Need help.
DataScope Select - RAW Market-By-Pryce history available
RIC
Manifest: ESH7,Market By Price,2016-08-13T15:02:17.740531675Z,2017-03-25T18:21:00.047260224Z,Active,181197764
Manifest: ESH8,Market By Price,2016-12-04T18:16:04.684128916Z,2018-05-07T01:22:43.117534073Z,Active,261526135
Manifest: ESH9,Market By Price,2017-12-03T18:15:02.531401540Z,2019-03-30T18:26:42.279641706Z,Active,365422825
Manifest: ESM0,Market By Price,2019-03-05T00:58:28.391678447Z,2020-07-25T18:57:46.995355407Z,Active,648897270
Manifest: 1UROH7,Market By Price,2016-08-13T15:02:17.640962231Z,2017-03-18T18:18:37.788002625Z,Active,141381193
Manifest: 1UROH8,Market By Price,2016-08-13T15:02:17.640338134Z,2018-05-07T01:49:44.623195432Z,Active,208038329
DataScope Select - RAW Market-Price history available
Manifest: ECSSH1,Market Price,2009-09-15T03:01:33.605356000Z,2011-03-19T06:26:57.240593000Z,Active,96301190
Manifest: ECSSZ0,Market Price,2009-06-16T02:45:01.118862000Z,2010-12-18T06:26:00.060835000Z,Active,1075602
Manifest: ESU7,Market Price,1997-09-08T14:47:03.710000000Z,2017-09-23T23:29:39.414026666Z,Active,172439010
But using code from REST API I get empty files with 0 kb on these RICs
What could be the problem?
see images
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 availableLL2Fields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryMarketDepth);
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#ES:" },//{ "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)
}
},
/*
new TickHistoryMarketDepthExtractionRequest
{
Condition = new TickHistoryMarketDepthCondition
{
ReportDateRangeType = ReportDateRangeType.Range,
QueryStartDate = startDate,
QueryEndDate = lastDate,
NumberOfLevels = 10,
ExtractBy = TickHistoryExtractByMode.Ric,
MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
SortBy = TickHistorySort.SingleByRic,
View = TickHistoryMarketDepthViewOptions.NormalizedLL2,
DisplaySourceRIC = true
},
ContentFieldNames = availableLL2Fields.Select(f => f.Name).ToArray(),
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();
}
}
}
