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vnigam avatar image
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Issues with TRTH intraday summaries for multiple symbols

TLT.O

  • TLT.O does not have any data from 11/1/2011 – 2/1/2016, might this be due to exchange listing change?
  • We were told that TLT.O is the consolidated ticker, is that not the case? If not, what’s the correct consolidated ticker. But this should be transparent to us

.VIX

  • Based upon the fields available, there is no field ‘Close’. Is the field ‘Price’ equivalent to Close? The other ones that concern us are the Open, High, Low
  • In the GUI, there is no field called ‘Price’ as listed in the csv you sent. However, there is a ‘Last’ field. Is that equivalent to Price/Close?
  • I created a new report for .VIX with the Timebar Persistence unchecked. However the report still contains data outside the range specified e.g. 08:31:00 (screen shot included) and ends before the time specified (15:14)vixissue1.jpgvixissue2jpg.png
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3 Answers

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veerapath.rungruengrayubkul avatar image
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@vnigam,

If you want to extract data for only between 09:30 and 16:00 daily, you can select the 'TimeRangeMode': 'Window'.

Anyway, from my testing, you also need to change the 'Query Time Zone' to 'Local Exchange Time'.


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vnigam avatar image vnigam

I reran .VIX and I do get data within the range specified by updating the query using the above. However, why is the last print for .VIX is at 15:14?

Christiaan Meihsl avatar image Christiaan Meihsl vnigam

As you did not activate Timebar persistence, you only got returned records for bar intervals where there was some source data; probably there was none after 15:14.

vnigam avatar image vnigam Christiaan Meihsl

Since the market is open till 16:00, there should be data till 16:00. I am looking at Yahoo finance and can see data beyond 15:14. Can you confirm why there is no data for this period?

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Christiaan Meihsl avatar image
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@vnigam,

Closing price

The "Last" field is the closing price.

Query date and time range

The start and end times do not apply daily, they apply as the initial (and final) points in time for the entire range of dates.

In other words, your query starts on the 1st November 2011 at 09:30, and ends on the 14th August at 16:00. All times in between are part of the range (i.e. from 2 Nov 2011 till 13 Aug 2019 the query covers the entire day. That is why you see data on 2 Nov 2011 at 08:31.

Timebar persistence

If it is not activated, you only get returned records for bars where there was some data. That is why there might be no bars in the specified datetime range.

Your other queries

Your queries are mainly data queries, in the GUI, not API queries. I attempted to answer what I could. This forum is aimed at software developers using Refinitiv APIs. The moderators on this forum do not have the required deep expertise in all the content sets available through our products to answer your question. For data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly. They will either have the answer for you right away, or will reach out to the content experts who can provide the answer you're looking for.

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vnigam avatar image
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Thanks for the answers. Any update on why TLT.PO does not have any data from 11/1/2011 – 2/1/2016, might this be due to exchange listing change? How do I get data for TLT from 2011 onwards for 1-min bar?

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