Eikon: Missing millisecond in Real Time Tick Data with view TRDPRC_1

Chon

After requesting real time data for RIC HSIc1 / Tick / TRDPRC_1

the callbacks timestamp contains milliseconds.
the update callbacks timestamp does not contains milliseconds. I mean all the timestamp has got millisecond 0.

Similar request for RIC:HSIc1 / Tick / BID

both the callback and update callback timestamp have milliseconds.

Any solution?

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Accepted answers

Alex Putkov.1

@Chon
Please be informed that the issue you reported has now been fixed and the fix has been deployed in production. I can no longer reproduce milliseconds missing from the real-time data stream for trades.

All comments

nick.zincone

Hi @Chon,

Can you include a code snippet and output to demonstrate your issue?

Chon

Hi @nick.zincone,

The code is attached timeseries.txt.

Chon

Hi @nick.zincone

For "BID", everything is working fine.

Regards.

Jirapongse

From the output, you are using ITimeSeriesDataService.SetupDataSubscription in Eikon COM. This interface initiates a Time Series data subscription with Realtime continuation.

The snippet code is:

tsRequest = timeSeries.SetupDataSubscription("HSIc1").From(DateTime.Now.AddHours(-8)).WithView("BID").WithInterval(CommonInterval.Tick).OnDataReceived(OnDataReceived).OnDataUpdated(OnDataUpdated).OnStatusUpdated(OnTSStatus).CreateAndStart();

When using "BID" view, the timestamp field for the UpdateType.NewPoint type fired in OnDataUpdated contains millisecond (8:9:0:704).

#### New Point
VALUE 30378
VOLUME 3
TIMESTAMP 2/8/2018 8:09:00 AM
TimeStamp:>>8:9:0:704
COUNT 1

However, if using the "TRDPRC_1" view, the timestamp field of the new point doesn't have millisecond value (8:17:59:0).

#### New Point
VALUE 30430
VOLUME 1
TIMESTAMP 2/8/2018 8:17:00 AM
TimeStamp:>>8:17:0:0
COUNT 1
#### New Point
VALUE 30437
VOLUME 1
TIMESTAMP 2/8/2018 8:17:59 AM
TimeStamp:>>8:17:59:0
COUNT 1
#### New Point
VALUE 30435
VOLUME 1
TIMESTAMP 2/8/2018 8:18:58 AM
TimeStamp:>>8:18:58:0
COUNT 1

Please confirm if it is the same problem mentioned in this question. After that, I will contact the support team to verify this problem.

Chon

Hi @Jirapongse

Yes. This is the same problem. Thanks!

Alex Putkov.1

The easiest way to reproduce the issue is using Time & Sales app in Eikon, which utilizes the same underlying API. Open new Time & Sales app and type in HSIc1 or EDc1, or VOD.L, or LHAG.F. Observe that timeseries backfilled to current moment have timestamp including milliseconds. However new trade updates that populate into the app have timestamp in seconds. Curiously the issue is reproduced with some RICs, but not others. E.g. AAPL.O, LHAG.DE or PEUP.PA display timestamp in milliseconds for every new trade update.
@Chon, I raised service request with Thomson Reuters support on your behalf. You may be contacted by TR Helpdesk.

Alex Putkov.1

Chon

@Alex Putkov.1

Yes, the problem has been resolved. Thank you so much, Alex!

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