Hello,
I am using DSS ElektronTimeseriesExtractionRequest to get end of day (EOD) quotes for various RICs. I was wondering: How long does it take, after the market closes, for each of the following fields to be updated?
["Open", "High", "Low", "Settlement Price", "Volume", "Open Interest", "Trade Date"]
I understand that some fields may be available sooner than others (e.g. "Open" can be available immediately, whereas "Settlement Price" may take a few hours to be computed). I would like the latency for each of the fields, unless DSS only provides data once all fields have been computed.
Here is a sample REST request
{"ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest", "ContentFieldNames": ["Open", "High", "Low", "Settlement Price", "Volume", "Open Interest", "Trade Date"], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "Identifier": "CGBH3", "IdentifierType": "Ric" } ] }, "Condition": { "ReportDateRangeType": "Range", "QueryStartDate": "2022-11-20T00:00:00.000Z", "QueryEndDate": "2022-11-23T00:00:00.000Z" } } }
Thanks!