cut file, file 0 kb
Please tell me the answer to who worked with such problems
Using an API example to access Tick History
For example: RIC ESH1 (raw market-by-price)
Something does not download the full contract from the start date to the current date.
Cuts the file size.
How to download the contract completely so that the dates inside the file do not cut?
So for example, why 1UROF0, 1UROF1, 1UROF8, 1UROF9, 1UROG0, 1UROG1 file size 0 kb
Why?
code:
using System;
using System.Linq;
using System.Diagnostics;
using System.IO;
using ThomsonReuters.Dss.Api.StandardExtractions;
using ThomsonReuters.Dss.Api;
using ThomsonReuters.Dss.Api.Content;
using ThomsonReuters.Dss.Api.Extractions;
using ThomsonReuters.Dss.Api.Extractions.ExtractionRequests;
using ThomsonReuters.Dss.Api.Extractions.ReportExtractions;
using ThomsonReuters.Dss.Api.Extractions.ReportTemplates;
using ThomsonReuters.Dss.Api.Extractions.Schedules;
using ThomsonReuters.Dss.Api.Extractions.SubjectLists;
using ThomsonReuters.Dss.Api.Search;
using ThomsonReuters.Dss.Core.RestApi;
namespace RefinitivHistoryTesting
{
class Program
{
static void Main(string[] args)
{
//-----------------------------------------------------------------
//Connect and authenticate to the DSS server:
//-----------------------------------------------------------------
Uri dssUri = new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/");
string dssUserName = "****";
string dssUserPassword = "*****";
var out_dir = @.\Storage\;
var SearchContext = new SearchContext(dssUri, dssUserName, dssUserPassword);
var ExtractionsContext = new ExtractionsContext(dssUri, dssUserName, dssUserPassword);
var availableMbPFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryRaw);
var availableTnSFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryTimeAndSales);
ExtractionsContext.Options.AutomaticDecompression = true;
var dateRange = DateTimeRange.Create(
new DateTimeOffset(2008, 01, 01, 0, 0, 0, TimeSpan.Zero),
new DateTimeOffset(2020, 12, 22, 0, 0, 0, TimeSpan.Zero));
var request = new HistoricalChainResolutionRequest
{
ChainRics = new[] { "0#1URO:" },//{ "0#ESH1m" },//{ "0#1URO:" },
Range = dateRange
};
var chain_results = SearchContext.HistoricalChainResolution(request);
foreach (var chain in chain_results)
{
Console.WriteLine("Chain Identifier: {0} {1}, Constituents: {2}", chain.IdentifierType, chain.Identifier, chain.Constituents.Count());
foreach (var constituent in chain.Constituents)
{
var searchResults = SearchContext.HistoricalSearch(
HistoricalSearchRequest.Create(
constituent.Identifier, constituent.IdentifierType, dateRange, HistoricalResultsBy.Ric, null));
//foreach (var result in from pos in searchResults where pos.DomainCode == "8" select pos)
foreach (var result in searchResults) // выкачивает 8 и 6, если имя контракта или все файлы если chain
//var result = searchResults.FirstOrDefault(pos => pos.Identifier.Contains("1UROF0") &&pos.DomainCode=="8");
//if (result != null)
{
var startDate = result.FirstDate;//new DateTimeOffset(2021, 01, 01, 0, 0, 0, TimeSpan.Zero);//result.FirstDate;
var lastDate = result.LastDate;//new DateTimeOffset(2021, 03, 05, 0, 0, 0, TimeSpan.Zero);//result.LastDate;
Console.WriteLine("{0},\t {1},\t {2},\t {3},\t {4}", result.Identifier, result.IdentifierType, startDate, lastDate, result.DomainCode);
var extractionResult = ExtractionsContext.ExtractRaw(
//!!!--- Это должно соответствовать модели данных Real Time API MarketByPrice---!!!
new TickHistoryRawExtractionRequest
{
Condition = new TickHistoryRawCondition
{
ReportDateRangeType = ReportDateRangeType.Range,
QueryStartDate = startDate, //new DateTimeOffset(2016, 07, 25, 20, 0, 0, TimeSpan.Zero),
QueryEndDate = lastDate, //new DateTimeOffset(2016, 08, 02, 19, 59, 59, TimeSpan.Zero),
ExtractBy = TickHistoryExtractByMode.Ric,
MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
SortBy = TickHistorySort.SingleByRic,
DomainCode = TickHistoryRawDomain.MarketByPrice,
DisplaySourceRIC = true
},
IdentifierList = new InstrumentIdentifierList
{
InstrumentIdentifiers = new[]
{
InstrumentIdentifier.Create(result.IdentifierType, result.Identifier)
}
},
});
using (var response = ExtractionsContext.RawExtractionResultOperations.GetReadStream(extractionResult))
using (var reader = new StreamReader(response.Stream))
{
var fileName = out_dir + "_" + result.Identifier + "_" + startDate.DateTime.ToString("dd.MM.yyyy") + "_" + lastDate.DateTime.ToString("dd.MM.yyyy") + "_MarketByPrice.txt";
using (var fileStream = File.Create(fileName))
response.Stream.CopyTo(fileStream);
}
}
}
}
Console.WriteLine("Press Enter to exit");
Console.ReadLine();
}
}
}
Best Answer
-
Hello @s61670,
I just looked into one RIC, "1UROF0". To some it up, I think this will require an input from an RTH content expert, as not all instruments in all markets have Raw history stored.
1. HistoricalChainResolution Chain "0#1URO:" expands, RIC "1UROF0" is present
2. HistoricalSearch Ric 1UROF0,
{
"Request": {
"Identifier": "1UROF0",
"IdentifierType": "Ric",
"Range": {
"Start": "2008-01-01T00:00:00.000Z",
"End": "2021-01-01T00:00:00.000Z"
}
}
}results:
"value": [
{
"Identifier": "1UROF0",
"IdentifierType": "Ric",
"Source": "",
"Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwxVVJPRjB8",
"Description": "Historical Instrument",
"InstrumentType": "Unknown",
"Status": "Valid",
"DomainCode": "6",
"FirstDate": "2019-08-17T00:00:00.000Z",
"LastDate": "2020-01-25T00:00:00.000Z",
"History": []
},
{
"Identifier": "1UROF0",
"IdentifierType": "Ric",
"Source": "",
"Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHwxVVJPRjB8",
"Description": "Historical Instrument",
"InstrumentType": "Unknown",
"Status": "Valid",
"DomainCode": "8",
"FirstDate": "2019-08-05T00:00:00.000Z",
"LastDate": "2020-01-25T00:00:00.000Z",
"History": []
}3. Therefore, we can request raw history "1UROF0":
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": "1UROF0",
"IdentifierType": "Ric"
}] ,
"ValidationOptions": null,
"UseUserPreferencesForValidationOptions": false
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": "2019-08-05T00:00:00.000Z",
"QueryEndDate": "2020-01-25T00:00:00.000Z",
"ExtractBy": "Ric",
"SortBy": "SingleByRic",
"DomainCode": "MarketPrice",
"DisplaySourceRIC": true
}
}
}That results in:
{
"@odata.context": "https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity",
"JobId": "0x077752f443174f26",
"Notes": [
"All identifiers were invalid. No extraction performed."
],
"IdentifierValidationErrors": [
{
"Identifier": {
"@odata.type": "#ThomsonReuters.Dss.Api.Content.InstrumentIdentifier",
"Identifier": "1UROF0",
"IdentifierType": "Ric",
"Source": ""
},
"Message": "Not found"
}
]
}It is likely that only some data for this instrument (and other instruments from your list) is made available as Raw history. There is a possibility that you have run into a content gap that is not intentional. However, to tell for sure, would need an RTH content expert, and this forum is mainly comprised of developers, the members of the forum are developers working with Refinitiv APIs, the moderators are Refinitiv API experts.
For a content question such as this, the best approach for a Refinitiv customer is to submit it directly, to Refinitiv Helpdesk Online -> Tick History, or by dialing Refinitiv Helpdesk local number.
In this case, we are going to refer to content experts for investigation, and get back to you and the community here.
0
Answers
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 614 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 639 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 91 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛