I'm extracting tick data for certain RICs by posting appropriate Extraction Request with MessageTimeStampIn" : "LocalExchangeTime". The following is the Extraction Request
{ "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" : [ { "Identifier" : "AULM8", "IdentifierType" : "Ric" } ], "ValidationOptions" : { "AllowHistoricalInstruments" : 1 }, "UseUserPreferencesForValidationOptions" : 0 }, "Condition" : { "MessageTimeStampIn" : "LocalExchangeTime", "ReportDateRangeType" : "Range", "QueryStartDate" : "2018-05-08T00:00:00Z", "QueryEndDate" : "2018-05-09T00:00:00Z", "SummaryInterval" : "OneMinute", "TimebarPersistence" : 1, "DisplaySourceRIC" : 1 } } }
Data is correctly returned. However, sometimes the timestamp is not in LocalExchangeTime for a row (for rest of the rows its correct). For example, see below
AULM8,,Market Price,2018-05-08T18:58:00.000000000-05,Intraday 1Min,....... AULM8,,Market Price,2018-05-09T01:59:00.000000000+02,Intraday 1Min,.......
For AULM8, in the last row, although the value of the timestamp is correct, the Local Exchange timestamp should've been
2018-05-09T18:59:00.000000000-05 instead of 2018-05-09T01:59:00.000000000+02, since it's an US instrument.
Note: I've noticed this behavior in certain other instruments too (AULU8, FLGM8). Could you please check why the timestamp is not correctly returned in Local time sometimes?
Thanks!