When I schedule tick history time and sales for xtks in datascope select, though triggering is done, I cannot see any result in the report file. There's only csv header in the file.
When opening 'notes', I can see "Request occurred during embargo".
However, I entered the triggering time to avoid the embargo, which is 18:15(GMT+9).
What's wrong with my schedule?
@Hilarius,
I talked to a DSS specialist, who confirmed that Third party content permissions in the GUI only applies to DSS Intraday requests, and that the 4 Asia boxes under User permissions in the GUI are for fee liable Fixed Income pricing deliveries.
In other words, none of these should impact your T&S query.
You need to check why you receive an embargo with your Thomson Reuters account manager. Alternatively, you can contact the TRTH support team via Contact Us. In the product field, please select Thomson Reuters Tick History v2.
I know that if I set trigger time later than 18:15(UTC+9), e.g. 20:30, I can get the data. However, I'd like to know what's going on during those times, I mean (18:15 - 20:30).
@Hilarius, by "XTKS" do you mean the Tokyo Stock Exchange ?
I checked the data coverage guide for TRTH. In tab Data Release Times we see when data is made available. For TYO that would be 17:05 (15:05 + 120 min, UTC+9). But for TOS it would be 19:00 and for TYP it would be 20:10. Could it be that some of the instruments are on TOS or TYP ?
To investigate this further we would need several things:
@Christiaan Meihsl, thanks a lot for your reply.
What's the difference among TYO, TYP, and TOS? And how can I know an instrument belongs to which one?
@Hilarius,
TYO, TYP, TOS
Exchanges can separate their data into several categories, for various reasons (to differentiate data pricing, separate types of data or trading methods, etc.).
Edit after receiving answer from data specialist (thanks go to Sachi):
TYO is a standard PDP code (permissioning code) for Tokyo Stock exchange (the Exchange code is TSE, but the PDP code is TYO). It provides information and pricing on all domestic Stocks, all Listed Convertible Bonds except Foreign Currency Denominated CBs and Foreign CBs. It includes data from Fukuoka and Sapporo. BBO10 level data.
TYP is a PDP code for TOPIX Index Highspeed (Datafeeds only). High-Speed Index consists of High-Speed Price Index updated at every last sales price change, Best Offer Index calculated using best offer quotes and Best Bid Index calculated using best bid quotes. While the constituents of the High-Speed Index is the same as TOPIX etc., calculation and dissemination of the High-Speed Index is aimed to be completed on the millisecond level after the underlying stock price changes.
TOS is a trading system for trading during off-auction hours.
What exchange does a RIC belongs to ?
The Historical Reference, Terms and Conditions, Elektron Timeseries and Corporate Actions API calls can return the Exchange Code for a RIC.
If you have the Eikon product you can retrieve a RIC and see what exchange it belongs to. As an example, 6502.T (Toshiba equity) belongs to TYO:
When asking the first question, I requested data for 4 instruments all of which belong to TYO. According to the table, "Data Release Times", the responses should give valid data since I set the trigger time as 18:15, which is later than (effective close + 120min).
What do you think the problem is?
@Hilarius, to investigate this further I would need several things:
In the meantime I will try to double-check the effective close and embargo time for TYO.
How can I deliver those things you requested?
If email preferred, please send a message to hyunjik.song@buy-signal.com.
Thanks.
@Hilarius, just thinking, this might be a permission issue. Can you check your:
@Hilarius,
Thank you. FYI I don't have the same:
I am enquiring about the exact meaning of these.
@Hilarius, the schedule ran for me today at 18:15 (UTC+9) and was not embargoed.
I therefore believe the embargo you observe is related to the permissions of your account, especially as we have different permissions set.
I am checking the permissioning details with a specialist, but in the meantime you might also want to talk to your Thomson Reuters account manager, who should also be able to explain these to you, and why you have these particular values. There might be a cost impact if you want to change your permissions, so the end solution might just have to be to wait longer before retrieving the data.
