The most recent content from our members.
How to get the Data-Time which is in the history files, but which is not present in real-time. real-time code OmmConsumer consumer(config.host("1**.***.***.*:14002").username("EM1_****_*********")); consumer.registerClient(ReqMsg().serviceName("hEDD").domainType(MMT_MARKET_PRICE).name("ESZ1m"), client) sleep(1200000);…
RTMD service OmmConsumer consumer(config.host("1**.***.***.*:14002").username("EM1_****_*********")); consumer.registerClient(ReqMsg().serviceName("hEDD").domainType(MMT_MARKET_PRICE).name("ESZ1m"), client) sleep(1200000); I get the following updates: UpdateMsg streamId="5" domain="MarketPrice Domain" updateTypeNum="0"…
From looking at the message content and the docs it looks like the only non-deprecated time fields we get are QUOTIM_NS for quotes and SALTIM_MS or SALTIM_NS for trades. Are there any other times available from the API? E.g. the time the event was posted to Reuters?
We are using Elektron API (EMA, Real time) and pulling VALUE_TS1 array.add(EmaFactory.createOmmArrayEntry().intValue(1010)); Should we be using another timestamp instead of this to get milli/nano sec frequency? We are interested to get Quote time at Venue Also we would like to confirm the quotes are updated in order, i.e.…
When inspecting historic put and call options, is it possible to get the timestamp of their bid and ask quotes? When considering the data, it seems as if there are discrepancies in the timestamps .
Hello, I'm using the .NET library in order to request TimeSeries. My goal is to extract some Swap Curve (for instance EURIRS) at a given historical date. (with daily summarization) For some reason at some some date (e.g. 10/03/2020), data are not returned by the library but if I check with the Curve Chart Preview tool I…
If this is the wrong place to ask this question, my apologies, and please direct me to the property location to ask this question: We have noticed that many times a financial article will post at a given time, such as 4:00pm, but the timestamp in the article is 3:50pm, for example. We are certain that the article HTML and…
Hi, Here is a snippet of my code. df = eikon.get_timeseries(['AUD='],start_date='2000-12-31',end_date='2020-4-18',interval='daily',fields=['TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE']) df.to_csv (r'D:\Data Science\export_dataframe.csv', index = False, header=True) print(df['TIMESTAMP']) print(df) I am…
How can I get a timestamp for the quotes or trades with each update message coming in from the Websocket API? I've requested many fields that should have a time or date for trades and quotes but I don't get anything. This is what my update messages come in looking like: [ { "DoNotConflate":true, "Fields":{…
Hello, I am extracting earnings call transcripts of US companies via the TRKD StreetEvents API. In some transcripts, each chunk of the conversation is tagged with a <sync-time> timestamp. It seems like this timestamp allows us to map the conversation to real time. May I know what timezone the <sync time> timestamps are in?
It looks like you're new here. Sign in or register to get started.
