...TimeAndSalesExtractionRequest
following is the request I am trying to make
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Quote - Date",
"Quote - Exchange Time",
"Quote - Bid Price",
"Quote - Bid Size",
"Quote - Number of Buyers",
"Quote - Ask Price",
"Quote - Ask Size",
"Quote - Number of Sellers",
"Quote - Qualifiers",
"Quote - Sequence Number"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "ESH9",
"IdentifierType": "Ric"
}
],
"ValidationOptions": {
"AllowHistoricalInstruments": true
},
"UseUserPreferencesForValidationOptions": "False"
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2018-12-19T22:00:00.000",
"QueryEndDate": "2018-12-20T23:00:00.000",
"DisplaySourceRIC": "False"
}
}
}
I am able to get the data back for requested time range but with above mentioned columns empty. I am trying to get data for trading session of 2018.12.20(Which actually starts on 2018.12.19). I am trying to identify data for one trading session using Quote-Date. Is there any other way to get data for requested trading day session instead of requesting for a time range?
