THTHv1 - EndOfDay response with different data

Philipp
Philipp Contributor
in TRTH

Hi, we are making the following request via DSS. We get no results via DSS, but we get results in the similar request via TRTHv1, can you please explain why? Maybe we need an additional parameter in our DSS request?

@{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest","ContentFieldNames":["RIC","Trade Date","High","Low"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"DTEGn150bX6.EX","IdentifierType":"Ric"}],"ValidationOptions":{"AllowHistoricalInstruments":true},"UseUserPreferencesForValidationOptions":false},"Condition":{"StartDate":"2015-02-04T00:00:00.000Z","EndDate":"2015-02-04T00:00:00.000Z"}}}

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Best Answer

  • Rakesh.Singh
    Rakesh.Singh LSEG
    Answer ✓

    Hi all

    There are offline discussions with Philipp on Historical Options EOD data. For the sake of clarity here's some information -

    "End of Day for Historical Options in TRTH v2 is work-in-progress. This data will be supported in the Elektron Timeseries template, ETA for the release of this content is May 2017."

Answers

  • Philipp
    Philipp Contributor

    But the question is 'why are these high/low values not delivered via DSS'. So I don't think it is a TRTH question, the values in TRTH are fine.

  • Philipp
    Philipp Contributor

    Sorry, the question was not written that good, i updated it.

  • Philipp
    Philipp Contributor

    Thx, that clarifies. :)

  • Philipp
    Philipp Contributor

    Looks like the TRTH forum is not that responsive ... can anybody please help me with this one!?

  • Philipp
    Philipp Contributor

    Can anybody help please!?

  • Rakesh.Singh
    Rakesh.Singh LSEG
    @Philipp

    Hi Philipp - End of Day data for Historical Options in TRTH v2 is work-in-progress. I will get back to you with further details shortly.

  • Rakesh.Singh
    Rakesh.Singh LSEG
    Christiaan Meihsl ♦♦

    Hi - End of Day for Historical Options in TRTH v2 is work-in-progress. This data will be supported in the Elektron Timeseries template, ETA for the release of this content is May 2017.

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