What is a TRTH template ?

Christiaan Meihsl
Christiaan Meihsl LSEG
in TRTH

Can you please explain what is meant by a template ? The concept is not very clear.

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  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    A TRTH
    report template     defines the data you want to request, more precisely its
    type (End of Day, Intraday summary (bar), Time and Sales (i.e. Trade and Quotes), Market Depth, etc.) and the list of data
    fields.

    The process to create a custom report
    template is:

    • 1.Select a default template (several are available, one for each data type)
    • 2.Then choose the data fields you want, from the available list.

    This can be done in the GUI,
    and is described in the Quick
    Start Guide     in pages 13-15.

    Alternatively, it can be done via the API.
    See

    • The following Java samples (available under
      the downloads
      tab      ):DSS2ReportTemplatesTRTHClient, DSS2ImmediateScheduleIntradayBarsTRTHClient
      and DSS2ImmediateScheduleTicksTRTHClient.

    The custom report template is saved on the
    server under your account, you can view all those you created in the GUI.

    Relation between report templates and retrieval mechanisms

    With the API, you can use 2 retrieval
    mechanisms: Scheduled or On Demand.

    • A Scheduled extraction uses a
      previously defined report template, i.e. one defined using the GUI or API, and
      saved on the server, as described above.
    • An On Demand extraction can only be run
      from the API, not the GUI.

      There is one API call for each data type (End of Day, Tick, Market Depth, etc.)
      which therefore implicitly refers to a default template.

      The On Demand extraction API calls include
      a parameter with the list of fields (which therefore customizes the results).
      In other words the concept is the same as
      for a Scheduled extraction, except
      that the report template is neither predefined nor saved on the server, and using
      the GUI you will never see a report template resulting from an On Demand extraction.

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