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data time real-time
How to get the Data-Time which is in the history files, but which is not present in real-time. real-time code OmmConsumer consumer(config.host("1**.***.***.*:14002").username("EM1_****_*********")); consumer.registerClient(ReqMsg().serviceName("hEDD").domainType(MMT_MARKET_PRICE).name("ESZ1m"), client) sleep(1200000);…
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time problem
RTMD service OmmConsumer consumer(config.host("1**.***.***.*:14002").username("EM1_****_*********")); consumer.registerClient(ReqMsg().serviceName("hEDD").domainType(MMT_MARKET_PRICE).name("ESZ1m"), client) sleep(1200000); I get the following updates: UpdateMsg streamId="5" domain="MarketPrice Domain" updateTypeNum="0"…
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Any other timestamp fields available on Quote and Trade updates in WebSockets API?
From looking at the message content and the docs it looks like the only non-deprecated time fields we get are QUOTIM_NS for quotes and SALTIM_MS or SALTIM_NS for trades. Are there any other times available from the API? E.g. the time the event was posted to Reuters?
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VALUE_TS1 field in Elektron API has precision only till seconds but has millisec field
We are using Elektron API (EMA, Real time) and pulling VALUE_TS1 array.add(EmaFactory.createOmmArrayEntry().intValue(1010)); Should we be using another timestamp instead of this to get milli/nano sec frequency? We are interested to get Quote time at Venue Also we would like to confirm the quotes are updated in order, i.e.…
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Get Timestamp of Quotes for Put/Call Options
When inspecting historic put and call options, is it possible to get the timestamp of their bid and ask quotes? When considering the data, it seems as if there are discrepancies in the timestamps .
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TimeSeries missing TimeStamp
Hello, I'm using the .NET library in order to request TimeSeries. My goal is to extract some Swap Curve (for instance EURIRS) at a given historical date. (with daily summarization) For some reason at some some date (e.g. 10/03/2020), data are not returned by the library but if I check with the Curve Chart Preview tool I…
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Why does eikon.get_timeseries not return a timestamp?
Hi, Here is a snippet of my code. df = eikon.get_timeseries(['AUD='],start_date='2000-12-31',end_date='2020-4-18',interval='daily',fields=['TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE']) df.to_csv (r'D:\Data Science\export_dataframe.csv', index = False, header=True) print(df['TIMESTAMP']) print(df) I am…
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How to retrieve timestamp for update messages via Elektron Websocket API
How can I get a timestamp for the quotes or trades with each update message coming in from the Websocket API? I've requested many fields that should have a time or date for trades and quotes but I don't get anything. This is what my update messages come in looking like: [ { "DoNotConflate":true, "Fields":{…
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Published time Java RFA API
We understand that the last update time for a RIC is dependent upon the underlying feed (broker). Our question is do Reuters provide a date/time stamp at the time the message is published out by the Java RFA API, so that our application can determine the time taken to receive the update.
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General Question About Article Timestamps
If this is the wrong place to ask this question, my apologies, and please direct me to the property location to ask this question: We have noticed that many times a financial article will post at a given time, such as 4:00pm, but the timestamp in the article is 3:50pm, for example. We are certain that the article HTML and…
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Sync time in earnings call transcripts from Street Events
Hello, I am extracting earnings call transcripts of US companies via the TRKD StreetEvents API. In some transcripts, each chunk of the conversation is tagged with a <sync-time> timestamp. It seems like this timestamp allows us to map the conversation to real time. May I know what timezone the <sync time> timestamps are in?
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MRN TimeStamp FIDs
Hello Team, in MRN, which are the Timestamp FIDs associated with first take, subsequent takes, story updates, etc.. types of different message types? It seems that the first published date/time in MRN (FID: firstCreated) does not get updated for subsequent takes, updates, corrections to the news content. Is this behaviour…
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[EMA C++]How to get the "timestamp" when I reveive refreshMsg and updateMsg
hello: I develop with EMA C++; I want to know how to get "timestamp" of refreshMsg & updateMsg, so that I can get the time when the msg is created.
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RHistory Excel - Receive multiple Instruments without redundant TIMESTAMP
I'm currently working with the Thomson Reuters Excel Add-In to fetch data using the TRHistory function. =RHistory("EUR=;EURPLN=","BID.Timestamp;BID.Close";"START:cell_ref END:cell_ref Interval:1D",,"Sort:ASC CH:In;FD DAY:A NULL:NA", B4) This code does indeed receive the data, but unfortunately adds TIMESTAMP columns for…
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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",…
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Reuters Elektron exchange date and timestamp issue
Hi, We are using Elektron Message API C++ edition, and have some issues with interpreting the exchange date and timestamps from the provided fields. Currently we are using the following fields to read the date and time from received messages: - QUOTE_DATE (Field ID 3386) - ACTIV_DATE (Field ID 17) - QUOTIM_MS (Field ID…
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EMA JAVA API timestamp precision
I find that TIMACT (Fid: 5) always has a 0 value for millisecond (fieldEntry.time().millisecond()). Is the timestamp precision of EMA up to second? Thanks.
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XAU= has no time stamp (EMA Java API)
Hi, I am using EMA to get market price data. Most of the instruments I am using is fine except "XAU=". I cannot get time stamp for it. I used "QUOTIM" and "QUOTE_DATE" to get time stamp. May I know why? and how to solve it? Thank you.
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Why do nanosecond time fields match OMMTypes.TIME and not OMMTypes.TIME_8
When I compare data.getType() for nanosecond fields they always equal OMMTypes.TIME. I never see time fields equal the 8 bytes type OMMTypes.TIME_8. Is this correct? When is OMMTypes.TIME_8 used and when should I test for it? if( dataType == OMMTypes.TIME || dataType == OMMTypes.TIME_3 || dataType == OMMTypes.TIME_5 ||…
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Why SEQNUM is in order but QUOTIM_MS is not?
Here is the log I receive: * 2016-12-09T22:23:25,711 [NQZ6],{NO_ASKORD1=5, SPARE_TS1=14:23:25:000:000:000, SEQNUM=3.4544904E7, ASKSIZE=34.0, ASK_COND_N=1, ASK=4879.75, ASK_TIME1=14:23:25:000:000:000, ASK_TIM_MS=51805581, SEQNUM_QT=3.4544904E7, QUOTIM_MS=51805581} * 2016-12-09T22:23:25,711 [NQZ6],{NO_BIDORD1=7,…
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Date and time stamp field management
Hi, I have following issues related to the time and date fields. Can there be scenarios where time or date related field will have different types like date, time or times stamp. Also what is the time zone which used in the Reuters to published the time and date related fields. Format of the time can this be changed in…
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GMT Offset field on ERT ?
I have identified a client requirement for consumption from the EMS Datafeed Service and I don’t know if TR can meet the requirement or not hence this ask: There is a need for the local date and time stamp from the originator/publisher time zone. For example when an Aussie Index .AORD updates on September 21 at local XX:XX…
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Dear team, Is there any possibility to get a list of these instrument data with TIME STAMPS on when
Dear team, Is there any possibility to get a list of these instrument data with TIME STAMPS on when they are available in DSS for a particular EOD.
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How to fetch time stamp in response message of a Stock Ric
Greetings everyone! On behalf of one Chinese client, could I ask a question about timestamp, the RIC is JD.NB. In their client application, they tried to use FID=378 or FID=18 to fetch the timestamp of any stock info update. But seems not every response message contains timestamp from those two FIDs. As followed is one…
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TRTH Java API Timestamp
We use TRTH Java API to send the TimesAndSales request. The timestamp is display in milliseconds (Example : 08:00:01.784). We want to change that, and we like to receive a timestamp which is display in seconds (Example : 08:00:01). I read the API documentation and the only parameter available for the TimeStamp seems to be…