Missing historical data for Intraday Summaries Extraction Request

ggoli

I'm trying to extract historical tick data for certain RICs from 1/2/2018 to 1/19/2018 by posting appropriate Extraction Request. However for some RICS (FGBLc1=INV, FGBMc1=INV, FGBSc1=INV, FGBXc1=INV) no data is returned at all. I've encountered a similar issue once in the past here. Is this related to that?

Please note that the data is missing on certain other random dates and for other RICs too but just for demonstration I used these dates.

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" : "FGBLc1=INV"
            },
            {
               "Identifier" : "FGBSc1=INV",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FGBXc1=INV"
            },
            {
               "Identifier" : "FGBMc1=INV",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FOATc1=INV"
            },
            {
               "Identifier" : "FBTSc1=INV",
               "IdentifierType" : "Ric"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FBTPc1=INV"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FLGc1=INV"
            },
            {
               "IdentifierType" : "Ric",
               "Identifier" : "FVc1=INV"
            }
         ],
         "ValidationOptions" : {
            "AllowHistoricalInstruments" : 1
         },
         "UseUserPreferencesForValidationOptions" : 0
      },
      "Condition" : {
         "MessageTimeStampIn" : "LocalExchangeTime",
         "ReportDateRangeType" : "Range",
         "QueryStartDate" : "2018-01-03T00:00:00Z",
         "QueryEndDate" : "2018-01-04T00:00:00Z",
         "SummaryInterval" : "OneMinute",
         "TimebarPersistence" : 1,
         "DisplaySourceRIC" : 1
      }
   }
}

Response:

body : {"@odata.context":"https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity","JobId":"0x063df06a350b3036","Notes":["Extraction Services Version 12.0.39050 (262c8b8409ca), Built Jun 12 2018 20:14:54
User ID: 9012774
Extraction ID: 2000000033607594
Schedule: 0x063df06a350b3036 (ID = 0x0000000000000000)
Input List (9 items):  (ID = 0x063df06a350b3036) Created: 07/05/2018 15:01:43 Last Modified: 07/05/2018 15:01:43
Report Template (16 fields): _OnD_0x063df06a350b3036 (ID = 0x063df06a360b3036) Created: 07/05/2018 14:58:36 Last Modified: 07/05/2018 14:58:36
Schedule dispatched via message queue (0x063df06a350b3036), Data source identifier (47A7C9BB7B1D496AA5E9DFD6E954BCE9)
Schedule Time: 07/05/2018 14:58:37
Processing started at 07/05/2018 14:58:37
Processing completed successfully at 07/05/2018 15:01:43
Extraction finished at 07/05/2018 15:01:43 UTC, with servers: tm14n02, TRTH (170.642 secs)
Historical Instrument <RIC,FGBLc1=INV> expanded to 1 RIC: FGBLc1=INV.
Historical Instrument <RIC,FGBSc1=INV> expanded to 1 RIC: FGBSc1=INV.
Historical Instrument <RIC,FGBXc1=INV> expanded to 1 RIC: FGBXc1=INV.
Historical Instrument <RIC,FGBMc1=INV> expanded to 1 RIC: FGBMc1=INV.
Historical Instrument <RIC,FOATc1=INV> expanded to 1 RIC: FOATc1=INV.
Historical Instrument <RIC,FBTSc1=INV> expanded to 1 RIC: FBTSc1=INV.
Historical Instrument <RIC,FBTPc1=INV> expanded to 1 RIC: FBTPc1=INV.
Historical Instrument <RIC,FLGc1=INV> expanded to 1 RIC: FLGc1=INV.
Historical Instrument <RIC,FVc1=INV> expanded to 1 RIC: FVc1=INV.
Total instruments after instrument expansion = 9
Range Query from 2018-01-03T00:00:00.000 to 2018-01-04T00:00:00.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 14; Instruments Approved for Extraction: 9; 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: FBTPc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FBTSc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FGBLc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FGBMc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FGBSc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FGBXc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FLGc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FOATc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
Manifest: FVc1=INV,Market Price,2018-01-03T00:00:00.000000000Z,2018-01-03T23:59:00.000000000Z,Active,1440
"]}

warat.boonyanit

Hi @ggoli

There seem to be specific events on those dates rather than a data outage.

I checked the TRTH raw extraction and it showed that the default Invoice Spread was missing on those dates while the 1M,3M,6M, and 1Y Invoice Spreads updated normally.

May I suggest contacting the content support team directly at https://my.thomsonreuters.com/ContactUsNew