About GMT display issue
Greetings All
I am using TRTH API to request EndOfDay Data.
I set rs.requestInGMT = true; and rs.displayInGMT = true; But the result is still for local exchange time as below, can anyone show me what is wrong?
#RIC
Date[L]
Time[L]
MSFT.O
10-OCT-2016
MSFT.O
10-OCT-2016
MSFT.O
11-OCT-2016
As followed is the code:
DateRange dtrange = new DateRange();
dtrange.start = DateTime.Today.AddDays(-1);
dtrange.end = DateTime.Today;
TimeRange tmrange = new TimeRange();
tmrange.start = "0:00:00";
tmrange.end = "23:59:59.999";
Instrument[] instList = { new Instrument { code = "MSFT.O" } };
Data[] domains = { new Data { field = FieldType.Domain, value = "EQU" } };
MessageType[] messageTypes = api.GetMessageTypes(ref creds, domains, RequestType.EndOfDay);
LargeRequestSpec rs = new LargeRequestSpec();
rs.delivery = deliveryPushButton.Checked ? RequestDelivery.Push : RequestDelivery.Pull;
rs.friendlyName = "MSFT EoD demo";
rs.requestInGMT = true;
rs.displayInGMT = true;
rs.displayMicroseconds = false;
rs.dateRange = dtrange;
rs.timeRange = tmrange;
rs.instrumentList = instList;
rs.requestType = RequestType.EndOfDay;
rs.messageTypeList = messageTypes;
rs.dateFormat = RequestDateFormat.DDMMMYYYY;
rs.disableDataPersistence = true;
rs.includeCurrentRIC = false;
reqId = api.SubmitFTPRequest(ref creds, rs);
Best Answer
-
According to TRTH Data Message Guide at https://developers.thomsonreuters.com/sites/default/files/TRTH_Data_Message_Guide.pdf, the Date and Time of End of Day Fields are Date[L] and Time[L], respectively.
This could be an expected behaviour.
0
Answers
-
@Leon.Hong
I have reomoved original codes from FTP example and use your code instead, but I can't replicate the issue. See below for the data I get from https://tickhistory.thomsonreuters.com/HttpPull/List?dir=/api-results#RIC,Start (GMT),End (GMT),Status,Details,Category,Quota RIC
MSFT.O,10-OCT-2016,11-OCT-2016,Active,,cash,MSFT.O0 -
Oh just found some strange behaviour, it seems like above data from .MSFT_EoD_demo-N129561554-report.csv.gz shows correct (GMT) but from MSFT_EoD_demo-N129561554.csv.gz it shows (L) as your result.
#RIC,Date[L],Time[L],Type,Market VWAP,Qualifiers,PE Ratio,Yield,Open,High,Low,Last,Volume,Open Interest,Settle,Bench Price,Open Yld,High....
0 -
Thank you jirapongse, I think you are probably right~ do you know who I can talk to 100% confirm this?
0 -
You can use Contact Us in https://my.thomsonreuters.com/ to submit a question to Thomson Reuters Tick History support team.
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛