Why is there this incongruity among future contract data extracted using DSS?

vitoria.camilo

I am analysing future contracts from B3 (Brazilian Exchange) and have extracted from DataScope API the following Historical Instrument Times and Sales data (RICs: DOLZ18, DOLF19, DOLF20, DOLH21):

DOLZ18 from 2018-11-01 to 2018-12-01

Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr  8 2021 13:43:46
User ID: 9014575
Extraction ID: 2000000262985906
Schedule: DOLZ18 (ID = 0x079156701a4c9ee0)
Input List (1 items): DOLZ18 (ID = 0x07915c79ac7c9f09) Created: 2021-05-25 20:18:21 Last Modified: 2021-05-25 20:19:49
Report Template (372 fields): tas_b3_equities (ID = 0x07819601607768c1) Created: 2021-04-06 15:32:59 Last Modified: 2021-05-25 20:28:32
Schedule dispatched via message queue (0x079156701a5c9ee0), Data source identifier (DFB36AAB78CD4CBDB001211A6CA10109)
Schedule Time: 2021-05-25 20:29:07
Processing started at 2021-05-25 20:29:10
Processing completed successfully at 2021-05-25 20:34:02
Extraction finished at 2021-05-25 20:34:02 UTC, with servers: tm07n01, TRTH (229.488 secs)
Historical Instrument <RIC,DOLZ18> expanded to 1 RIC: DOLZ18.
Total instruments after instrument expansion = 1
Range Query from 2018-11-01T00:00:00.000 to 2018-12-01T23:59:59.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 124; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 124, 82.6666666666667% of Limit; Tick History Futures Quota Limit: 150
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: DOLZ18,Market Price,2018-11-01T02:36:33.586206408Z,2018-12-07T00:49:51.000000000Z,Active,7504652

DOLF19 from 2018-12-03 to 2019-01-02

Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr  8 2021 13:43:46
User ID: 9014575
Extraction ID: 2000000263292269
Schedule: DOLF19_20210526 (ID = 0x0791b76aa71ca091)
Input List (1 items): DOLF19 (ID = 0x0785c36d986c7664) Created: 2021-04-19 15:33:09 Last Modified: 2021-04-19 15:33:54
Report Template (372 fields): tas_b3_equities (ID = 0x07819601607768c1) Created: 2021-04-06 15:32:59 Last Modified: 2021-05-26 11:14:28
Schedule dispatched via message queue (0x0791b76aa72ca091), Data source identifier (A2836360ED194B419819AD069AEAF10B)
Schedule Time: 2021-05-26 11:15:15
Processing started at 2021-05-26 11:15:17
Processing completed successfully at 2021-05-26 11:20:07
Extraction finished at 2021-05-26 11:20:07 UTC, with servers: tm01n03, TRTH (225.68 secs)
Historical Instrument <RIC,DOLF19> expanded to 1 RIC: DOLF19.
Total instruments after instrument expansion = 1
Range Query from 2018-12-03T00:00:00.000 to 2019-01-02T23:59:59.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 124; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 124, 82.6666666666667% of Limit; Tick History Futures Quota Limit: 150
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: DOLF19,Market Price,2018-12-03T09:30:02.052516996Z,2019-01-06T00:33:23.000000000Z,Active,6655499

DOLF20 from 2019-12-02 to 2020-01-0212h55

Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr  8 2021 13:43:46
User ID: 9014575
Extraction ID: 2000000263293385
Schedule: DOLF20_20210526 (ID = 0x0791b76aa79ca091)
Input List (1 items): DOLF20 (ID = 0x0785c36f0e1c7664) Created: 2021-04-19 15:55:44 Last Modified: 2021-04-19 15:56:09
Report Template (372 fields): tas_b3_equities (ID = 0x07819601607768c1) Created: 2021-04-06 15:32:59 Last Modified: 2021-05-26 11:16:46
Schedule dispatched via message queue (0x0791b76aa7aca091), Data source identifier (FCE4483D396E4A49850504ABAD6083B9)
Schedule Time: 2021-05-26 11:17:14
Processing started at 2021-05-26 11:17:15
Processing completed successfully at 2021-05-26 11:21:05
Extraction finished at 2021-05-26 11:21:05 UTC, with servers: tm07n03, TRTH (175.606 secs)
Historical Instrument <RIC,DOLF20> expanded to 1 RIC: DOLF20.
Total instruments after instrument expansion = 1
Range Query from 2019-12-02T00:00:00.000 to 2020-01-02T23:59:59.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 124; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 124, 82.6666666666667% of Limit; Tick History Futures Quota Limit: 150
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: DOLF20,Market Price,2019-12-02T03:01:07.193830316Z,2020-01-06T05:05:04.000000000Z,Active,4436531

DOLH21 from 2021-02-01 to 2021-03-01

Extraction Services Version 14.5.42294 (737b0965c07f), Built Apr  8 2021 13:43:46
User ID: 9014575
Extraction ID: 2000000263295689
Schedule: DOLH21 (ID = 0x0791b76aa85ca091)
Input List (1 items): DOLH21 (ID = 0x07916a5f961c9f45) Created: 2021-05-26 11:21:45 Last Modified: 2021-05-26 11:22:08
Report Template (372 fields): tas_b3_equities (ID = 0x07819601607768c1) Created: 2021-04-06 15:32:59 Last Modified: 2021-05-26 11:22:50
Schedule dispatched via message queue (0x0791b76aa86ca091), Data source identifier (E53E92ED0E35489AA6C37AEB5C518F0D)
Schedule Time: 2021-05-26 11:23:19
Processing started at 2021-05-26 11:23:21
Processing completed successfully at 2021-05-26 11:27:23
Extraction finished at 2021-05-26 11:27:23 UTC, with servers: tm01n01, TRTH (206.926 secs)
Historical Instrument <RIC,DOLH21> expanded to 1 RIC: DOLH21.
Total instruments after instrument expansion = 1
Range Query from 2021-02-01T00:00:00.000 to 2021-03-01T23:59:59.000 (UTC)
Quota Message: INFO: Tick History Futures Quota Count Before Extraction: 124; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 124, 82.6666666666667% of Limit; Tick History Futures Quota Limit: 150
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: DOLH21,Market Price,2021-02-01T03:01:06.118502297Z,2021-03-05T01:34:17.000000000Z,Active,6840971

When I look to the Qualifiers columns of the files referring to DOLF20 and DOLH21 filtering the events of "Mkt. Condition" they have a [TRD_TYPE] tag, preceded by a number (eg. 4, 17, 18, 21...). But the same column for DOLZ18 and DOLF19 doesn't have this information, bringing a tottaly different output.

Why the difference?

Is there somewhere else I can find this number + [TRD_TYPE] information for those future contracts?

Also, where can I find documentation about the tags that come in this Qualifiers column?

zoya faberov

Hello @vitoria.camilo,

I am afraid this may have to do with Brazil content being part of exchange outage, alerted as delayed, please see this previous discussion thread.

However, if at this time you still find content different, from the expected, I suggest to investigate it directly with Refinitiv content experts via Refinitiv Helpdesk Online -> Content -> DSS.

This forum will be of most help to you for general questions and discussions centered around Refinitiv API usage.

Please let us know if you are able to proceed, or would prefer us to open a content support case on your behalf?

vitoria.camilo

Thanks @zoya faberov!

I have just submitted a request to the DSS Helpdesk.

KInd regards.