On RKD API, how many type of error can I see when retrieve data during closing period e.g. null, ...

nopporn.maneewong0
nopporn.maneewong0 LSEG
in TRKD

...blank value ?

On RKD API, how many type of error can I see when retrieve data during closing period e.g. null, blank value ?

  • RKD Services: Quote and Quote Chain
  • REST endpoint
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Best Answer

  • mohammad waseem
    mohammad waseem LSEG
    Answer ✓

    nopporn.maneewong0,

    Generally the Quote fields shows either 0 or null values during exchange clearing or close run exercise. It is performed for all the exchanges globally and is done mostly post midnignt and few hours before the pre-trading hours. For e.g. for Nasdaq it happens at 03:00 AM EST, for NYSE it is done at 07:00 AM EST.

    So from the time close run happens for the exchange and until the trading begins the next trading day the Quote fields such as TRDPRC_1, TRDPRC_2.. TRDPRC_5, HIGH_1, LOW, BID, ASK, NETCHNG_1, PCTCHNG, ACVOL_1 etc shows zero or null values. This is not an error but general convention relating to exchange data.

    There are some generic errors such as ‘ACCESS_DENID’ which results because of missing entitlement meaning the exchange or permission needed to access the data is not entitled in the RKD ID. The other error is ‘ITEM_UNKNOWN’ which happens when incorrect RIC is passed to the Quote request.


    Thanks,

    Waseem

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