I'm trying to extract tick data with a summary interval of 1 minute for one complete day by setting "QueryStartDate" and "QueryEndDate" in the "Condition" appropriately.
For some reason, the tick data returned for European contracts consists approximately only 20 hours of data whereas the US contracts contain 24 hours as requested.
For the instrument FBONZ7 (European), the first and the last entries of the data returned is given below. As you can see, the difference between the two timestamps is ~20 hours and missing 4 hours of data.
FBONZ7,Market Price,2017-10-20T02:00:00.000000000+02,Intraday 1Min,,,,,,,,,,,,,,,, FBONZ7,Market Price,2017-10-20T22:10:00.000000000+02,Intraday 1Min,,,,,,,137.31,137.31,137.31,137.31,0,137.48,137.48,137.48,137.48,0
Below is the Extraction Request. Any help regarding this would be greatly appreciated. Thanks!
{ "ExtractionRequest" : { "@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest", "ContentFieldNames" : [ "Close Ask", "Close Bid", "High", "High Ask", "High Bid", "Last", "Low", "Low Ask", "Low Bid", "No. Asks", "No. Bids", "No. Trades", "Open", "Open Ask", "Open Bid", "Volume" ], "IdentifierList" : { "@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers" : [ { "IdentifierType" : "Ric", "Identifier" : "FBTSZ7" }, { "IdentifierType" : "Ric", "Identifier" : "FGBSZ7" }, { "Identifier" : "FBTPZ7", "IdentifierType" : "Ric" }, { "Identifier" : "FBONZ7", "IdentifierType" : "Ric" }, { "Identifier" : "FOATZ7", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "FGBMZ7" }, { "Identifier" : "FGBLZ7", "IdentifierType" : "Ric" }, { "Identifier" : "FGBXZ7", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "FLGZ7" }, { "Identifier" : "TYZ7", "IdentifierType" : "Ric" }, { "Identifier" : "USZ7", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "AULZ7" }, { "Identifier" : "FVZ7", "IdentifierType" : "Ric" }, { "Identifier" : "TUZ7", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "FBTSH8" }, { "Identifier" : "FGBSH8", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "FBTPH8" }, { "Identifier" : "KOAH8", "IdentifierType" : "Ric" }, { "Identifier" : "FOATH8", "IdentifierType" : "Ric" }, { "Identifier" : "FGBMH8", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "FGBLH8" }, { "IdentifierType" : "Ric", "Identifier" : "FGBXH8" }, { "IdentifierType" : "Ric", "Identifier" : "FLGH8" }, { "IdentifierType" : "Ric", "Identifier" : "TYH8" }, { "IdentifierType" : "Ric", "Identifier" : "USH8" }, { "Identifier" : "AULH8", "IdentifierType" : "Ric" }, { "IdentifierType" : "Ric", "Identifier" : "FVH8" }, { "IdentifierType" : "Ric", "Identifier" : "TUH8" } ], "ValidationOptions" : { "AllowHistoricalInstruments" : 1 }, "UseUserPreferencesForValidationOptions" : 0 }, "Condition" : { "MessageTimeStampIn" : "LocalExchangeTime", "ReportDateRangeType" : "Range", "QueryStartDate" : "2017-10-20T00:00:00Z", "QueryEndDate" : "2017-10-21T00:00:00Z", "SummaryInterval" : "OneMinute", "TimebarPersistence" : 1, "DisplaySourceRIC" : 1 } } }