TRTH API User Guide v5 5

THOMSON REUTERS
TICK HISTORY
API USER GUIDE

V5.5
Document Version: 5.5

Date of issue: 23-August-2010
Contents
CONTENTS
API User Guide 1
Chapter 1 About this Guide 3
Chapter 2 How to Use this Guide 4
Chapter 3 Related Documentation 5
Chapter 4 Getting Help 6
Chapter 5 Configuration Control 7
Chapter 6 About the TRTHApi DataServices 8
Chapter 7 TRTHApi DataServices Overview 9
Chapter 8 How to Use the TRTHApi DataServices 10
Chapter 9 TRTHApi DataServices FAQs 12
Chapter 10 TRTHApi DataServices Development Tools 14
Chapter 11 Quick Start Guides 15
Chapter 12 TRTHApi Data Services Reference 16
Chapter 13 TRTHApi DataServices Message Structure 17
Chapter 14 Data Dictionary Operations 19
Chapter 15 Querying Operations 32
Chapter 16 FTP Setup Operations 43
Chapter 17 Data Request Operations 51
Chapter 18 Error Handling 59
TRTH – API User Guide

Version 5.5 2
About this Guide
CHAPTER 1 ABOUT THIS GUIDE

Thomson Reuters Tick History offers unparalleled access to historical high frequency data across global asset
classes from 1996 with a standardized naming convention based on RIC symbology. Customers are able to
effectively manage compliance requirements in today's fluid regulatory environment, perform quantitative research
and analytics and employ real-time algorithmic trading strategies in a cost efficient manner.
Thomson Reuters THApi is a single security request-retrieve web service that provides access to a wide range of
Thomson Reuters Tick History content. The TRTHApi Data Web Services (DataServices) consists of operations for
build data dictionary constructs, searching for instruments, and requesting intra-day market data. This web service is
both language and platform independent, allowing flexibility and easy integration of Reuters market data into your own
internal systems.
The Thomson Reuters THApi is available to customers via either Internet or BT MPLS delivery.

Version 5.5 3
How to Use this Guide
CHAPTER 2 HOW TO USE THIS GUIDE

This guide is organized as follows:
 Chapter 6: About the TRTHApi DataServices
This chapter introduces Thomson Reuters Tick History DataServices. It includes descriptions of the DataServices
operations and guides you through the process of programming with the TRTHApi to request and retrieve instruments
and market data.
See page 8 for details.
 Chapter 13: TRTHApi DataServices Reference

This chapter provides a reference for using the TRTHApi DataServices. It guides you through the XML based SOAP
request and response messages that interact with the Thomson Reuters Tick History server. Sample operations are
provided, along with explanations for understanding any resulting error messages.
See page 17 for details.

Version 5.5 4
Related Documentation
CHAPTER 3 RELATED DOCUMENTATION

Additional Thomson Reuters Tick History documentation is available from the Thomson Reuters Customer Zone at
http://customers.reuters.com/.

Version 5.5 5
Getting Help
CHAPTER 4 GETTING HELP

For instructions on using Thomson Reuters Tick History please see our online help service, Thomson Reuters Tick
History Help (https://customers.reuters.com/rph/TRTH/sliver.aspx). The Help service provides process overviews,
screen descriptions, and step-by-step instructions for using Thomson Reuters Tick History.
If you are unable to find the information you need in the online Help please contact us using Contact Us information in
the Thomson Reuters Tick History Help or from the Thomson Reuters Customer Zone (http://customers.reuters.com).

Version 5.5 6
Configuration Control
CHAPTER 5 CONFIGURATION CONTROL

Access to the API will be via a DNS entry to which the version of the API must be appended. When a new code
release is made it will be necessary to change the Web Reference within the API code to make use of the new
release (instructions will be provided in the release note).
When a new release of the API is made the previous release will be maintained for 3 months to allow migration to the
latest version.

Version 5.5 7
About the TRTHApi DataServices
CHAPTER 6 ABOUT THE TRTHAPI DATASERVICES

This chapter introduces Thomson Reuters Tick History DataServices. It includes descriptions of the DataServices and
guides you through the process of programming with the TRTHApi to request and retrieve instruments and market
data.
For details, see:

 TRTHApi DataServices Overview on page 9
 How to Use the TRTHApi DataServices on page 10
 TRTHApi DataServices FAQs on page 12
 TRTHApi DataServices Development Tools on page 14
 Browsing the TRTHApi Sample Project on page 15

Version 5.5 8
TRTHApi DataServices Overview
CHAPTER 7 TRTHAPI DATASERVICES OVERVIEW

Reuters TRTHApi supports the following operations for requesting and retrieving instruments, and/or market data.
Operation Name Description
SearchRICs Search for instruments across domains, exchanges or instrument

types
ExpandChain Expand a Chain instrument to its RIC constituents for a given date
and time range
RICSymbology Return a list of instruments that changed RIC symbol code from or
to the given instrument over a date range
VerifyRICs Verify the existence of a RIC and returns its reference data
SetFTPDetails Defines the FTP server details used for delivery by the
SubmitFTPRequest method
TestFTP Tests connectivity to the FTP Server defined by the SetFTPDetails

method
SubmitRequest Submit a data request for a single instrument for a single day for
batch processing
SubmitFTPRequest Submit a request for up to 30,000 instruments and no time

limitations for batch processing.
CancelRequest Cancels and removes the results file for a request (either a normal
API request or an FTP request)
GetRequestResult Retrieve the resulting data from a previously submitted data

request
GetQuota Retrieve RIC quota usage

Version 5.5 9
How to Use the TRTHApi DataServices
CHAPTER 8 HOW TO USE THE TRTHAPI DATASERVICES

The process for using the TRTHApi DataServices is provided in the following diagram:
Data Dictionary
Validate Instrument Submit Data Request
RDTH Data
Services
2 3
Retrieve Request
Results
Step 1: Data Dictionary – request data items that can be used in other requests
Use the data dictionary operations to construct lists for reference data, e.g. Currency lists, Instrument lists, etc. Items
from these lists are typically used as search criteria in the SearchRICs operation to search for the instruments in the
TRTH database.
Step 2: Validate an Instrument prior to submitting a request

Use the SearchRICs, VerifyRICs or ExpandChain operations to search for or validate instruments in the TRTH
database. The SearchRICs and VerifyRICs operations will typically return instruments that are configured for the
service. ExpandChain will return the constituents of a chain - these instruments may or may not be configured by the
service.
Step 3: Setup and Validate FTP Server (Optional)

If an FTP request is to be made then the SetFTPDetails and TestFTP operations allow the FTP server details to be
setup for the session and for connectivity to the FTP server to be tested.
Step 4: Submit the data request

Use the SubmitRequest or SubmitFTPRequest operation to issue a data request for a particular instrument for a
particular day.

Version 5.5 10
How to Use the TRTHApi DataServices
Step 5: Retrieve the request results

Use the GetRequestResult operation to check if the request has completed and retrieve the result data. If the
request or results are no longer required then the CancelRequest enables the cancellation of these requests.

Version 5.5 11
TRTHApi DataServices FAQs
CHAPTER 9 TRTHAPI DATASERVICES FAQS

The following frequently asked questions will give you an overview of the TRTHApi DataServices. You should review
these FAQs before you start programming with the TRTHApi.
Can I search for instruments?

Yes, you can use the SearchRICs operation to search for RICs. If you are permissioned you can also search for
ISINs, CUSIPs and SEDOLs. You can search for a particular RIC (ISIN, CUSIP or SEDOL) and verify that the
instrument is available, or you can search for multiple instruments across multiple domains and exchanges. All
searches are context sensitive to the request period.
Please note that the SearchRICs function only returns the first 50,000 instruments that meet the search criteria.
How many instruments can I request at a time?

For the SubmitRequest operation a restriction of one RIC for one day is in place. The restriction is required to ensure
that an appropriate amount of data can be successfully returned by the GetRequestResult operation. Some
instruments, particularly those from the Global Select NASDAQ markets will return as much as 10MB of
uncompressed data per day.
The SubmitFTPRequests allows requests of up to 30,000 instruments at a time with no restrictions on the date range;
all requests are limited to a maximum of 2.5 million RIC/days where one RIC for one day is defined as a RIC day. The
results will either be pushed to the clients FTP server or will be available for download from the TRTH FTP server
depending on whether the Push or Pull preference has been selected.
How is the market data requested returned to my application?

For both the SubmitRequest and SubmitFTPRequest operations the data is returned in compressed CSV format, one
message per row. The service will return only those fields that have been explicitly requested in the SubmitRequest
operation.
Can I make multiple requests at the same time?

In order to ensure that requests from multiple users are treated fairly and to ensure that the API processing servers
are not overloaded there are limitations placed on the number of requests that can be made by a single user account.
The limitations are twofold:
 A single account can only have one login active at any time. It is therefore not possible to use multiple threads (or
multiple programs) to achieve multiple accesses using one account.
 Each account is limited to 20 requests in flight at any time. The lifetime of a single request lasts from the request
submission, using the SubmitRequest operation which returns a request ID, until the request processing is
completed, indicated by the GetRequestResult operation for the requested returning a status of Rejected, Aborted
or Complete.
Is the TRTH API available 24 by 7?

The TRTH API is available on a 24 by 7 basis.
Validate

Version 5.5 12
TRTHApi DataServices FAQs
What is the address of the FTP server used to send the FTP files?
The FTP files are sent from the following IP address and hostname 59.154.55.4 (TRTHApi.
thomsonreuters.com). To receive files using FTP it may be necessary to enter this information into your firewall.
What firewall settings are required to access the TRTH API?

The TRTH API is accessed using the SOAP protocol, access to TRTH-api.thomsonreuters.com on port 443 needs to
be enabled on client sided firewalls to use this protocol.
Is it possible to increase the timeout value for commands sent from the TRTH API?
Yes it is, to increase the timeout value in the Java sample code provided (see Apache AXIS Reference Guide below)
locate the line of code:
TRTHApi service = locator.getTRTHApi();
After this line, insert:
((org.apache.axis.client.Stub)service).setTimeout(1800000);
The suggested value is 1800000 which is 30 minutes (value is in milli-seconds).
How should I handle failure returns from the TRTH API?

The TRTH API is delivered over the internet, it is therefore possible that method calls to the TRTH may be corrupted
in transit. Should an API fail it is recommended that the clients code introduce a back off period of 60 seconds and
then retry the TRTH API method. Should failures occur on 3 consecutive attempts then TRTH Technical Support
should be contacted.

Version 5.5 13
TRTHApi DataServices Development Tools
CHAPTER 10 TRTHAPI DATASERVICES DEVELOPMENT TOOLS

As with all Web Services, Reuters TRTHApi DataServices are both language and platform independent, so you can
use the development tool of your choice. The following tools were used in the development and testing of the
TRTHApi DataServices:
 Microsoft Visual Studio C# .Net (www.microsoft.com)
 Apache AXIS 1.4 (http://ws.apache.org/axis/)

Version 5.5 14
Quick Start Guides
CHAPTER 11 QUICK START GUIDES

Quick Start Guides have been created for C++, C# and Java. The quick start guides are intended to provide
language and development environment specific instructions and sample code enabling users to quickly get started
with the TRTH API. The guides can be downloaded from the Thomson Reuters Customer zone using the following
links:
C++
https://customers.reuters.com/a/support/paz/pazDocs.aspx?dId=399775
C#
JAVA

Version 5.5 15
TRTHApi Data Services Reference
CHAPTER 12 TRTHAPI DATA SERVICES REFERENCE

This chapter provides a reference for using Reuters TRTHApi DataServices. It explains the XML-based SOAP
request and response messages that interact with the TRTH server. Sample operations are provided, along with
explanations for understanding any resulting error messages.
For details, see:

 TRTHApi DataServices Message Structure
 Envelope Element
 Header Element
 Body Element
 Error Messages

Version 5.5 16
TRTHApi DataServices Message Structure
CHAPTER 13 TRTHAPI DATASERVICES MESSAGE STRUCTURE

All TRTHApi DataServices are handled via XML SOAP Request and Response messages that consist of the following
elements:
 A required Envelope element that defines the XML document as a SOAP message
 A required Header element that authenticates your TRTHApi user credentials
 A required Body element that defines the TRTHApi request and response (the DataServices operation)
 A Fault element that defines error messages that occurred while processing the SOAP request
Envelope Element
The required Envelope element defines the XML document as a SOAP message. It is uniquely identified with the
namespace: http://schemas.xmlsoap.org/soap/envelope. The Envelop element is a SOAP standard, as in this
sample:
<?xml version=”1.0” encoding=”utf-8”?>
<soap:Envelope
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns:xsd="http://www.w3.org/2001/XMLSchema"
xmlns:soap="http://schemas.xmlsoap.org/soap/envelope/">
<soap:Header>
...
</soap:Header>
<soap:Body>
...
</soap:Body>
</soap:Envelope>

Version 5.5 17
TRTHApi DataServices Message Structure
Header Element
All TRTHApi DataServices operations require a Header element that is the first child element of the Envelope
element, as in this sample:
<?xml version="1.0" encoding="utf-8"?>

<soap:Envelope xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns:xsd="http://www.w3.org/2001/XMLSchema"
xmlns:soap="http://schemas.xmlsoap.org/soap/envelope/">
<soap:Header>
<CredentialsHeader xmlns="http://types.webservice.tickhistory.thomsonreuters.com">
<username>string</username>
<password>string</password>
<tokenId>string</tokenId>
</CredentialsHeader>
</soap:Header>
…
…
</soap:Envelope>
Authentication is done by embedding the login information into the SOAP header, as per the TRTH method.
The Header element contains a CredentialsHeader element. In the initial request to the API, the tokenId field is left
empty. When programming with the TRTHApi, you should replace the string placeholders with your actual TRTH API
username and password. Use the same username and password that is provided to you for accessing the TRTH UI.
After authenticating on the servlet, the tokenId is inserted and given to the client in the response, to be used in
subsequent calls to the API.
Sample C# client code:
CredentialsHeader header = new CredentialsHeader();

header.username = "user";
header.password = "pass";
header.tokenId = string.Empty;
TRTHApiService TRTH = new TRTHApiService();

TRTH.CredentialsHeaderValue = header;
TRTH.Timeout = -1;
// the body element :- will authenticate and create a session before processing request
Instruments[] rics = TRTH.SearchRICs(parameters...);
Body Element
The required Body element contains the DataServices operation that defines the actual SOAP Request and
Response messages. The elements contained in this section are TRTHApi specific and are not part of the SOAP
standard.

Version 5.5 18
Data Dictionary Operations
CHAPTER 14 DATA DICTIONARY OPERATIONS

All the data dictionary operations except GetMessageTypes return an array of a generic data response element,
<Data>. This element can be reused as an input parameter to other API operations, as well as providing information
to the user. Typically, data dictionary operation s return lists representing exactly what type of attributes have been
configured for the service. The Data element contains the following elements:
The Data Dictionary Response Element
Element Data Type Description

DataType
<type> String
Supported Values:
Text
Numeric
Date
Supported Values:
<field> String
Domain
InstrumentType
Exchange
Country
Currency
CouponRate
CouponRateMin
CouponRateMax
FutureMonth
DeliveryDateFrom
DeliveryDateTo
OptionType
OptionMonth
MaturityDateFrom
MaturityDateTo
BondType
CreditRating
PECode
RICRegex
DescRegex
StrikePrice
StrikePriceMax
StrikePriceMin
ISINRegex
CUSIPRegex
SEDOLRegex
The actual data value element. This is the
<value> String
element the user must fill in when providing
input parameters in a Data Dictionary request
that requires input parameters.
Where available, this is a more detailed
<longName> String
description of the data in the value element.

Version 5.5 19
GETASSETDOMAINS
Data[] GetAssetDomains()
Purpose
Returns a list of supported Asset Domains – an asset domain represents market segmentation, e.g. Equities,
Futures, Options or Indices.
Request
<GetAssetDomains/>
Response
<GetAssetDomainsResponse>
<domainList>
<data>
<type>Text</type>
<field>Domain</field>
<value>OPT</value>
<longName>Options</longName>
</data>
<data>
<type>Text</type>
<value>EQU</value>
<longName>Equities</longName>
</data>
...
</domainList>
</GetAssetDomainsResponse>
Possible Errors
None

Version 5.5 20
GETINSTRUMENTTYPES
Data[] GetInstrumentTypes(Data[] domains)
Purpose
Returns a list of supported Instrument Types for a given list of Asset Domains - an instrument type is a sub
class of a domain, e.g. Equity-linked or Grain and Oilseed Commodities.
Request
<GetInstrumentTypes>
<data>
<value>OPT</value>
</data>
...
</GetInstrumentTypes>
Response
<GetInstrumentTypesResponse>
<instrumentTypeList>
<data>
<type>Numeric</type>
<field>InstrumentType</field>
<value>19</value>
<longName>Cash - Cross market</longName>
</data>
<data>
<field>InstrumentType</field>
<value>20</value>
<longName>Futures - Cross Market</longName>
</data>
</instrumentTypeList>
</GetInstrumentTypesResponse>
Possible Errors
Error Category Error Information
No such domain Bad domain: <Domain Name>

Version 5.5 21
GETCOUNTRIES
Data[] GetCountries()
Purpose
Returns a list of supported Country codes; this is the list of all countries support for the money market,
foreign exchange and Economic Indicator domains.
Request
<GetCountries/>
Response
<GetCountriesResponse>
<countryList>
<data>
<type>Text</type>
<field>Country</field>
<value>Afghanistan</value>
<longName>Afghanistan</longName>
</data>
<data>
<type>Text</type>
<field>Country</field>
<value>Albania</value>
<longName>Albania</longName>
</data>
</countryList>
...
</GetCountriesResult>
Possible Errors
None

Version 5.5 22
GETEXCHANGES
Data[] GetExchanges(Data[] domains)
Purpose
Returns a list of supported exchange codes for a given list of Asset Domains.
Request
<GetExchanges>
<domainList>
<data>
<value>EQU</value>
</data>
...
</domainList>
</GetExchanges>
Response
<GetExchangesResponse>
<exchangeList>
<data>
<type>Text</type>
<field>Exchange</field>
<value>ADF</value>
<longName>NASD Alt Display Facility Large Cap</longName>
</data>
<data>
<type>Text</type>
<value>ADS</value>
<longName>NASD Alt Display Facility Capital Market</longName>
</data>
...
</exchangeList>
</GetExchangesResponse>
Possible Errors

Version 5.5 23
GETCURRENCIES
GetCurrencies(Data[] countries)
Purpose
Returns a list of supported currency codes for a given list of country codes
Request
<GetCurrencies>
<countryList>
<data>
<value>United Kingdom</value>
</data>
...
</countryList>
</GetCurrencies>
Response
<GetCurrenciesResponse>
<currencyList>
<data>
<type>Text</type>
<field>Currency</field>
<value>EUR</value>
<longName>The Euro</longName>
</data>
<data>
<type>Text</type>
<field>Currency</field>
<value>GBP</value>
<longName>UK pound sterling</longName>
</data>
...
</currencyList>
</GetCurrenciesResponse>
Possible Errors

Version 5.5 24
GETBONDTYPES
Data[] GetBondTypes()
Purpose
Returns a list of bond type codes applicable to instruments from the fixed income domain.
Request
<GetBondTypes/>
Response
<GetBondTypesResponse>
<bondTypeList>
<data>
<type>Text</type>
<field>BondType</field>
<value>1</value>
<longName>[FRN] floating rate note</longName>
</data>
<data>
<type>Text</type>
<field>BondType</field>
<value>2</value>
<longName>[STR] straights</longName>
</data>
...
</bondTypeList>
</GetBondTypesResponse>
Possible Errors
None

Version 5.5 25
GETFUTURESDELIVERYMONTHS
Data[] GetFuturesDeliveryMonths()
Purpose
Returns a list of delivery month codes for instruments from the Futures domain.
Request
<GetFuturesDeliveryMonths/>
Response
<GetFuturesDeliveryMonthsResponse>
<monthList>
<data>
<type>Text</type>
<field>FutureMonth</field>
<value>F</value>
<longName>January</longName>
</data>
<data>
<type>Text</type>
<field>FutureMonth</field>
<value>G</value>
<longName>February</longName>
</data>
...
</monthList>
</GetFuturesDeliveryMonthsResponse>
Possible Errors
None

Version 5.5 26
GETOPTIONEXPIRYMONTHS
Data[] GetOptionExpiryMonths();
Purpose
Returns a list of option expiry Month codes for instruments from the Options domain.
Request
<GetOptionExpiryMonths/>
Response
<GetOptionExpiryMonthsResponse>
<monthList>
<data>
<type>Text</type>
<field>OptionMonth</field>
<value>AM</value>
<longName>January</longName>
</data>
<data>
<type>Text</type>
<field>OptionMonth</field>
<value>BN</value>
<longName>February</longName>
</data>
...
</monthList>
</GetOptionExpiryMonthsResponse>
Possible Errors
None

Version 5.5 27
GETCREDITRATINGS
Data[] GetCreditRatings()
Purpose
Returns a list of credit Rating codes applicable to instruments from the fixed income domain.
Request
<GetCreditRatings/>
Response
<GetCreditRatingsResponse>
<creditRatingList>
<data>
<type>Text</type>
<field>CreditRating</field>
<value>1</value>
<longName>[AAA] repay principal is extremely strong</longName>
</data>
<data>
<type>Text</type>
<field>CreditRating</field>
<value>2</value>
<longName>[AA+] very strong capacity to pay</longName>
</data>
...
</creditRatingList>
</GetCreditRatingsResponse>
Possible Errors
None

Version 5.5 28
GETRESTRICTEDPES
Data[] GetRestrictedPEs()
Purpose
Returns the list of restricted RDS PE codes for the service.
Request
<GetRestrictedPEs/>
Response
<GetRestrictedPEsResponse>
<restrictedPEList>
<data>
<field>PECode</field>
<value>0</value>
<longName>Reuters - Internal Information</longName>
</data>
<data>
<field>PECode</field>
<value>19</value>
<longName>IQT Inhouse test pe</longName>
</data>
</restrictedPEList>
</GetRestrictedPEsResponse>
Possible Errors
None

Version 5.5 29
GETMESSAGETYPES
MessageType[]GetMessageTypes(Data[] domains, RequestType type)
Purpose
Return a list of supported message types for a given list of Asset Domains and request type. The
GetMessageTypes operation is unique in that it returns an array of <MessageTypes> instead of the generic
<Data> elements.
Element definitions

Supported Values:
<requestType> String TimeAndSales
MarketDepth
NasdaqLevel2
Intraday
EndOfDay
RTCE
RTCEMarketDepth
Any
Container for storing message types.
<messageType> Container
Name of the message type, e.g. Trade.
<name> String
The fields that belong to this message type, e.g.
<fieldList> Container Price.

Version 5.5 30
Request
<GetMessageTypes>
<domainList>
<data>
<value>EQU</value>
</data>
...
</domainList>
<requestType>TimeAndSales</requestType>
</GetMessageTypes>
Response
<GetMessageTypesResponse>
<messageTypeList>
<messageType>
<name>Trade</name>
<fieldList>
<string>Price</string>
<string>Volume</string>
...
</fieldList>
</messageType>
<messageType>
<name>Quote</name>
<fieldList>
<string>Bid Price</string>
<string>Bid Size</string>
...
</fieldList>
</messageType>
...
</messageTypeList>
</GetMessageTypesResponse>
Possible Errors
No such domain <Domain Name> is not a valid domain

Version 5.5 31
Querying Operations
CHAPTER 15 QUERYING OPERATIONS

Querying operations are useful for searching or verifying instruments. The search operation SearchRICs allows you to
define a number of search criteria and filter the instrument database by those criteria for any date range. VerifyRICs
allows you to verify if an instrument exists or is permissioned or configured for a date range.

Version 5.5 32
Querying Operations
VERIFYRICS
InstrumentList [] VerifyRICs(DateRange dateRange, Instrument[] rics, bool refData)
Purpose
Query the validity of an instrument and/or return its reference data.
Element definitions
<DateRange> Container This container is used to specify the requested date

range for the verification, as well as the first and last
dates of an instrument in the response. This
container can be reused in subsequent calls to the
API.
<start> Date Start of the date range.
<end> Date End of the date range.
<InstrumentList> Container Container for the list of instruments to verify. Also

used to return the list of verified RICS.
<Instrument> Container Container for storing instruments and their reference

data.
<code> String RIC code of the instrument.
<isin> Container List of ISIN codes for the instrument.
<cusip> Container List of CUSIP codes for the instrument.
<sedol> Container List of SEDOL codes for the instrument.
<gics> Container List of GICS codes for the instrument.
<name> Container List of long names or description of the instrument.
<status> String Supported Values:

Unknown
Verified
Invalid
NotAvailable
NotAccessible
Restricted
<statusInfo> String Extra information (where available) about the RIC

status when it fails verification.
<exchange> Container List of exchange codes of the instrument.

Version 5.5 33
Querying Operations
<type> Container List of instrument type codes
<expiryDate> Container List of expiry dates if applicable.
<strikePrice> Container List of strike prices if applicable.
<maturityDate> Container List of maturity dates if applicable
<couponRate> Container List of coupon rates if applicable.
<bondType> Container List of bond type codes if applicable.
<creditRating> Container List of credit ratings if applicable.
<peCode> Container List of permission codes.
<underlyingRIC> Container List of underlying RICs.
<refData> Boolean Flag to fill in the reference data for the instrument.
<nonVerifiedInstrumen Container The container for all non-verified RICs.

tList>

Version 5.5 34
Querying Operations
Request
<VerifyRICs>
<dateRange>
<start>2006-07-01</start>
<end>2006-07-31</end>
</dateRange>
<instrumentList>
<instrument>
<code>BHP.AX</code>
</instrument>
<instrument>
<code>BLAH</code>
</instrument>
...
</instrumentList>
<refData>true</refData>
</VerifyRICs>
Response
<VerifyRICsResponse>
<verifyRICsResult>
<verifiedList>
<instrument>
<code>BHP.AX</code>
<dateRange>
<end>2007-08-10</end>
</dateRange>
<name>
<string>BROKEN HILL PTY</string>
<string>BHP LTD</string>
<string>BHP BILLITON</string>
</name>
<status>Verified</status>
<statusInfo></statusInfo>
<exchange>
<string>ASX</string>
</exchange>
<type>
<string>113</string>
</type>
<currency>
<string>AUD</string>
</currency>
</instrument>
</verifiedList>
<nonVerifiedList>
<instrument>
<code>A_w.N</code>
<status>NotAccessible</status>
<statusInfo>225/NYS</statusInfo>
</instrument>
</nonVerifiedList>
</verifyRICsResult>
</VerifyRICsResponse>
Possible Errors

Version 5.5 35
Querying Operations
Bad request Start date in date range is after end date
No Instruments
Specified

Version 5.5 36
Querying Operations
SEARCHRICS
InstrumentList [] SearchRICs(DateRange dateRange, Data[] criteria, bool refData)
Purpose
Search the reference data by date range and search criteria and return a list of instruments that match that
criteria; multiple search criteria may defined;
Request
<SearchRICs>
<dateRange>
<end>2006-12-31</end>
</dateRange>
<criteria>
<data>
<value>EQU</value>
</data>
<data>
<value>NMS</value>
</data>
<data>
<field>RICRegex</field>
<value>^MSFT</value>
</data>
</criteria>
<refData>false</refData>
</SearchRICs>
Response
<SearchRICsResponse>
<SearchRICsResult>
<instrument>
<code>MSFT.G</code>
<dateRange>
<end>2003-03-29</end>
</dateRange>
<status>Unknown</status>
</instrument>
<instrument>
<code>MSFT.O</code>
<dateRange>
<end>2007-08-10</end>
</dateRange>
<status>Unknown</status>
</instrument>
</SearchRICsResult>
</SearchRICsResponse>

Version 5.5 37
Querying Operations
Possible Errors
Client data error No search criteria provided

Bad search criteria: <Search Criteria> <Error>
<Search Criteria> was given an empty search value
Incomplete criteria: <Search Criteria>

Version 5.5 38
Querying Operations
EXPANDCHAIN
InstrumentList[]ExpandChain(Instrument ric, DateRange dateRange, TimeRange timeRange, bool requestInGMT)
Purpose
Expand a chain RIC to its instrument constituents over a date range or an instance in time (in this case the
start and end dates are the same); a list of instruments is returned.
Request
<ExpandChain>
<instrument>
<code>0#.DJI</code>
</instrument>
<dateRange>
<end>2006-07-31</end>
</dateRange>
<timeRange>
<start>0:00</start>
<end>23:59:59.999</end>
</timeRange>
<requestInGMT>true</requestInGMT>
</ExpandChain>
Response
<ExpandChainResponse>
<instrumentList>
<instrument>
<code>AA.N</code>
</instrument>
<instrument>
<code>GE.N</code>
</instrument>
...
</instrumentList>
</ExpandChainResponse>
Possible Errors
Bad request No such RIC = <RIC>

Start date in date range is after end date
Failed to parse start time
Failed to parse end time
Start time in time range is after end time

Version 5.5 39
Querying Operations
GETRICSYMBOLOGY
InstrumentList[]GetRICSymbology(Instrument ric, DateRange dateRange)
Purpose
Search the reference database over the date range for any symbol name changed for the given instrument; the
given instrument as well as any other instruments for which this instrument was named from or to are
returned.
Request
<GetRICSymbology>
<instrument>
<code>RIO.AX</code>
</instrument>
<dateRange>
<end>2006-12-31</end>
</dateRange>
</GetRICSymbology>
Response
<GetRICSymbologyResponse>
<instrumentList>
<instrument>
<code>CRA.AX</code>
<dateRange>
<end>1997-06-03</end>
</dateRange>
</instrument>
<instrument>
<code>RIO.AX</code>
<dateRange>
<end>2006-12-31</end>
</dateRange>
</instrument>
...
</instrumentList>
</GetRICSymbologyResponse>
Possible Errors

Version 5.5 40
Querying Operations
GETREQUESTRESULT
RequestStatus GetRequestResult(String requestID)
Purpose
To poll a previously submitted request by its unique identifier to determine its status. If the request is
complete the result data is returned
Request
<GetRequestResult>
<requestID>USERNAME-FRIENDLY_NAME-TIMESTAMP</requestID>
</GetRequestResult>
Response
<GetRequestResultResponse>
<result>
<status>Complete</status>
<data>H4sIANq41EYAA+2dy6okyZae5/0amp527...</data>
<queuePosition>0</queuePosition>
</result>
</GetRequestResultResponse>
Explanation of elements
<requestID> String The request ID returned by the SubmitRequest

operation
<status> String Supported Values:

Submitted
Queued
Processing
WaitingForMerge
Merging
WaitingForUpload
Uploading
Aborted
Complete
Purged
<data> Base64 Only returned if the RequestStatus is Complete; this

contains compressed result data in gzip format.
<queuePosition> Numeric An indicator of the position of the request in the

batch processing queue.

Version 5.5 41
Querying Operations
Possible Errors:
Bad request No such JobID = <Job ID>

Version 5.5 42
FTP Setup Operations
CHAPTER 16 FTP SETUP OPERATIONS

SETFTPDETAILS
SetFTPDetails(hostname, user, password, path)
Purpose
This method sets the FTP preferences on the API server for this user.
Request
<SetFTPDetails>
<hostname>ftp.server.com</hostname>
<user>ftpuser</user>
<password>ftppass</password>
<path>/path/to/data</path>
</SetFTPDetails>
Response
<SetFTPDetailsResponse/>
<hostname> String The internet hostname of your FTP server.

FTP will default to use port 21, if a non standard
port is required you can use the port range 25000 to
25100 by supplying hostname:port as the string.
<user> String Your user account on the FTP server.
<password> String Password for your account on the FTP server.
<path> String The path on your FTP server where you want the
result files to be uploaded to.
Possible Errors
None. Use TestFTP() to verify the correctness of your parameters.

Version 5.5 43
TESTFTP
TestFTP()
Purpose
This operation uploads a small test file using the parameters provided by the SetFTPDetails() call. No
parameters are required for input and output - an exception is thrown if the test fails.
Request
<TestFTP/>
Response
<TestFTPResponse/>
None.
Possible Errors
Client FTP error FTP preferences not defined

Could not connect to FTP host <HOST> (<REASON>)
Login failed on FTP host <HOST> for <USER>
Failed to set mode to PASV on FTP host <HOST> (<REASON>)
Failed to set transfer mode to BIN on <HOST> (<REASON>)
Could not change directory on FTP host <HOST> into <PATH> (<REASON>)
Failed to upload <FILE> on <HOST> (<REASON>)

Version 5.5 44
SUBMITFTPREQUEST
string requestID SubmitFTPRequest(LargeRequestSpec req)
Purpose
This operation submits a large request to be delivered via FTP push to the server specified by the
SetFTPDetails operation, or via FTP pull. FTP Pull stores the results on the TRTH FTPS server and the data
can be retrieved either from the FTPS server or HTTP Pull server, once GetRequestResult indicates the status
is “Complete”. Please refer to the TRTH Technical Guide and the HTTP-Pull guide for information on
retrieving result files from these servers.
Request
<SubmitFTPRequest>
<request>
<friendlyName>FRIENDLY_NAME</friendlyName>
<requestType>Intraday</requestType>
<instrumentList>
<instrument>
<code>BHP.AX</code>
</instrument>
<instrument>
<code>IBM</code>
</instrument>
...
</instrumentList>
<dateRange>
<end>2007-12-31</end>
</dateRange>
<timeRange>
<start>0:00</start>
<end>23:59:59.999</end>
</timeRange>
<messageTypeList>
<messageType>
<name>Intraday 1Hour</name>
<fieldList>
<string>Open</string>
<string>Close</string>
...
</fieldList>
</messageType>
<messageType>
<name>Stock Split</name>
<fieldList>
<string>Split Factor</string>
</fieldList>
</messageType>
...
</messageTypeList>
<displayInGMT>true</displayInGMT>
<marketDepth>0</marketDepth>
<splitSize>50</splitSize>
<delivery>Pull</delivery>
<sortType>RICSequence</sortType>
<fileFormat>Single</fileFormat>
<dateFormat>YYYYMMDD</dateFormat>
<disableDataPersistence>false</disableDataPersistence>

Version 5.5 45
<includeCurrentRIC>false</includeCurrentRIC>
<applyCorrections>false</applyCorrections>
</request>
</SubmitFTPRequest>

Version 5.5 46
Response
<SubmitFTPRequestResponse>
<requestID>USER-FRIENDLY_NAME-ID</requestID>
</SubmitFTPRequestResponse><SetFTPDetailsResponse/>
<request> Container A container that must be constructed by the user

when submitting a data request. This can be reused
for subsequent requests.
<friendlyName> String Friendly name of the request, useful in identifying

the request identifier. The string should contains
alphanumeric and ‘-‘ or “_” characters only.
<dateRange> Container Date range of the request; date is either a GMT or a

local date
<timeRange> Container Time range for the request.
<requestInGMT> Boolean Set to true if the provided Date and TimeRange are
in GMT; false for local times
<displayInGMT> Boolean Set to true if the result data should output GMT
date/timestamp; false for local date/timestamp fields
(default)
<disableDataPersisten Boolean Set to true to enable “WYSIWYG” mode where FID

ce> values are never persisted to subsequent
messages.
<includeCurrentRIC> Boolean Set to true to include a “Current RIC” column in the

results, which contains the current RIC if the data
pertains to an alias RIC, and is unpopulated
otherwise.
<applyCorrections> Boolean Set to true to enable Corrections and Cancellations

processing. When set to true, Trades and Intraday
transactions will be processed with corrections, at
the cost of longer processing time for the request.
<instrumentList> Container Contains a list of <instrument> tags for this request.

The <code> field in every <instrument> must be
filled in and is the only required field.
<requestType> String Supported Values:

TimeandSales
MarketDepth
NasdaqLevel2
Intraday
EndOfDay
RTCE

Version 5.5 47
RTCEMarketDepth
<marketDepth> Numeric If the RequestType is MarketDepth, the number of

levels of market depth of the request.
<dateFormat> String Supported Values:

DDMMMYYYY
YYYYMMDD
DDMMYYYY
MMDDYYYY
<messageType> Container Container of message types
<splitSize> Numeric The size to split result files into (in Mb)
<delivery> String Supported Values:

Push
Pull
<sortType> String Supported Values:

RICSequence
MarketSequence
<fileFormat> String Supported Values:

Single
MultiByRIC
<fieldList> Container Container of field types
<requestID> String The identifier of the successfully submitted request.

This id can then be used in GetRequestResult to
retrieve the requested result data.
Possible Errors
Bad request Empty friendly name

Empty instrument list
Too many RICs requested, maximum allowed is <NUMBER>
MarketDepth must be set and greater than zero for MarketDepth request type
Only up to 10 levels of MarketDepth is supported
Illegal transaction
'<Transaction Name>'
Illegal field name

'<Transaction Field

Version 5.5 48
Name>’ from
transaction=<Transact
ion Name>
RIC quota exceeded
Outstanding request
limit reached

Version 5.5 49
CANCELREQUEST
CancelRequest(string requestID)
Purpose
This operations cancels and removes the results file for a request. This can be either a small API request
or an FTP request.
Request
<CancelRequest>
<requestID>USER-FRIENDLY_NAME-ID</requestID>
</CancelRequest>
Response
<CancelRequestResponse/>
<requestID> String ID of the request you want cancelled and purged

from the server.
Possible Errors
Bad request Bad request ID: <REQID>

Version 5.5 50
Data Request Operations
CHAPTER 17 DATA REQUEST OPERATIONS

SUBMITREQUEST
RequestID SubmitRequest(RequestSpec req)
Purpose
To request data for an instrument for a particular request day; the request will return a unique request id;
the operation GetRequestResult can be used to retrieve the data or query the status of the request.
Request
<SubmitRequest>
<request>
<friendlyName>FRIENDLY_NAME</friendlyName>
<requestType>TimeAndSales</requestType>
<instrument>
<code>BHP.AX</code>
</instrument>
<date>2006-10-10</date>
<timeRange>
<start>0:00</start>
<end>23:59:59.999</end>
</timeRange>
<messageTypeList>
<messageType>
<name>Trade</name>
<fieldList>
<string>Price</string>
<string>Volume</string>
</fieldList>
</messageType>
<messageType>
<name>Quote</name>
<fieldList>
<string>Bid Price</string>
<string>Ask Price</string>
</fieldList>
</messageType>
</messageTypeList>
<displayInGMT>true</displayInGMT>
<disableHeader>false</disableHeader>
<marketDepth>0</marketDepth>
<dateFormat>YYYYMMDD</dateFormat>
<disableDataPersistence>false</disableDataPersistence>
<includeCurrentRIC>false</includeCurrentRIC>
<applyCorrections>false</applyCorrections>
</request>
</SubmitRequest>
Response
<SubmitRequestResult>
<requestID>USER-FRIENDLY_NAME-TIMESTAMP</requestID>
</SubmitRequestResult>

Version 5.5 51
<request> Container A container that must be constructed by the user

when submitting a data request. This can be reused
for subsequent requests.
<friendlyName> String Friendly name of the request, useful in identifying

the request identifier. The string should contains
alphanumeric and ‘-‘ or “_” characters only.
<date> Container Date of the request; date is either a GMT or a local

date
<timeRange> Container Time range for the request.
<requestInGMT> Boolean Set to true if the provided Date and TimeRange are
in GMT; false for local times
<displayInGMT> Boolean Set to true if the result data should output GMT
date/timestamp; false for local date/timestamp fields
(default)
<disableDataPersisten Boolean Set to true to enable “WYSIWYG” mode where FID

ce> values are never persisted to subsequent
messages.
<includeCurrentRIC> Boolean Set to true to include a “Current RIC” column in the

results, which contains the current RIC if the data
pertains to an alias RIC, and is unpopulated
otherwise.
<applyCorrections> Boolean Set to true to enable Corrections and Cancellations

processing. When set to true, Trades and Intraday
transactions will be processed with corrections, at
the cost of longer processing time for the request.
<instrument> Container The instrument for the request. This can be

constructed from scratch or obtained from the
SearchRICs, ExpandChain or RICSymbology
operations.
<requestType> String Supported Values:

TimeandSales
MarketDepth
NasdaqLevel2
Intraday
EndOfDay
RTCE
RTCEMarketDepth
<marketDepth> Numeric If the RequestType is MarketDepth, the number of

levels of market depth of the request.

Version 5.5 52
<dateFormat> String Supported Values:

DDMMMYYYY
YYYYMMDD
DDMMYYYY
MMDDYYYY
<messageType> Container Container of message types
<fieldList> Container Container of field types
<requestID> String The identifier of the successfully submitted request.

This id can then be used in GetRequestResult to
retrieve the requested result data.

Version 5.5 53
Possible Errors
Bad request Empty friendly name

Empty instrument code
Illegal transaction
Illegal field name

'<Transaction Field
Name>’ from
ion Name>
RIC quota exceeded
Outstanding request
limit reached
No instruments
specified

Version 5.5 54
GetInflightStatus
InflightStatus GetInflightStatus()
Purpose
InflightStatus provides information on number of actively running requests (in-flight) as well as the
request IDs of all the jobs that have completed and are ready to download. This saves the user from
continuously polling for many request IDs using GetRequestResult. The user should use this method over
GetRequestResult where possible. The in-flight limit should be respected, and the user should stop
submitting any more requests when the number of active request reaches the limit.
Request
<GetInflightStatus/>
Response
<GetInflightStatusResponse>
<status>
<active>37</active>
<limit>20</limit>
<completed>
<string>requestID-1</string>
<string>requestID-2</string>
</completed>
</status>
</GetInflightStatusResponse>
<status> Container The InflightStatus container returned by the call
<active> Number The number of in-flight requests. These are the

requests that are in Submitted, Queued, or
Processing state.
<limit> Number The maximum number of in-flight requests allowable

for this user. The system will reject further
SubmitRequest calls if active requests reach this
number.
<completed> Container A list of Request IDs that have completed and are
ready to be downloaded via GetRequestResult

Version 5.5 55
CleanUp
void CleanUp()
Purpose
The CleanUp call aborts all queued and running non-FTP requests, and also removes complete non-FTP requests
that have not been downloaded. The operation allows users to start the API with a clean slate. This should
be called at the start of your programs.
Note that the CleanUp call does have any impact on FTP (push or pull) requests, it will not clean up the
results files generated by FTP requests and will not abort running FTP requests.
Request
<CleanUp/>
Response
<CleanUpResponse/>

Version 5.5 56
GetQuota
Quota q = GetQuota()
Purpose
The GetQuota call returns the RIC quota type of the user, the number of RICs used, the maximum number of
RICs allowed, and whether the user is allowed to exceed the maximum (up to a hard limit).
Request
<GetQuota/>
Response
<GetQuotaResponse
<result>
<type>Cumulative</type>
<used>1040</used>
<total>1000</total>
<exceedable>true</exceedable>
</result>
</GetQuotaResponse>

Version 5.5 57
RETRIEVING DATA REQUESTS

All data requests are submitted to the batch queue for processing. When the request is completed its results are
available for retrieval via the GetRequestResult operation.
Writing a Client to use the API

The SOAP servlet will provide a URL of the WSDL (Web Services Definition Language) file of the API. The user
should take this file and generate client-side stubs using the SOAP toolkit of their choice. How this is done depends of
the toolkit implementation.
Sample C# client code – Search for all RICs starting with the string « IBM » from the Equity domain
over the date range: 1st August 2006 to 31st August 2006.
// create the authentication header
CredentialsHeader header = new CredentialsHeader();
header.username = "user_email_address";
header.password = "your_password";
header.tokenId = string.Empty;
// create the API access object and assign the authentication header to it
TRTHApiService TRTH = new TRTHAPIService();
TRTH.Timeout = -1;
TRTH.CredentialsHeaderValue = header;
// set up the search parameters...

DateRange dateRange = new DateRange();
// set start date to 1st August 2006
dateRange.start = new DateTime(2006, 8, 1);
// set end date to 31st August 2006
dateRange.end = new DateTime(2006, 8, 31);
// set up 3 search criteria...
Data[] criteria = new Data[3];
// define the Equity domain

criteria[0] = new Data();
criteria[0].field = FieldType.Domain;
criteria[0].value = “EQU;
// define the regular expression search in RICs – match RICS starting with the string IBM”
criteria[1] = new Data();
criteria[1].field = FieldType.RICRegex;
criteria[1].value = “^IBM”;
// use the SearchRICs operations to return list of matching RICs...

Instrument[] rics = TRTH.SearchRICs(dateRange, criteria, false);
Console.WriteLine(“ Search returned “ + rics.Length + “ RICs”);
// output all the results
foreach (Instrument ric in rics)
Console.WriteLine("RIC:" + ric.code);
Console.ReadLine();

Version 5.5 58
Error Handling
CHAPTER 18 ERROR HANDLING

Errors will be reported as SOAP faults in the response body, as per the SOAP standard.
<soap:Fault>
<faultcode>soap:Server</faultcode>
<faultstring>Authentication failed</faultstring>
</soap:Fault>
The following error conditions are reported by the TRTHApi. Errors are reported in the form:
"Error category --> error detail"
However for some of the errors no error information is provided.

In addition to the errors identified in the table below when the user provides invalid XML, for instance bad SOAP data
format, incorrect tags, ext, the SOAP server library will raise an error prior rather than the error being reported by the
TRTH API code. In these cases the error will be in the form:
"java.lang.NumberFormatException: <detail>"
or
"java.lang.IllegalArgumentException: argument type mismatch"
Error Codes
Internal Server Error
Authentication Failed Missing Credentials

Bad tokenId
Your account has been locked-out
Your account is busy with another process
Request timed out Back-end did not respond before timeout
Client data error No search criteria provided

Empty friendly name
Empty instrument code
Bad search criteria: <Search Criteria> <Error>
<Search Criteria> is not a valid search criteria
<Search Criteria> was given an empty search value
Incomplete criteria: <Search Criteria>

Failed to parse start time
Failed to parse end time

Version 5.5 59
Error Handling

You must specify either TimeAndSales or MarketDepth type when requesting
data
Requested Length cannot be zero or negative
No such JobID = <Job ID>
No such RIC = <RIC>
Illegal transaction
Illegal field name

'<Transaction Field
Name>’ from
ion Name>
No instruments
specified
RIC quota exceeded
Outstanding request
limit reached

<Domain Name> is not a valid domain

Version 5.5 60
© 2010 Thomson Reuters. All rights reserved. For more information
Republication or redistribution of Thomson Reuters
content, including by framing or similar means, is Send us a sales enquiry at
prohibited without the prior written consent of Thomson reuters.com/salesenquiry
Reuters. 'Thomson Reuters' and the Thomson Reuters Read more about our products at
logo are registered trademarks and trademarks of reuters.com/productinfo
Thomson Reuters and its affiliated companies.
Find out how to contact your local office
reuters.com/contacts

TRTH API User Guide v5 5

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

TRTH API User Guide v5 5

Hochgeladen von

Copyright:

Verfügbare Formate

THOMSON REUTERS

API USER GUIDE

Document Version: 5.5

Chapter 1 About this Guide 3

Chapter 2 How to Use this Guide 4

Chapter 3 Related Documentation 5

Chapter 4 Getting Help 6

Chapter 5 Configuration Control 7

Chapter 6 About the TRTHApi DataServices 8

Chapter 7 TRTHApi DataServices Overview 9

Chapter 8 How to Use the TRTHApi DataServices 10

Chapter 9 TRTHApi DataServices FAQs 12

Chapter 10 TRTHApi DataServices Development Tools 14

Chapter 11 Quick Start Guides 15

Chapter 12 TRTHApi Data Services Reference 16

Chapter 13 TRTHApi DataServices Message Structure 17

Chapter 14 Data Dictionary Operations 19

Chapter 15 Querying Operations 32

Chapter 16 FTP Setup Operations 43

Chapter 17 Data Request Operations 51

Chapter 18 Error Handling 59

TRTH – API User Guide

CHAPTER 1 ABOUT THIS GUIDE

TRTH – API User Guide

CHAPTER 2 HOW TO USE THIS GUIDE

See page 8 for details.

 Chapter 13: TRTHApi DataServices Reference

See page 17 for details.

TRTH – API User Guide

CHAPTER 3 RELATED DOCUMENTATION

TRTH – API User Guide

CHAPTER 4 GETTING HELP

TRTH – API User Guide

CHAPTER 5 CONFIGURATION CONTROL

TRTH – API User Guide

CHAPTER 6 ABOUT THE TRTHAPI DATASERVICES

For details, see:

TRTH – API User Guide

CHAPTER 7 TRTHAPI DATASERVICES OVERVIEW

Operation Name Description

SearchRICs Search for instruments across domains, exchanges or instrument

TestFTP Tests connectivity to the FTP Server defined by the SetFTPDetails

SubmitFTPRequest Submit a request for up to 30,000 instruments and no time

GetRequestResult Retrieve the resulting data from a previously submitted data

GetQuota Retrieve RIC quota usage

TRTH – API User Guide

CHAPTER 8 HOW TO USE THE TRTHAPI DATASERVICES

Validate Instrument Submit Data Request

Step 2: Validate an Instrument prior to submitting a request

Step 3: Setup and Validate FTP Server (Optional)

Step 4: Submit the data request

TRTH – API User Guide

Step 5: Retrieve the request results

TRTH – API User Guide

CHAPTER 9 TRTHAPI DATASERVICES FAQS

Can I search for instruments?

How many instruments can I request at a time?

How is the market data requested returned to my application?

Can I make multiple requests at the same time?

Is the TRTH API available 24 by 7?

TRTH – API User Guide

What firewall settings are required to access the TRTH API?

TRTHApi service = locator.getTRTHApi();