Consecutive intraday-data extractions differ in their contents (TRTHv2)

ricardo.siguero · October 2017

Hi,

We are retrieving different extraction contents in consecutive calls to the REST Api of TRTH.

The endpoint and report template used for accessing the intraday data are shown below:

/Extractions/TickHistoryIntradaySummariesReportTemplates

{
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.TickHistoryIntradaySummariesReportTemplate",
    "ShowColumnHeaders": false,
    "Name": "E24584_REQUESTINTRADAY_0123456789_TEMPL_33164",
    "Headers": [],
    "Trailers": [],
    "ContentFields": [{
        "Format": null,
        "FieldName": "Open"
    }, {
        "Format": null,
        "FieldName": "High"
    }, {
        "Format": null,
        "FieldName": "Low"
    }, {
        "Format": null,
        "FieldName": "Last"
    }, {
        "Format": null,
        "FieldName": "Volume"
    }, {
        "Format": null,
        "FieldName": "Open Ask"
    }, {
        "Format": null,
        "FieldName": "High Ask"
    }, {
        "Format": null,
        "FieldName": "Low Ask"
    }, {
        "Format": null,
        "FieldName": "Close Ask"
    }, {
        "Format": null,
        "FieldName": "Open Bid"
    }, {
        "Format": null,
        "FieldName": "High Bid"
    }, {
        "Format": null,
        "FieldName": "Low Bid"
    }, {
        "Format": null,
        "FieldName": "Close Bid"
    }],
    "Condition": {
        "MessageTimeStampIn": "LocalExchangeTime",
        "ReportDateRangeType": "Range",
        "QueryStartDate": "2017-09-14T00:00:00.000",
        "QueryEndDate": "2017-09-14T23:59:59.000",
        "DisplaySourceRIC": false,
        "SummaryInterval": "FiveMinutes"
    }
}

After executing several times this data access, we get differences in the contents of their related extractions (extraction records that appears in one side that don't in the other one and vice-versa)

Some screenshots from the comparison tool used are provided:

Any idea about what is happening?

Thanks.

Regards,

Ricardo

zoya faberov · October 2017

Hello @ricardo.siguero,

This does not look right to me, too.

However, for a content question, to get the content question routed to the correct content team within Thomson Reuters, and answered quickly and most efficiently, please either open them in My Account Raise A Case for Tick History Version 2, or call your local Thomson Reuters Helpdesk and raise a content-related question.

If you are not able to do this, please add a comment here, and I will open a case on your behalf and share the resolution back with you.

Ok?

-Zoya