Using an API example to access Tick History
For example: RIC ESH1 (raw market-by-price)
This RIC is downloaded from 2019-12-08T18:15:05.276094674Z to 2020-06-22T01:31:19.090208460Z
I do not understand why RIC is not downloaded on the current date, since RIC is valid, traded on the exchange.
Why can't I download until 2021.03.05?
Help me with this, please.
code:
using System; using System.Linq; using System.Diagnostics; using System.IO; using ThomsonReuters.Dss.Api.StandardExtractions; using ThomsonReuters.Dss.Api; using ThomsonReuters.Dss.Api.Content; using ThomsonReuters.Dss.Api.Extractions; using ThomsonReuters.Dss.Api.Extractions.ExtractionRequests; using ThomsonReuters.Dss.Api.Extractions.ReportExtractions; using ThomsonReuters.Dss.Api.Extractions.ReportTemplates; using ThomsonReuters.Dss.Api.Extractions.Schedules; using ThomsonReuters.Dss.Api.Extractions.SubjectLists; using ThomsonReuters.Dss.Api.Search; using ThomsonReuters.Dss.Core.RestApi; namespace RefinitivHistoryTesting { class Program { static void Main(string[] args) { //----------------------------------------------------------------- //Connect and authenticate to the DSS server: //----------------------------------------------------------------- Uri dssUri = new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/"); string dssUserName = "*****"; string dssUserPassword = "******"; var out_dir = @".\Storage\"; var SearchContext = new SearchContext(dssUri, dssUserName, dssUserPassword); var ExtractionsContext = new ExtractionsContext(dssUri, dssUserName, dssUserPassword); var availableMbPFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryRaw); var availableTnSFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryTimeAndSales); ExtractionsContext.Options.AutomaticDecompression = true; var dateRange = DateTimeRange.Create( new DateTimeOffset(2008, 01, 01, 0, 0, 0, TimeSpan.Zero), new DateTimeOffset(2020, 12, 22, 0, 0, 0, TimeSpan.Zero)); var request = new HistoricalChainResolutionRequest { ChainRics = new[] { "0#ESH1" },//{ "0#1URO:" }, Range = dateRange }; var chain_results = SearchContext.HistoricalChainResolution(request); foreach (var chain in chain_results) { Console.WriteLine("Chain Identifier: {0} {1}, Constituents: {2}", chain.IdentifierType, chain.Identifier, chain.Constituents.Count()); foreach (var constituent in chain.Constituents) { var searchResults = SearchContext.HistoricalSearch( HistoricalSearchRequest.Create( constituent.Identifier, constituent.IdentifierType, dateRange, HistoricalResultsBy.Ric, null)); foreach (var result in from pos in searchResults where pos.DomainCode == "8" select pos) //foreach (var result in searchResults) //var result = searchResults.FirstOrDefault(pos => pos.Identifier.Contains("UROH1")); //if (result != null) { var startDate = result.FirstDate; var lastDate = result.LastDate; Console.WriteLine("{0},\t {1},\t {2},\t {3},\t {4}", result.Identifier, result.IdentifierType, startDate, lastDate, result.DomainCode); var extractionResult = ExtractionsContext.ExtractRaw( //!!!--- Это должно соответствовать модели данных Real Time API MarketByPrice---!!! new TickHistoryRawExtractionRequest { Condition = new TickHistoryRawCondition { ReportDateRangeType = ReportDateRangeType.Range, QueryStartDate = startDate, //new DateTimeOffset(2016, 07, 25, 20, 0, 0, TimeSpan.Zero), QueryEndDate = lastDate, //new DateTimeOffset(2016, 08, 02, 19, 59, 59, TimeSpan.Zero), ExtractBy = TickHistoryExtractByMode.Ric, MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc, SortBy = TickHistorySort.SingleByRic, DomainCode = TickHistoryRawDomain.MarketByPrice, DisplaySourceRIC = true }, IdentifierList = new InstrumentIdentifierList { InstrumentIdentifiers = new[] { InstrumentIdentifier.Create(result.IdentifierType, result.Identifier) } }, }); using (var response = ExtractionsContext.RawExtractionResultOperations.GetReadStream(extractionResult)) using (var reader = new StreamReader(response.Stream)) { var fileName = out_dir + "_" + result.Identifier + "_" + startDate.DateTime.ToString("dd.MM.yyyy") + "_" + lastDate.DateTime.ToString("dd.MM.yyyy") + "_MarketByPrice.txt"; using (var fileStream = File.Create(fileName)) response.Stream.CopyTo(fileStream); } } } } Console.WriteLine("Press Enter to exit"); Console.ReadLine(); } } }