RAW Tick History message format?

steve.lorimer

I have downloaded raw tick history for a CME future.

The datascope help message says the following:

Tick History: Tick History Raw

The Tick History raw format provides the data in a format unaltered from that transmitted on the Thomson Reuters Elektron real-time network, all of the Field, Value pairs are preserved."

Where can I find the reference manual for what each Field, Value pair means?

Christiaan Meihsl

steve.lorimer, I guess you query refers to page 31 of the Data Message Guide, more specifically the FID (Field Identifier).

The FID name is a short name for the field, and the FID value is its value. Note: some FIDs contain enumerated values.

Fields are populated by the data source (typically an exchange), and each exchange does it according to its own rules, and has its own idiosyncrasies, which makes it impossible to deliver a definitive guide to these fields. A particular piece of information can therefore be a different field depending on the data source.

That said, the attached TREP template files should be of help to you. The appendix-a.zip file contains a list of FIDs with their descriptions. The enumtype.zip file contains the enumerated field descriptions. Again, these only describe the intended use of each field; reality might be slightly different.

This forum is for technical queries on Thomson Reuters APIs. If you have specific data related questions, they would be best directed at the Thomson Reuters Helpdesk, as they are not related to software development.
If you need any further assistance with this, please contact the Thomson Reuters Helpdesk by opening a content-related enquiry via My Account or by calling the Thomson Reuters Help Desk directly.

steve.lorimer

Page 31, "Raw Format Messages"

https://developers.thomsonreuters.com/sites/default/files/TRTH_Data_Message_Guide.pdf

warat.boonyanit

@steve.lorimer

To add to @Christiaan Meihsl, you can also use the Data Model Discovery page.

Simply type the field name and field id into the search bar.

Then if you know which exchange you are looking for then select that exchange data model for specific field description on that exchange. Otherwise, select Elektron then standard definition for a general description.