TS1 data incorrect decoded date

Wiwat
Wiwat
in RFA

When we requested TS1 data and decode the date of RIC EUR= using RFA C++ and TS1 decoder using below code.

time_t time = sample->getDate();
time_tm = gmtime(&time);
sprintf(time_str,”%4ld/%02ld/%02ld",(long int)(1900+time_tm->tm_year),(long int)(time_tm->tm_mon+1),(long int)time_tm->tm_mday);

The result is like: 

DATE,BID,OPEN,HIGH,LOW,ASK,HIGH BID,LOW BID,OPEN ASK,HIGH ASK,LOW ASK
2018/06/27,No data available
2018/06/26,1.1552,1.1646,1.1672,1.1539,1.1555,1.1672,1.1539,1.165,1.1674,1.1541
2018/06/25,1.1645,1.1702,1.172,1.1633,1.1649,1.172,1.1633,1.1706,1.1722,1.1636
2018/06/24,1.1702,1.1657,1.1713,1.1625,1.1706,1.1713,1.1625,1.1658,1.1715,1.1629
2018/06/21,1.1655,1.1602,1.1675,1.1598,1.1659,1.1675,1.1598,1.1605,1.1677,1.16
2018/06/20,1.1601,1.157,1.1633,1.1507,1.1605,1.1633,1.1507,1.1573,1.1636,1.1509

When compared this output with other services like Datascope Select, it seems the DATE is inconsistent with DSS. See the DSS data here. For example data from TS1 on 25 June appears in DSS on 26 June. Is this TS1 data issue or decoding issue?

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul
    Answer ✓

    Hi @Wiwat,

    It seems that the TS1 C++ API internally convert the date using machine's local time, so an application needs to use localtime() to correctly decode the date. Please use the localtime() instead, and then let us know the result.

Answers

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1

    @Wiwat
    According to TS1_DevGuide.pdf from RFA C++ 8.1 package, getDate return the time, in seconds, since epoch (in GMT). So you might need to call method localtime(...) instead of gmtime. Our example StarterConsumer_TS1 also use method localtime when display the data in TS1Decoder::displayByDate(..).

    time_t time = sample->getDate();
    time_tm = localtime(&time);
  • Wiwat
    Wiwat

    Hi, we are not trying to get the localtime actually. The issue we have is with gmtime() where it decodes a DATE to be different from other Thomson Reuters services e.g., Datascope Select. You can try with "EUR=" where TS1's BID=1.1601 on 20/06/2018 where on DSS's BID=1.1601 on 21/06/2018.

    If the decoding code part is correct, is it possible that TS1 database is incorrect?

  • Unknown
    Unknown

    Hi, sample->getDate() return the time, in seconds, since epoch (in GMT).

    We tried the time sample
    returned from ‘sample->getDate()’ using ‘localtime’ as well as ‘gmtime’
    functions and found that TS1 Application’s
    date output is in sync with the DataSCopeSelect’s date output for the same bid
    price.

    • The following is the output
      when the time sample returned from ‘sample->getDate()’ is converted using
      the ‘gmtime’ function.

      image

    • The following is the output
      when the time sample returned from ‘sample->getDate()’ is converted using
      the ‘localtime’ function. We have run the application in Chicago Time Zone
      whose GMT Time equivalent is GMT – 5 considering the daylight savings in to account
      now.

      image

  • Wiwat
    Wiwat

    Do you run it on Windows or Linux?

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