(This is Anand Shah, an RA working with Prof. Budish)
I search a ticker on two separate exchanges and receive two different errors, despite both not returning data.
Using historical search, I learn that:
WMT.DEA available from 03/07/2019 ~ present
WMT.BAT available from 05/01/2015 ~ present
When I make a Tick History Market Depth report template for WMT.DEA from 03/07/2019 ~ present, I receive the error:
When I make a similar report for WMT.BAT from 05/01/2015 ~ present, it takes much longer to make the report, and then I receive the error:
Both tell me there is no data for the period (even though 'Historical Search' implies the RIC is active on this time period). However,
WMT.DEA returns:
'Distribution Rights - Tick History never allowed for PE 0'
While WMT.DEA implies the extraction was successful:
'Processing completed successfully at...'
'Extraction finished at ...'
What is going on here? Why do neither RICs return data despite them being active? Further, if Refinitiv simply has no data on the RICs for these periods, why do they return different messages?
Note:
(Via 'Reference History,' there was a company name change from Wal-Mart stores to Walmart Inc at 02/01/2018 for WMT.BAT. I run the WMT.BAT report template for 05/01/2015 ~ 02/01/2018 as well as 02/01/2018 ~ present just in case this name change is causing errors -- I received the same output as the above.)
