Eikon: Missing millisecond in Real Time Tick Data with view TRDPRC_1

Unknown
Unknown
in Eikon COM

After requesting real time data for RIC HSIc1 / Tick / TRDPRC_1

  • the callbacks timestamp contains milliseconds.
  • the update callbacks timestamp does not contains milliseconds. I mean all the timestamp has got millisecond 0.

Similar request for RIC:HSIc1 / Tick / BID

  • both the callback and update callback timestamp have milliseconds.

Any solution?

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    @Chon
    Please be informed that the issue you reported has now been fixed and the fix has been deployed in production. I can no longer reproduce milliseconds missing from the real-time data stream for trades.

Answers

  • nick.zincone
    nick.zincone

    Hi @Chon,

    Can you include a code snippet and output to demonstrate your issue?

  • Unknown
    Unknown

    Hi @nick.zincone.1,

    The code is attached timeseries.txt.

    image

  • Unknown
    Unknown

    Hi @nick.zincone.1

    For "BID", everything is working fine.

    image

    Regards.

  • Jirapongse
    Jirapongse admin

    From the output, you are using ITimeSeriesDataService.SetupDataSubscription in Eikon COM. This interface initiates a Time Series data subscription with Realtime continuation.

    The snippet code is:

    tsRequest = timeSeries.SetupDataSubscription("HSIc1").From(DateTime.Now.AddHours(-8)).WithView("BID").WithInterval(CommonInterval.Tick).OnDataReceived(OnDataReceived).OnDataUpdated(OnDataUpdated).OnStatusUpdated(OnTSStatus).CreateAndStart();

    When using "BID" view, the timestamp field for the UpdateType.NewPoint type fired in OnDataUpdated contains millisecond (8:9:0:704). 

    #### New Point
    VALUE 30378
    VOLUME 3
    TIMESTAMP 2/8/2018 8:09:00 AM
    TimeStamp:>>8:9:0:704
    COUNT 1

    However, if using the "TRDPRC_1" view, the timestamp field of the new point doesn't have millisecond value (8:17:59:0).

    #### New Point
    VALUE 30430
    VOLUME 1
    TIMESTAMP 2/8/2018 8:17:00 AM
    TimeStamp:>>8:17:0:0
    COUNT 1
    #### New Point
    VALUE 30437
    VOLUME 1
    TIMESTAMP 2/8/2018 8:17:59 AM
    TimeStamp:>>8:17:59:0
    COUNT 1
    #### New Point
    VALUE 30435
    VOLUME 1
    TIMESTAMP 2/8/2018 8:18:58 AM
    TimeStamp:>>8:18:58:0
    COUNT 1

    Please confirm if it is the same problem mentioned in this question. After that, I will contact the support team to verify this problem.

  • Unknown
    Unknown

    Hi @jirapongse.phuriphanvichai

    Yes. This is the same problem. Thanks!

  • Alex Putkov.1
    Alex Putkov.1

    The easiest way to reproduce the issue is using Time & Sales app in Eikon, which utilizes the same underlying API. Open new Time & Sales app and type in HSIc1 or EDc1, or VOD.L, or LHAG.F. Observe that timeseries backfilled to current moment have timestamp including milliseconds. However new trade updates that populate into the app have timestamp in seconds. Curiously the issue is reproduced with some RICs, but not others. E.g. AAPL.O, LHAG.DE or PEUP.PA display timestamp in milliseconds for every new trade update.
    @Chon, I raised service request with Thomson Reuters support on your behalf. You may be contacted by TR Helpdesk.

  • Nipat Kunvutipongsak
    Nipat Kunvutipongsak

    Hello again!

    Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

    If yAes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

    Thanks,

    AHS

  • Unknown
    Unknown

    @Alex Putkov.

    Yes, the problem has been resolved. Thank you so much, Alex!

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