Wrong timestamp (LocalExchangeTime) in Intraday Summaries Extraction Request
I'm extracting tick data for certain RICs by posting appropriate Extraction Request with MessageTimeStampIn" : "LocalExchangeTime". The following is the Extraction Request
{
"ExtractionRequest" : {
"@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames" : [
"Close Ask",
"Close Bid",
"High",
"High Ask",
"High Bid",
"Last",
"Low",
"Low Ask",
"Low Bid",
"No. Asks",
"No. Bids",
"No. Trades",
"Open",
"Open Ask",
"Open Bid",
"Volume"
],
"IdentifierList" : {
"@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers" : [
{
"Identifier" : "AULM8",
"IdentifierType" : "Ric"
}
],
"ValidationOptions" : {
"AllowHistoricalInstruments" : 1
},
"UseUserPreferencesForValidationOptions" : 0
},
"Condition" : {
"MessageTimeStampIn" : "LocalExchangeTime",
"ReportDateRangeType" : "Range",
"QueryStartDate" : "2018-05-08T00:00:00Z",
"QueryEndDate" : "2018-05-09T00:00:00Z",
"SummaryInterval" : "OneMinute",
"TimebarPersistence" : 1,
"DisplaySourceRIC" : 1
}
}
}
Data is correctly returned. However, sometimes the timestamp is not in LocalExchangeTime for a row (for rest of the rows its correct). For example, see below
AULM8,,Market Price,2018-05-08T18:58:00.000000000-05,Intraday 1Min,.......
AULM8,,Market Price,2018-05-09T01:59:00.000000000+02,Intraday 1Min,.......
For AULM8, in the last row, although the value of the timestamp is correct, the Local Exchange timestamp should've been
2018-05-09T18:59:00.000000000-05 instead of 2018-05-09T01:59:00.000000000+02, since it's an US instrument.
Note: I've noticed this behavior in certain other instruments too (AULU8, FLGM8). Could you please check why the timestamp is not correctly returned in Local time sometimes?
Thanks!
Best Answer
-
Hello @ggoli,
The fix was deployed. I run a test on my side, the result looks good. Could you please verify on your side as well?
Thanks,
-Zoya
0
Answers
-
Hello @ggoli,
I was able to reproduce the issue you are seeing.
We have opened case #06570129 to investigate it on the content side.
1 -
Hi @zoya.farberov, is there any update on this?
0 -
Hi @ggoli ,
Not yet, but will keep posted here if any info
1 -
@zoya.farberov Okay. Thanks!
0 -
Working now. Thanks for the fix!
0
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