Difference in time fields when extracting data

g.suhharukov
g.suhharukov
in Eikon Data APIs

I am using the following fields to extract the data:

EXCHTIM --exchange time
TRDTIM_1 --time fo trade
QUOTIM_NS --time of quote 
TIMACT -- time in ACT
ASK_TIM_NS -- time of ASK quote
BID_TIM_NS -- time of BID quote

Why EXCHTIM sometimes differs from TRDTIM_1,QUOTIM_NS ,ASK_TIM_NS ,BID_TIM_NS (sometimes in several hours)?

What is the TIMACT? Can I substitute TRDTIM_1 and QUOTIM_NS with it (taking into account time zone differences)?

Is QUOTIM_NS shows always the same time as ASK_TIM_NS and BID_TIM_NS for a specific quote?


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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @g.suhharukov You can discover the descriptions for fields using the Data Item Browser (type DIB into eikon search bar). In terms of your question - I believe all times on our realtime streams should be in GMT. I tried with the following:

    df,err = ek.get_data(['VOD.L','BMWG.DE','GM'],
                         ['CF_DATE','EXCHTIM','TRDTIM_1','QUOTIM_NS','TIMACT','ASK_TIM_NS','BID_TIM_NS','CF_TIME','CF_LAST'])

    df

    image

    Here as US is on holiday today for GM, EXCHTIM does differ from TRDTIM_1 or CF_TIME for example. I believe this gets reset during the closing run every day. CF_TIME and CF_DATE do persist as the last trade time and last trade date. Data models do differ by asset class and exchange - so you need to be sure you are looking at the correct fields. For specific fields we do provide a Data Model Discovery tool which is available on our developer community homepage:

    image

    If you have specific field level content queries and the DIB is not clear enough - the best thing to do is to raise a content query using the in-product Eikon Helios Menu -> Contact Us menu item and specifying a content query. I hope this can help.

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