Data not fully available even after release cycle was complete (Times and Sales for B3 future con...

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carlos.lima
carlos.lima Newcomer
in DSS

...tracts, 2021-05-11)

Hi,

I'd like to report an issue I had on May 12th when I tried to download Times And Sales data of May 11th of future contracts of the brazilian exchange (B3).

Accordingly to the information present on page 81 of the 2021 User Guide for Tick History for Refinitiv Datascope Select, we tried at 03:33:31 AM to fetch DOLM21 data released under the release cycle C4 (which happens at 3:00 AM). We obtained an empty file, only the headers were filled. Later that day, we tried to download the same file via web and were successful - the file had 8.3 MB (Extraction ID: 2000000258297838).

I'd like to know if there was any kind of known issues that day, or if I'm missing something. Are the release times for each release cycle exact or approximate? Is there a known interval I must wait to reliably download the data of C4?

EDIT: just for clarification, I mentioned the future contract DOLM21 as an example, but I actually had the same issue for almost all B3 future contracts that day, which caused systematic problems for us.

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @carlos.lima,

    Please be informed, that this forum is best suited for general questions and discussions centered around Refinitiv API usage. The members of the forum are developers, working with Refinitiv APIs, the moderators of the forum are Refinitiv API experts.

    We have a solid reason to believe that your API usage is solid, as your code has been running without issues prior to this outage.

    For suspected content outages, the best approach is to look up Refinitiv service alerts at Refinitiv Helpdesk Online -> Service Alerts, and if the issue is not reported yet, report it via support case to Refinitiv Helpdesk Online -> Product-> DSS for investigation.

    ---

    I this case, I have looked up Historical Alert Search for the dates on Brazil:

    image

    and this is the one I think is relevant:

    imageI am understanding that there was delay on exchange providing info, and all the content from exchange, including DSS, was delayed to be loaded. However, this is my interpretation of the alert information, and I am a developer.

    If you do not think this is the same content that was delayed, and would like the clarification from a Refinitiv content expert, please contact Refinitiv Helpdesk Online -> Content -> DSS directly.

    Hope this information helps

Answers

  • carlos.lima
    carlos.lima Newcomer

    Hi Zoya,

    Maybe that's because my account's new, but when I access that Service Alerts menu I see no alerts at all.

    Anyhow, sorry for using the wrong channel, I now understand that that kind of issue should be reported via Helpdesk Online.

    Thanks for the response!

    EDIT: just another curiosity, is that kind of alert available in some kind of programatic way?

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hi Carlos @carlos.lima

    Try first logging into my.refinitiv.com portal, you will need your account cred, and then going into Service Alerts. To see the past alerts you would go into Historical Alerts Search from there.

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