Tick history raw data extract is not sort in timestamp

KAKIT.LAI

Hi,

I have a python code to use REST API to extract tick history raw from DSS. The extraction works but the file output is not sort by timestamp but instead sort by FIDs. How can I fix that?

Below is the example using my program to extract 0005.HK on Nov 1 from 0930 - 1000 local exchange time, for FIDs 22, 25 and 6. Here's a snapshot of the extraction using my program. Its sorted by BID (22), following by ASK (25) and then by TRDPRC_1 (6)

I compare the same extraction using TRTH with the following template which is same as my program

Below is the extract from TRTH. You can see the data is sorted by timestamp.

Jirapongse

@KAKIT.LAI

The request contains only one FID.

Therefore, the result contains only values of the TRDPRC_1 field.

Jirapongse

@KAKIT.LAI

Please share the request message that you are using.

I used the following request.

{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
    "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "0005.HK",
        "IdentifierType": "Ric"
      }],"ValidationOptions": {"AllowHistoricalInstruments": true}
    },
    "Condition": {
      "MessageTimeStampIn": "LocalExchangeTime",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2021-11-01T01:30:00.000Z",
      "QueryEndDate": "2021-11-01T02:00:00.000Z",
      "ExtractBy": "Ric",
      "SortBy": "SingleByRic",
      "DomainCode": "MarketPrice",
      "Fids": "22,25,6",
      "DisplaySourceRIC": true,
      "FidListOperator": "OR"
    }
  }
}

The output is:

KAKIT.LAI

This is the code

    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
        "IdentifierList": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
        "InstrumentIdentifiers": list_of_ric2,
        "UseUserPreferencesForValidationOptions":"false"
        },    
        "Condition": {
        "DateRangeTimeZone": DateRangeTimeZone,
        "TimeRangeMode": TimeRangeMode,
        "MessageTimeStampIn": MessageTimeStampIn,
        "ReportDateRangeType": "Range",
        "QueryStartDate": start_datetime,
        "QueryEndDate": end_datetime,
        "ExtractBy": ExtractBy,
        "SortBy": SortBy,
        "DomainCode": DomainCode,
        "DisplaySourceRIC":"false",
        "Fids": ",".join(fids)
        }
    }
    }

And this is what I input into my program

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/87272#Comment_87272

@KAKIT.LAI

The request message doesn't have the FidListOperator property. I checked and found that, on my account, the default value is "AND" so the output is:

Please check the request message with other tools, such as Postman or curl.

KAKIT.LAI

Thanks. I tried but still giving me the same output...

"Condition": {
        "DateRangeTimeZone": DateRangeTimeZone,
        "TimeRangeMode": TimeRangeMode,
        "MessageTimeStampIn": MessageTimeStampIn,
        "ReportDateRangeType": "Range",
        "QueryStartDate": start_datetime,
        "QueryEndDate": end_datetime,
        "ExtractBy": ExtractBy,
        "SortBy": SortBy,
        "DomainCode": DomainCode,
        "DisplaySourceRIC":"false",
        "Fids": ",".join(fids),
        "FidListOperator": "AND"
        }

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/87294#Comment_87294

@KAKIT.LAI

With the "AND" operator, the output should be like this:

Please check the request message with other tools, such as Postman or curl.

KAKIT.LAI

Sorry for the delay in getting back. I tried again and output still sorted by the FIDs instead of time of the update. The following is the actual parameter passed to in ExtractionRequest.

@{'ExtractionRequest': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest', 'IdentifierList': {'@odata.type': '#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList', 'InstrumentIdentifiers': [{'Identifier': '3333.HK', 'IdentifierType': 'Ric'}], 'UseUserPreferencesForValidationOptions': 'false'}, 'Condition': {'DateRangeTimeZone': 'Local Exchange Time Zone', 'TimeRangeMode': 'Inclusive', 'MessageTimeStampIn': 'LocalExchangeTime', 'ReportDateRangeType': 'Range', 'QueryStartDate': '2021-11-08T10:00:00.000Z', 'QueryEndDate': '2021-11-08T10:30:00.000Z', 'ExtractBy': 'Entity', 'SortBy': 'SingleByRic', 'DomainCode': 'MarketPrice', 'DisplaySourceRIC': 'false', 'Fids': '6', 'FidListOperator': 'AND'}}}

KAKIT.LAI

I have fixed the code and issue is fixed. You can close the ticket. Thanks for the help.