Could not fetch all the data?

booze007

I tried to fetch time series data from 01/09/17 to 31/10/17 from 08:00 am to 05:00 pm but most of the values are empty. Please see the benchmarkdata.txt the data returned. Is the data not present for empty columns or there is some issue? Change the extension of file to csv and then open it.

Alex Putkov.1

The data is available for most of the RICs in your file. I assume you tried retrieving the timeseries for all 644 RICs in a single request? I'm not sure of the exact reason why the result is that the timeseries for most RICs are missing altogether. What I do know is that at the moment the Web service returning timeseries does a terrible job at normalizing the result into a table when timeseries for multiple RICs are requested. If there are any gaps in the data, which is commonly the case, the data in the table returned by the service is misaligned and cannot be used. For this reason I strongly recommend retrieving timeseries for one RIC at a time while we're working on improving the service.

Bruce Hu

@booze007, you may want to get Thomson Reuters's Helpdesk to investigate the issue for you. In the hourly chart below, I have the two instruments <.MINL0MT00NEU> and <.MINO0EN00NNO> side-by-side and the data is there for the 13th, 14th, and 15th.