#/components/schemas/Error' delete: operationId: cancelJob summary: Cancel an Extraction Job description: >- Cancels a running extraction job. Only jobs that have not yet completed can be cancelled. tags: - Jobs parameters: - name: jobId in: path required: true description: >- Unique identifier of the extraction job to cancel. schema: type: string responses: '204': description: Job cancelled successfully '404': description: Job not found content: application/json: schema: $ref: '#/components/schemas/Error' components: securitySchemes: tokenAuth: type: apiKey in: header name: Authorization description: >- Session token obtained from the RequestToken endpoint. schemas: TickHistoryExtractionRequest: type: object description: >- Request body for tick history data extraction. required: - ExtractionRequest properties: ExtractionRequest: type: object properties: '@odata.type': type: string description: >- OData type for the extraction, such as TickHistoryTimeAndSalesExtractionRequest, TickHistoryIntradayBarsExtractionRequest, or TickHistoryRawExtractionRequest. ContentFieldNames: type: array description: >- List of tick data fields to extract such as Trade Price, Volume, Bid Price, and Ask Price. items: type: string IdentifierList: type: object description: >- Instruments for the tick history extraction. properties: '@odata.type': type: string description: >- OData type for the identifier list. InstrumentIdentifiers: type: array description: >- Array of instrument identifiers. items: type: object properties: Identifier: type: string description: >- Instrument identifier such as a RIC. IdentifierType: type: string description: >- Type of identifier. Condition: type: object description: >- Extraction conditions including date range and data filtering parameters. properties: MessageTimeStampIn: type: string description: >- Timezone for message timestamps. enum: - LocalExchangeTime - GmtUtc ReportDateRangeType: type: string description: >- Type of date range specification. enum: - Range - Delta QueryStartDate: type: string format: date-time description: >- Start date and time for the extraction. QueryEndDate: type: string format: date-time description: >- End date and time for the extraction. DisplaySourceRIC: type: boolean description: >- Whether to include the source RIC in results. TickHistoryExtractionResponse: type: object description: >- Response containing tick history extraction results. properties: JobId: type: string description: >- Unique identifier for the extraction job. Notes: type: array description: >- Processing notes from the extraction. items: type: string value: type: array description: >- Array of tick data records. items: type: object additionalProperties: true ExtractedFile: type: object description: >- Metadata for a file produced by an extraction. properties: ExtractedFileId: type: string description: >- Unique identifier for the extracted file. FileName: type: string description: >- Name of the extracted file. FileType: type: string description: >- Type of file such as Full or Note. Size: type: integer description: >- File size in bytes. ReceivedDateUtc: type: string format: date-time description: >- Timestamp when the file was generated. ExtractionJob: type: object description: >- Status and metadata for an extraction job. properties: JobId: type: string description: >- Unique identifier for the job. Status: type: string description: >- Current status of the extraction job. enum: - InProgress - Completed - Failed - Cancelled StartedUtc: type: string format: date-time description: >- Timestamp when the job started. CompletedUtc: type: string format: date-time description: >- Timestamp when the job completed. Error: type: object description: >- Standard error response. properties: error: type: object properties: code: type: string description: >- Machine-readable error code. message: type: string description: >- Human-readable error message.