TickHistoryRawExtractionRequest MID_YLD_1 duplicates

Axegine
Axegine Newcomer

RIC
Domain
Date-Time GMT
Offset
Type MsgClass/FID number
UpdateType/Action FID
Name
FID Value
FID Enum
String
PE Code
Template Number
Key/Msg Sequence Number Alias Underlying
RIC Number of FIDs

US10YT=RRPS Market
Price 2014-01-03T07:29:06.540271000Z
0
Raw
UPDATE
UNSPECIFIED

6897
44208
1


FID
3353
MID_YLD_1 2.9885

US10YT=RRPS Market
Price 2014-01-03T07:29:06.540271000Z
0
Raw
UPDATE
UNSPECIFIED

6897
44224
1


FID
3353
MID_YLD_1 2.9847

Above is a sample of the report generated by the following
rest API.

Intraday bars extraction JSON request content:

@{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest","IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"US1MT=RRPS","IdentifierType":"Ric"},{"Identifier":"US3MT=RRPS","IdentifierType":"Ric"},{"Identifier":"US6MT=RRPS","IdentifierType":"Ric"},{"Identifier":"US1YT=RRPS","IdentifierType":"Ric"},{"Identifier":"US2YT=RRPS","IdentifierType":"Ric"},{"Identifier":"US3YT=RRPS","IdentifierType":"Ric"},{"Identifier":"US5YT=RRPS","IdentifierType":"Ric"},{"Identifier":"US7YT=RRPS","IdentifierType":"Ric"},{"Identifier":"US10YT=RRPS","IdentifierType":"Ric"},{"Identifier":"US30YT=RRPS","IdentifierType":"Ric"}]},"Condition":{"MessageTimeStampIn":"GmtUtc","ReportDateRangeType":"Range","QueryStartDate":"2014-01-03T00:00:00.000Z","QueryEndDate":"2014-01-03T23:59:59.000Z","ExtractBy":"Ric","SortBy":"SingleByRic","DomainCode":"MarketPrice","Fids":"3353","DisplaySourceRIC":true}}}

Data comes in “duplicate” form. Every 2 rows have the
same data-time but a different FID Value. Any idea why this is happening?

Best Answer

  • @Axegine, for data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via My Account or to call the Thomson Reuters Help Desk directly.