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Nitin_Sharma avatar image
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TickHistoryTimeAndSales: Can we Retrieve all columns which we get in available field list and with same column names

Hello Team,

We are performing following steps:

1. Getting list of available columns for TickHistoryTimeAndSales. i.e approx 372 coumns

2. Based on these columns we are creating table.

3. Retrieve data and trying to push data in table created in above step . i.e approx 290 columns

Problem: CSV data retrieved in step 3, contains less number of columns and the header column names are abbreviated names, not the same as we get in step 1.

For Example:

Available Fields Name Received:

Quote - CDS Dollar Value Of 1 Basis Point

Trade - Exchange For Swaps Volume

Correction - Original Sequence Number


Actual Fields recived:

CDS Dollar Value Of 1 Basis Pt

Exch For Swaps Vol

Original Seq. No.


How can we get same number of columns and with exact same field name in step 3 as we get in step 2?

Thanks.


tick-history-rest-api
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1 Answer

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veerapath.rungruengrayubkul avatar image
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Hi@Nitin_Sharma,

I have seen the same result on both GUI and REST API. The field number difference could be due to the way the result is regenerated.

For example, the following request contains 7 fields.

{ "ExtractionRequest": 
    { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest", 
      "ContentFieldNames": [
             "Quote - Exchange Time",
            "Correction - Ask Price",
            "Correction - Bid Price",
            "Quote - Ask Price",
            "Quote - Bid Price",
            "Trade - Ask Price",
            "Trade - Bid Price"
        ] , "IdentifierList": {"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
        "InstrumentIdentifiers": [
            {"Identifier": "AAPL.O",
            "IdentifierType": "Ric"
            }

The request generates only 4 data fields; "Type","Bid Price","Ask Price","Exch Time" As you see, TRTH combines the fields of each asset type and differentiate them with the "Type" field. This could be a reason why the number of fields are difference.

#RICAlias Underlying RICDomainDate-TimeGMT OffsetTypeBid PriceAsk PriceExch TimeAAPL.O
Market Price2020-01-31T17:00:00.189157913Z-5Quote316.75316.800:00.2AAPL.O
Market Price2020-01-31T17:00:00.241179076Z-5Trade316.75316.8
AAPL.O
Market Price2020-01-31T17:00:00.292697303Z-5Quote316.75316.800:00.3AAPL.O
Market Price2020-01-31T17:00:00.329169722Z-5Quote316.75316.7900:00.3AAPL.O
Market Price2020-01-31T17:00:00.411913813Z-5Trade316.75316.79
AAPL.O
Market Price2020-01-31T17:00:00.532239237Z-5Quote316.75316.7900:00.5AAPL.O
Market Price2020-01-31T17:00:00.604227938Z-5Trade316.75316.79
AAPL.O
Market Price2020-01-31T17:00:00.688233791Z-5Quote316.75316.7700:00.7AAPL.O
Market Price2020-01-31T17:00:00.851694641Z-5Quote316.75316.7700:00.8AAPL.O
Market Price2020-01-31T17:00:01.058700932Z-5Trade316.75316.77
AAPL.O
Market Price2020-01-31T17:00:01.104259058Z-5Trade316.75316.77


With regard to the field name difference, I have the same result as well but cannot find any options. I would suggest you raise these issues to TRTH Content support via MyRefinitivfor further investigation and explanation.

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