extractions.tick_history_time_and_sales not working

tr.tickhistory

requesting fields = ["Trade - Price"] for 'Identifier': '.VIX' for a full day of quotes 2022-09-29 to 2022-09-30
Getting empty string today.. Works everyday.

Are there any outages that explain this?

zoya faberov

Hello @tr.tickhistory ,

I see the same as my colleague @Jirapongse and I believe this is the same as you see as well:

Request:

{{protocol}}{{host}}{{api}}Extractions/ExtractRaw
{
  "ExtractionRequest": {
    "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
"Quote - Ask Price",
"Quote - Ask Size"
],
 "IdentifierList": {
      "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": ".VIX",
        "IdentifierType": "Ric"
      }]
    },
 "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": false,
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2022-09-29T00:00:00.000Z",
      "QueryEndDate": "2022-09-30T00:00:00.000Z",
      "DisplaySourceRIC": true
    }

} }

Results for me in:

{
    "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
    "JobId": "0x08314e7436d33bbb",
    "Notes": [
        "Extraction Services Version 16.1.44123 (ed92f5e3e332), Built Aug 10 2022 01:55:41\nUser ID: 19945\nExtraction ID: 2000000456226425\nCorrelation ID: CiD/19945/AAAAAA.08314e7436c33bbb/RA\nSchedule: 0x08314e7436d33bbb (ID = 0x0000000000000000)\nInput List (1 items):  (ID = 0x08314e7436d33bbb) Created: 10/04/2022 19:18:56 Last Modified: 10/04/2022 19:18:56\nReport Template (2 fields): _OnD_0x08314e7436d33bbb (ID = 0x08314e7436e33bbb) Created: 10/04/2022 19:18:54 Last Modified: 10/04/2022 19:18:54\nSchedule dispatched via message queue (0x08314e7436d33bbb)\nSchedule Time: 10/04/2022 19:18:55\nProcessing started at 10/04/2022 19:18:55\nProcessing completed successfully at 10/04/2022 19:18:56\nExtraction finished at 10/04/2022 19:18:56 UTC, with servers: x02q13\nInstrument <RIC,.VIX> expanded to 1 RIC: .VIX.\nTotal instruments after instrument expansion = 1\n\n(RIC,.VIX,MXP)  row suppressed for lack of 'MXP (CBOE CSMI)' permission.\nReport suppressed because no instruments are permitted\n"
    ]
}

I.e. I lack the permissions to request this content.

When I look up my user profile via DSS GUI, I see the none for CBOE CSME MXP permissions- I am not permissioned for the content:

I can venture a guess as to why you were able to see this content previously- there was a PCN about content normalization issued: PCN204885-Tick History Content Changes – October 2022 . Some content was normalized/cleaned up and this may have resulted in access to this content requiring explicit permissioning assigned going forward.

However, to get a definitive explanation on this specific content permissions requirement, it is best to contact Refinitiv Tick History content experts via Refinitiv Helpdesk Online -> Content -> RTH directly.

Let us know if you are unable to proceed- will help by opening a content support case on your behalf.

zoya faberov

Hello @tr.tickhistory ,

I am not sure if you are requesting programmatically, or via Datascope GUI. If you are requesting programmatically, and your code was working consistently before, you can be sure this is not an API usage/coding-related issue.

In My Refintiiv -> Service Alerts I see several Refintiv Tick History - Planned Maintenance notifications, stating that users may experience disruptions, I think #270353 is the relevant alert, should be still in progress:

please note that the time of completion is estimated.

Hope that this information helps

tr.tickhistory

Thanks Zoya

I'm requesting programatically and indeed it was working fine till last week every day.

The above alert seems relevant but it seems to suggest that outage will only be on 9Oct22. This function hasn't been working since approx 7:00 GMT 3Oct22.

Is there any fix / alternate way to get this data?

I'm after historic VIX spot data sampled every 5min (I'm extracting tick-data here and downsampling it).

Regards

Jirapongse

@tr.tickhistory

Sorry about the issue that you are facing.

I ran the TickHistoryTimeAndSalesExtractionRequest and got the following notes.

    "Notes": [
        "Extraction Services Version 16.1.44123 (ed92f5e3e332), Built Aug 10 2022 01:55:41\nUser ID: 9008895\nExtraction ID: 2000000455986240\nCorrelation ID: CiD/9008895/AAAAAA.08314d2e0c633b89/RA\nSchedule: 0x08314d2e0c733b89 (ID = 0x0000000000000000)\nInput List (1 items):  (ID = 0x08314d2e0c733b89) Created: 10/04/2022 10:04:02 Last Modified: 10/04/2022 10:04:02\nReport Template (6 fields): _OnD_0x08314d2e0c733b89 (ID = 0x08314d2e0c833b89) Created: 10/04/2022 10:04:00 Last Modified: 10/04/2022 10:04:00\nSchedule dispatched via message queue (0x08314d2e0c733b89)\nSchedule Time: 10/04/2022 10:04:01\nProcessing started at 10/04/2022 10:04:01\nProcessing completed successfully at 10/04/2022 10:04:02\nExtraction finished at 10/04/2022 09:04:02 UTC, with servers: x01q13\nInstrument <RIC,.VIX> expanded to 1 RIC: .VIX.\nTotal instruments after instrument expansion = 1\n\n(RIC,.VIX,MXP)  row suppressed for lack of 'MXP (CBOE CSMI)' permission.\nReport suppressed because no instruments are permitted\n"
    ]
}

Did you get any notes when performing the extraction?

Typically, you can check the notes to verify why there is no data when performing the extraction.

I hope that this information is of help

tr.tickhistory

I see that the Rest API doesn't support ExtractWithNotes for Times and Sales data.

So I don't see any Notes (I'm using an ExtractRaw API call).

What do you see as the result of the extraction? Does it return any data?

Jirapongse

@tr.tickhistory

The ExtractRaw supports Notes. It is in the HTTP response if the HTTP status code is 200.

If the HTTP status code of the ExtractRaw is 202, the Notes is in the response of the Extractions/ExtractRawResult(ExtractionId='<Extraction ID>') end point.

tr.tickhistory

Looks like I am using a different endpoint.

See below the http response i get. Shows 0b content.

Could you pls suggest a solution? Does the response to your request get some data?

zoya faberov

Hello @tr.tickhistory ,

The endpoint that you use to extract result is correct:

{{protocol}}{{host}}{{api}}Extractions/RawExtractionResults('{{jobId}}')/$value

The part after "RawExtractionResults(" that is different is jobID.

Please refer to tutorial REST API Tutorial 4: On Demand tick data extraction for a brief intro on the required steps to process TimeAndSales on demand request.

The section Request tick data - HTTP response discusses jobId in response.

Hope this information is helpful

tr.tickhistory

My requests were returning data till last week.. They have stopped since yesterday. Can you please confirm if there is an outage or if you also see no data while requesting historical Time and Sales for .VIX spot?