Hi,
It seems that the "Floor Volume" and "Off Floor Volume" fields are not populated in response to end of data market data requests, via TRTH v2.
For example, for RIC SZZFX7 on dates, 2017-08-01 - 2017-08-02, in Tick History version 1, I see "Floor Volume" and "Off Floor Volume" fields populated:
#RIC,Current RIC,Date[L],Time[L],Type,Qualifiers,Open,High,Low,Last,Volume,Open Interest,Settle,Floor Volume,Off Floor Volume,Block Volume,Block Trades,Total Volume,Data Source SZZFX7,,01/08/2017,,End Of Day,,69.85,70.51,69.51,69.9,251,42599,69.74,7166,6915,,,,Verified SZZFX7,,02/08/2017,,End Of Day,,68.88,69.61,68.71,69.61,271,43987,69.25,6433,6162,,,,Verified
Attempting to make an equivalent request via TRTH v2:
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest", "ContentFieldNames": [ "Instrument ID", "Open", "High", "Low", "Last", "Volume", "Floor Volume", "On Floor Volume", "Off Floor Volume", "Open Interest", "VWAP", "Number of Price Moves", "Trade Date", "Exchange Code", "Exchange Description" ], "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "SZZFX7", "IdentifierType": "Ric" } ] }, "Condition": { "StartDate": "2017-08-01T00:00:00.000-00:00", "EndDate": "2017-08-02T00:00:00.000-00:00" } } }
Returns rows with the "Floor Volume" and "Off Floor Volume" fields left blank:
Instrument ID,Open,High,Low,Last,Volume,Floor Volume,On Floor Volume,Off Floor Volume,Open Interest,VWAP,Number of Price Moves,Trade Date,Exchange Code,Exchange Description SZZFX7,69.85,70.51,69.51,69.9,251,,,,42599,,,2017/08/01,SIM,Singapore Exchange Derivatives Trading Ltd SZZFX7,68.88,69.61,68.71,69.61,271,,,,43987,,,2017/08/02,SIM,Singapore Exchange Derivatives Trading Ltd
Could you please clarify how this data may be accessed via the v2 API?
Many thanks