I am using ElektronTimeseriesExtractionRequest for On Demand extraction of End Of Day report.
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"RIC",
"Trade Date",
"Open",
"High",
"Low",
"Bid"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "RONILS=R",
"IdentifierType": "Ric"
},{
"Identifier": "NZDCHF5Y=R",
"IdentifierType": "Ric"
},{
"Identifier": "DKKSEK2Y=R",
"IdentifierType": "Ric"
},{
"Identifier": "CADILS15M=R",
"IdentifierType": "Ric"
},{
"Identifier": "AUDCHF7M=R",
"IdentifierType": "Ric"
},{
"Identifier": "CAD=D3",
"IdentifierType": "Ric"
},{
"Identifier": "CZKJPY8M=R",
"IdentifierType": "Ric"
},{
"Identifier": "CHFHUF2W=R",
"IdentifierType": "Ric"
},{
"Identifier": "GBPZAR9M=R",
"IdentifierType": "Ric"
},{
"Identifier": "GBPMXN=R",
"IdentifierType": "Ric"
},{
"Identifier": "AUDHUF15M=R",
"IdentifierType": "Ric"
}]
},
"Condition":{
"StartDate":"2017-11-03T00:00:00.000Z",
"EndDate":"2017-11-03T23:59:59.999Z"
}
}
}
The O/P I get is:
RIC,Trade Date,Open,High,Low,Bid RONILS=R,2017/11/03,,,,.8861 NZDCHF5Y=R,2017/11/03,,,, -1177.25 DKKSEK2Y=R,2017/11/03,,,,20.38 CADILS15M=R,2017/11/03,,,, -577.83 AUDCHF7M=R,2017/11/03,,,, -129.14 CZKJPY8M=R,2017/11/03,,,, -113.87 CHFHUF2W=R,2017/11/03,,,,7.5 GBPZAR9M=R,2017/11/03,,,,9968.46 GBPMXN=R,2017/11/03,,,,25.0942 AUDHUF15M=R,2017/11/03,,,, -560.66
If I request the same from TRTH V1, I get complete data:
#RIC,Date[L],Time[L],Type,Open,High,Low,Close Bid RONILS=R,03-NOV-2017,,End Of Day,0.8882,0.8902,0.8843,0.8861 NZDCHF5Y=R,03-NOV-2017,,End Of Day,-1196.3549,-1155.1385,-1212.0789,-1177.25 DKKSEK2Y=R,03-NOV-2017,,End Of Day,18.4325,50.4458,-22.7996,20.38 CADILS15M=R,03-NOV-2017,,End Of Day,-551.5995,-526.0896,-593.3462,-577.83 AUDCHF7M=R,03-NOV-2017,,End Of Day,-133.9886,-128.051,-133.9902,-129.14 CAD=D3,03-NOV-2017,,End Of Day,1.2801,1.2835,1.2716,1.2758 CZKJPY8M=R,03-NOV-2017,,End Of Day,-122.2836,-84.2765,-172.9672,-113.87 CHFHUF2W=R,03-NOV-2017,,End Of Day,7.6428,8.2376,3.2597,7.5 GBPZAR9M=R,03-NOV-2017,,End Of Day,9708.208,10068.375,9623.6846,9968.46 GBPMXN=R,03-NOV-2017,,End Of Day,24.786,25.1525,24.7572,25.0942 AUDHUF15M=R,03-NOV-2017,,End Of Day,-561.7249,-548.6769,-579.563,-560.66Could someone please tell me where I am going wrong?
Also, In V2, I get Bid price as .8861 and in V1 I get it as 0.8861. Are there any further changes to do in the request for getting the 0 before the decimal?
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Also, I tried TickHistoryIntradaySummariesExtractionRequest, I do not get Open,High,Low,Last,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks data. I get empty rows instead.
Here is the data in new version:
#RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks MTGOV11YZ=R,Market Price,2017-11-03T00:00:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,, MTGOV11YZ=R,Market Price,2017-11-03T00:01:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,, MTGOV11YZ=R,Market Price,2017-11-03T00:02:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,, MTGOV11YZ=R,Market Price,2017-11-03T00:03:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,,
Here is data in old version:
#RIC,Date[G],Time[G],GMT Offset,Type,Open,High,Low,Last,Ave. Price,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks MTGOV13YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,1.73546,1.73546,1.73546,1.73546,1.7355,1,1.73546,1.73546,1.73546,1.73546,1,0.7995753,0.7995753,0.7995753,0.7995753,1 MTGOV9YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,1.087489,1.087489,1.087489,1.087489,1.0875,1,1.087489,1.087489,1.087489,1.087489,1,0.9071886,0.9071886,0.9071886,0.9071886,1 MTGOV20YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.210698,2.210698,2.210698,2.210698,2.2107,1,2.210698,2.210698,2.210698,2.210698,1,0.6456852,0.6456852,0.6456852,0.6456852,1 MTGOV25YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.247225,2.247225,2.247225,2.247225,2.2472,1,2.247225,2.247225,2.247225,2.247225,1,0.5737355,0.5737355,0.5737355,0.5737355,1 MTGOV11YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,1.443154,1.443154,1.443154,1.443154,1.4432,1,1.443154,1.443154,1.443154,1.443154,1,0.8541808,0.8541808,0.8541808,0.8541808,1 MTGOV16YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.034234,2.034234,2.034234,2.034234,2.0342,1,2.034234,2.034234,2.034234,2.034234,1,0.7245452,0.7245452,0.7245452,0.7245452,1 MTGOV8YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,0.891275,0.891275,0.891275,0.891275,0.8913,1,0.891275,0.891275,0.891275,0.891275,1,0.9314748,0.9314748,0.9314748,0.9314748,1 MTGOV17YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.099011,2.099011,2.099011,2.099011,2.0990,1,2.099011,2.099011,2.099011,2.099011,1,0.7024798,0.7024798,0.7024798,0.7024798,1
Here is my request:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": [
"Open",
"High",
"Low",
"Last",
"Open Bid",
"High Bid",
"Low Bid",
"Close Bid",
"Open Ask",
"High Ask",
"Low Ask",
"Close Ask",
"No. Trades",
"No. Bids",
"No. Asks"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "MTGOV13YZ=R",
"IdentifierType": "Ric"
},{
"Identifier": "MTGOV9YZ=R",
"IdentifierType": "Ric"
},{
"Identifier": "MTGOV20YZ=R",
"IdentifierType": "Ric"
},{
"Identifier": "MTGOV25YZ=R",
"IdentifierType": "Ric"
},{
"Identifier": "MTGOV11YZ=R",
"IdentifierType": "Ric"
},{
"Identifier": "MTGOV16YZ=R",
"IdentifierType": "Ric"
}
]
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2017-11-03T00:00:00.000Z",
"QueryEndDate": "2017-11-03T23:59:59.999Z",
"DisplaySourceRIC": true
}
}
}
