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is real time data (todays data ) supported on elektronTimeSeries in TRTH? if not, is there any thing in TRTH that can give me real time day aggregates.

Example, I made a ElektronTimeseries Extraction Request for today and I got this:

RIC Trade Date Volume High Low Open Alternate Close Last Bid Ask VWAP Turnover Block Volume
---------------------------------------------------------------------------------------------------
"000001.SZ" "" "" "" "" "" "" "" "" "" "" "" ""
"000002.SZ" "" "" "" "" "" "" "" "" "" "" "" ""

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1 Answer

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The Elektron TimeSeries report provides end of day data, so it should be available after market close time. The data release time should be after the market’s close and required embargo. For example, the SHZ exchange closes at 15:00 UTC+8 and has a 120 minute embargo. Please see Data Coverage Guide for Tick History for reference.

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