Missing historical data for Intraday Summaries Extraction Request for certain RICs
I'm trying to extract historical tick data for certain RICs on 2/5/2018 by posting appropriate Extraction Request as shown below. Data is returned without any problems for some RICs. However for certain other RICs (Eg. FBTPM7), data returned is empty (the columns don't contain any values). Below is the Extraction Request.
{
"ExtractionRequest" : {
"@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames" : [
"Close Ask",
"Close Bid",
"High",
"High Ask",
"High Bid",
"Last",
"Low",
"Low Ask",
"Low Bid",
"No. Asks",
"No. Bids",
"No. Trades",
"Open",
"Open Ask",
"Open Bid",
"Volume"
],
"IdentifierList" : {
"@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers" : [
{
"IdentifierType" : "Ric",
"Identifier" : "FBTPM7"
}
],
"ValidationOptions" : {
"AllowHistoricalInstruments" : 1
},
"UseUserPreferencesForValidationOptions" : 0
},
"Condition" : {
"MessageTimeStampIn" : "LocalExchangeTime",
"ReportDateRangeType" : "Range",
"QueryStartDate" : "2017-05-02T00:00:00Z",
"QueryEndDate" : "2017-05-03T00:00:00Z",
"SummaryInterval" : "OneMinute",
"TimebarPersistence" : 1,
"DisplaySourceRIC" : 1
}
}
}
Below is the response received. Also, what does this line in the response mean? - "Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 14; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 14, 70% of Limit; Tick History Futures Quota Limit: 20"
body : {"@odata.context":"https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity","JobId":"0x06277a64a95b2f86","Notes":["Extraction Services Version 12.0.38666 (07f41005e57f), Built Apr 11 2018 11:39:42
User ID: 9012774
Extraction ID: 2000000024657973
Schedule: 0x06277a64a95b2f86 (ID = 0x0000000000000000)
Input List (1 items): (ID = 0x06277a64a95b2f86) Created: 04/26/2018 20:11:26 Last Modified: 04/26/2018 20:11:26
Report Template (16 fields): _OnD_0x06277a64a95b2f86 (ID = 0x06277a64b31b2f86) Created: 04/26/2018 20:09:43 Last Modified: 04/26/2018 20:09:43
Schedule dispatched via message queue (0x06277a64a95b2f86), Data source identifier (112F45518A72467A8937A80278FE164C)
Schedule Time: 04/26/2018 20:09:45
Processing started at 04/26/2018 20:09:46
Processing completed successfully at 04/26/2018 20:11:26
Extraction finished at 04/26/2018 20:11:26 UTC, with servers: tm03n02, TRTH (94.313 secs)
Instrument <RIC,FBTPM7> expanded to 1 RIC: FBTPM7.
Total instruments after instrument expansion = 1
Range Query from 2017-05-02T00:00:00.000 to 2017-05-03T00:00:00.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 14; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 14, 70% of Limit; Tick History Futures Quota Limit: 20
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: FBTPM7,Market Price,2017-05-02T00:00:00.000000000Z,2017-05-02T23:59:00.000000000Z,Active,1440
"]}
Best Answer
-
Hi @ggoli
There was a Real-time Data outage for <0#FBTP:> chain on 2nd May 2017.
Tick History is the recording of Real-time (Elektron) network and any data that has failed to capture on the Real-time network cannot be added, deleted or modified in Tick History.
0
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