XAU= has no time stamp (EMA Java API)
Hi, I am using EMA to get market price data. Most of the instruments I am using is fine except "XAU=".
I cannot get time stamp for it.
I used "QUOTIM" and "QUOTE_DATE" to get time stamp. May I know why? and how to solve it?
Thank you.
Best Answer
-
Hello @hujunhu
The number in brackets(5) and (17) are the field id of TIMACT
and ACTIV_DATE respectively. You can find the fields’ info including their type
in RDMFieldDictionary shipped with EMA package:The type(the 7th column) of TIMACT are TIME(DataTypes.TIME) and the
type of ACTIV_DATE is DATE(DataTypes.DATE). You can refer to consumer.series200.example200__MarketPrice__Streaming
which demonstrate how to decode a field according to its type. The example output:Item Name: XAU=
Service Name: API_ELEKTRON_EPD_RSSL
Fid: 3 Name = DSPLY_NAME DataType: Rmtes Value:
Fid: 5 Name = TIMACT DataType: Time Value: 9:55:0:0
Fid: 11 Name = NETCHNG_1 DataType: Real Value: 0.82
Fid: 17 Name = ACTIV_DATE DataType:Date Value: 4 / 1 / 2018
….1
Answers
-
Hi @hujunhu it looks like this RIC is on a very old data model. The quote date and time fields are not used in this template (I will do some digging to find out why as it should be on the same data model at the spot currency RICs like GBP= and use the better precision QUOTIM_NS fields).
This RIC uses TIMACT (5) and ACTIV_DATE (17) as its date fields currently.
Tim1 -
Hi Tim,
Do you mean I should use QUOTIM_NS for better precision?
What data type are these two date fields (e.g. DataTypes.INT)?
What are those number in brackets? (5) and (17)
Thank you!
Jun
1 -
QUOTIM_NS will be used by us for better precision (up to nano), but in the case of this instrument the field isn't being used.We need to update the data model for it to be able to publish.
I not an expert in this particular API - just the data that is sent to it - but we send the data for TIMACT in time format not an integer or such like. QUOTIM_NS is sent in integer format, so its possible it will be for this API. But id need an API specialist to comment on that part ideally.
The numbers in the brackets are the field numbers. We have a field name and a field number for all our realtime data.
0 -
Thanks. However, the precision of TIMACT seems to be in minutes. May I know why? And how to get a more precise timestamp? Thanks.
Regards,Jun
0 -
Hello hujunhu,
I do not know why the feed sends TIMACT to be in minutes. To get a more precise timestamp is depends on the feed; if it sends more precise timestamp for this RIC and on which field.
0 -
Hello hujunhu,
I suggest you ask these questions with the feed/data support team who can provide you with the proper answers. You can submit the query to the data team directly via https://my.thomsonreuters.com/
After you log in, click "RAISE A CASE" then "Product Support". Then, select your subject e.g. “I cannot find content I am looking for”. At “Select product”, select the feed e.g. “Thomson Reuters Elektron Real-Time”. If you cannot access the web site or submit the query, you should send an email to rdc.administrator@thomsonreuters.com0 -
TIMACT is an old field with a very low precision and cant be increased. It has been replaced by newer higher precision fields which are being added to instruments across our Elektron network. XAU= hasnt had these fields added as yet, but I am in the process of requesting it. TIMACT would likely be replaced by QUOTIM_NS which allows up to nanosecond precision (though its unlikely it would publish to that level of precision).
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛