@muneish.adya

I have seen the same result. This should be due to embargo. The extraction note contains the following information. My timezone is GMT+7, so the time mentioned is 15:30:00 GMT.

Some data suppressed for LSE, PE 5625.  Request occurred during embargo.  Data currently available through 09/28/2017 22:30:00. Full access at effective market close plus 2 hours.

From my understanding, the data in TRTH v2 is released basis 120 minutes post market close of each venue (since historical data is embargoed for 120 minutes post market close). This means that the LSE data after market close,15:30 GMT, will be available at 17:30 GMT (embargo 120 minutes) of the next day.

You can find more information about the data release time in the TickHistory Data Coverage Guide.

Also, I am unable to query any .N / .PA stocks for T-1.

Could you share the request message you are using? Which programming language you are using?

I have seen the similar data in TRTH V2 with TickHistoryRawExtractionRequest. The extraction's condition is below.

"Condition": {
            "MessageTimeStampIn": "GmtUtc",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2017-09-27T15:20:00.000Z",
            "QueryEndDate": "2017-09-27T15:40:00.000Z",
            "DisplaySourceRIC": true
        }

Output:

VOD.L,Market Price,2017-09-27T15:30:00.166110435Z,Raw,UPDATE,UNSPECIFIED,,,,5625,,37040,6
,,,FID,1021,,SEQNUM,6260835,
,,,FID,3912,,IND_AUC,211.3,
,,,FID,3913,,IND_AUCVOL,1528270,
,,,FID,1030,,GEN_VAL6,211.3,
,,,FID,1031,,GEN_VAL7,1528270,
,,,FID,11690,,IND_AUC_TP,C,
VOD.L,Market Price,2017-09-27T15:30:00.169801890Z,Raw,UPDATE,UNSPECIFIED,,,,5625,,37056,6
,,,FID,1021,,SEQNUM,6260958,
,,,FID,3912,,IND_AUC,211.3,
,,,FID,3913,,IND_AUCVOL,1525260,
,,,FID,1030,,GEN_VAL6,211.3,
,,,FID,1031,,GEN_VAL7,1525260,
,,,FID,11690,,IND_AUC_TP,C,
VOD.L,Market Price,2017-09-27T15:30:00.169801890Z,Raw,UPDATE,UNSPECIFIED,,,,5625,,37072,6
,,,FID,1021,,SEQNUM,6260959,
,,,FID,3912,,IND_AUC,211.3,
,,,FID,3913,,IND_AUCVOL,1522250,
,,,FID,1030,,GEN_VAL6,211.3,
,,,FID,1031,,GEN_VAL7,1522250,
,,,FID,11690,,IND_AUC_TP,C,

For .N / .PA issue, could you provide the note information returned from the Extractions/ExtractRawResult(ExtractionId='<jobID>') or /Extractions/ExtractRaw endpoint?

@veerapath.rungruengrayubkul

2017.09.27 is now T-2 as today is 29th.

Please run for 2017.09.28 and you will see what I am saying.

please extract from both v1 and v2 and do a comparison to see missing rows.