How does MessageTimeStampIn in ExtractionRequest work?
No matter I put LocalExchangeTime or GmtUtc, the values of "Date-Time" in the report is still in UTC. (e.g. 2021-05-11T21:08:00.000000000Z).
Here is the request:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": [
"Open Bid",
"High Bid",
"Low Bid",
"Close Bid",
"Open Ask",
"High Ask",
"Low Ask",
"Close Ask",
"Open",
"High",
"Low",
"Last"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"UseUserPreferencesForValidationOptions": false,
"InstrumentIdentifiers": [
{
"Identifier": "EURONO\u003d",
"IdentifierType": "Ric"
},
{
"Identifier": "EURONO\u003dR",
"IdentifierType": "Ric"
}
]
},
"Condition": {
"MessageTimeStampIn": "LocalExchangeTime",
"ReportDateRangeType": "Range",
"DateRangeTimeZone": "Eastern Time (US \u0026 Canada)",
"QueryStartDate": "2021-05-11T17:00:00",
"QueryEndDate": "2021-05-12T17:00:00",
"SummaryInterval": "OneMinute",
"TimebarPersistence": true,
"DisplaySourceRIC": true
}
}
}
Here is the report:
#RIC,Alias Underlying RIC,Domain,Date-Time,Type,Open,High,Low,Last,Open Bid,High Bid,Low Bid,Close Bid,Open Ask,High Ask,Low Ask,Close Ask
EURONO=,,Market Price,2021-05-11T21:00:00.000000000Z,Intraday 1Min,,,,,6.075,6.075,6.075,6.075,7.875,7.875,7.875,7.875
EURONO=,,Market Price,2021-05-11T21:01:00.000000000Z,Intraday 1Min,,,,,6.075,6.075,6.075,6.075,7.875,7.875,7.875,7.875
0
Best Answer
-
I assume that for EURONO=, the LocalExchangeTime is also GMT.
I have tested with IBM.N and recieved the following output.
IBM.N/LocalExchangeTime
#RIC,Alias Underlying RIC,Domain,Date-Time,Type,Open,High,Low,Last,Open Bid,High Bid,Low Bid,Close Bid,Open Ask,High Ask,Low Ask,Close Ask
IBM.N,,Market Price,2021-05-11T12:00:00.000000000-04,Intraday 1Min,143.58,143.58,143.48,143.48,143.56,143.58,143.45,143.48,143.6,143.62,143.48,143.5
IBM.N,,Market Price,2021-05-11T12:01:00.000000000-04,Intraday 1Min,143.48,143.53,143.45,143.53,143.48,143.53,143.39,143.42,143.5,143.56,143.43,143.43
IBM.N,,Market Price,2021-05-11T12:02:00.000000000-04,Intraday 1Min,143.42,143.45,143.37,143.44,143.42,143.46,143.35,143.43,143.43,143.48,143.38,143.46
IBM.N,,Market Price,2021-05-11T12:03:00.000000000-04,Intraday 1Min,143.44,143.46,143.41,143.46,143.43,143.45,143.39,143.45,143.46,143.47,143.42,143.46IBM.N/GmtUtc
#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Open Bid,High Bid,Low Bid,Close Bid,Open Ask,High Ask,Low Ask,Close Ask
IBM.N,,Market Price,2021-05-11T16:00:00.000000000Z,-4,Intraday 1Min,143.58,143.58,143.48,143.48,143.56,143.58,143.45,143.48,143.6,143.62,143.48,143.5
IBM.N,,Market Price,2021-05-11T16:01:00.000000000Z,-4,Intraday 1Min,143.48,143.53,143.45,143.53,143.48,143.53,143.39,143.42,143.5,143.56,143.43,143.43
IBM.N,,Market Price,2021-05-11T16:02:00.000000000Z,-4,Intraday 1Min,143.42,143.45,143.37,143.44,143.42,143.46,143.35,143.43,143.43,143.48,143.38,143.46You can directly contact the Refinitiv Tick History support team via MyRefintiv to confirm it.
0
Answers
-
I checked with support team and they told me the same. Thanks.
0 -
In any case thank you for helping me.
0
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