I am getting incorrect snap time when query for the intraday summary from TRTH. I am making use of the sample "TRTH_OnDemand_IntradayBars.py" and using the dash framework to prompt for the start_time and end_time input.
app = dash.Dash(__name__, external_stylesheets=external_stylesheets)
app.layout = html.Div([
.............
html.Details([
html.Summary('Time (Default Time:00:00:00)'),
html.H6("Start Date Time:"),
dcc.Slider(
id="my-starttime-slider",
min=0,
max=23,
step=1,
marks= {i: "" for i in range(23)},
value=0),
dcc.Slider(
id="my-endtime-slider",
min=0,
max=23,
step=1,
marks= {i: "" for i in range(23)},
value=0),
html.P(id="start_time"),
html.P(id="end_time")
@app.callback(
[Output("start_time", "children")],
[Input("my-starttime-slider", "value")]
)
def show_start_time(time):
start_time = "{}:00:00".format(time)
return ["Start Date Time: {}".format(start_time)]
@app.callback(
[Output("end_time", "children")],
[Input("my-endtime-slider", "value")]
)
def show_end_time(time):
endtime = "{}:00:00".format(time)
return ["End Date Time: {}".format(endtime)]
Below is the capture compare using my script (top) and from DS (bottom). From my script the start time of the result capture starts at Nov 25 @22:00 which is incorrect vs the DS report at 0900
Stock - 0005.HK
Summary Interval - OneHour
Query Date - Nov 25
Start time - 0900
End time - 1600
Message time stamp - LocalExchangeTime
I also write the requestBody out to an output file below and the query string looks correct.
@{'ExtractionRequest': {'@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest', 'ContentFieldNames': ['Close Ask', 'Close Bid', 'High Ask', 'High Bid', 'Low Ask', 'Low Bid', 'High', 'Last', 'Low', 'Open', 'Open Ask', 'Open Bid', 'Volume', 'No. Trades', 'No. Asks', 'No. Bids'], 'IdentifierList': {'@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList', 'InstrumentIdentifiers': [{'Identifier': '0005.HK', 'IdentifierType': 'Ric'}], 'UseUserPreferencesForValidationOptions': 'false'}, 'Condition': {'MessageTimeStampIn': 'LocalExchangeTime', 'ReportDateRangeType': 'Range', 'QueryStartDate': '2019-11-25T09:00:00.000Z', 'QueryEndDate': '2019-11-25T16:00:00.000Z', 'SummaryInterval': 'OneHour', 'TimebarPersistence': 'true', 'DisplaySourceRIC': 'true'}}}
