Intraday/Market Depth data: Some RICs are found but API don't return price data (info at notes.txt)

ricardo.siguero

Hi,

We found some issues when retrieving intraday/market depth data for some RICs.

The output below refers to an Intraday-data retrieval access, where the TRTHv2 API do not return any prices data for some symbols:

(RIC,1COV.DE,GER) Some data suppressed for GER, PE 5926.  Request occurred during embargo.  Data currently available through 23/05/2018 21:30:00.  Full access at effective market close plus 2 hours.

(RIC,MCRO.L,LSE) Some data suppressed for release cycle(s) C2, C3, PE 44.  Request occurred during embargo.  Data currently available through 23/05/2018 23:00:00.  See Release Cycle schedule in the user documentation for details.

In a similar way, when requesting Market-depth data, the API do not return any data for some symbols, like the ones shown next:

(RIC,KESKOB.HE,HEX)  row suppressed for lack of 'OMXE (NASDAQ OMX NORDIC EQUITY TOTALVIEW)' permission.
(RIC,KO.N,NYS)  row suppressed for lack of 'NY2 (NYSE OPENBOOK)' permission.
(RIC,1COV.DE,GER) Some data suppressed for GER, PE 5926.  Request occurred during embargo.  Data currently available through 23/05/2018 21:30:00.  Full access at effective market close plus 2 hours.
(RIC,XLE.P,PSE)  row suppressed for lack of 'Distribution Rights - Tick History never allowed for PE 0' permission.

What is the reason for having such issues?

Additionally, if we look for any of the symbols shown above (from the Market-depth data access) in the related Intraday data *notes.txt file, we can see that they are expanded correctly:

Instrument <RIC,KESKOB.HE> expanded to 1 RIC: KESKOB.HE.
Instrument <RIC,KO.N> expanded to 1 RIC: KO.N.
Instrument <RIC,1COV.DE> expanded to 1 RIC: 1COV.DE.Instrument <RIC,XLE.P> expanded to 1 RIC: XLE.P.

On the other hand, if we look for any of the symbols shown previously (from the Intraday data access) in the related Market-depth data *notes.txt file, we will see that they are expanded correctly as well:

Instrument <RIC,1COV.DE> expanded to 1 RIC: 1COV.DE.
Instrument <RIC,MCRO.L> expanded to 1 RIC: MCRO.L.

Any idea about the reason for that behaviour?

A text file is attached containing additional info of the issue:

20190128-intradaydepth-data.txt

Thanks, in advance, for hour help.

nityanand.koppad

@ricardo.siguero

This is purely due to proper entitlements are not available on your user ID, if you ask your Account Manager/Sales Specialist, they will help you get all the relevant permissions/entitlements.

Some cases are due to data is still in embargo stage and TRTH is historical product hence, there is minimum 120 min delay is put in place to display data in your extraction. Please ask your Account Manager to assign a Product Specialist to assist you to understand these functionalities within products.

Thanks, Nityanand

nityanand.koppad

@ricardo.siguero

Ricardo, this is because your DSS is not entitled to these RICs and some RICs are not available/allowed in TRTH. Please get in touch with your Account Manager/Sales Specialist. They will assist you getting this RICs enabled on your DSS ID.

Thanks, NItyanand

ricardo.siguero

@nityanand.koppad

Thank you for your quick response.

Unfortunately, it does not completely resolve all our doubts about the issue found, as we found instruments that are available/allowed from a specific data retrieval (Intraday/Market Depth) but not available at the "opposite" data access (Market Depth/Intraday)

Let me please give you more details through the table shown below (with some of the instruments affected):

It seems that all the instruments taken as an example are available/allowed ones, as we retrieve data from one side (Intraday data), from another (Market Depth data) or, even, from both ones (despite the issues found on the related Intraday/Market Depth *notes.txt files)...

Thanks