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DSS ElektronTimeseries Latency

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!

elektrondss-rest-api#producttime-seriesextractionlatency
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@jacktan

Thanks for reaching out to us.

If it is about a Data Release time or Embargo period, please refer to the Refinitiv Tick History Data Coverage Guide.

Otherwise, please contact the DataScope Select or Refinitiv Tick History support team directly via MyRefinitiv. The support team can check this and provide you with an answer.

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