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tt1057 avatar image
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Unable to subscribe to 1 min time series data individual US Rics

Dear Team,


in relation to this question

https://community.developers.refinitiv.com/questions/96288/delay-in-subscription-and-requested-ohlc-data-us-e.html

, I still once in a week have issues subscribing to 1 min timeseries OHLC data for these rics:

SBUX.O and MSFT.O


I use this code:

var timeSeries = DataServices.Instance.TimeSeries;

timeSeries.SetupDataSubscription(sym)

.WithView("TRDPRC_1")

.WithAllFields()

.WithInterval(CommonInterval.Intraday1Minute)

.From(DateTime.UtcNow.AddMinutes(-1)) //this can be extended to hours any anything of that kind

.OnDataReceived(DataReceivedCallback)

.OnDataUpdated(DataUpdatedCallback)

//.WithTimeZone(TimezoneType.Instrument) //when this is enabled, then it does not fire the events for new bars and everything

.CreateAndStart());


Sometimes, it works, if I subscribe before the market opens in the US, so 14:30 UTC time. And on some days, I cannot get

the subscription to work at all.


Though on other US equity rics, the subscription works perfectly.

Any ideas?


Regards

Mike

#producteikon-.net-apitimeseries
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Jirapongse avatar image
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@tt1057

Thanks for reaching out to us.

I ran into the same problem when subscribing to HCEIH3 with the following code. 

tsRequest = timeSeries.SetupDataSubscription("HCEIH3")
            .WithView("TRDPRC_1")
            .WithAllFields()
            .WithAdjustedPrice(true)
            .WithCorrectedData(true)
            .WithInterval(CommonInterval.Intraday1Minute)
            .From(DateTime.UtcNow.AddMinutes(-1)) //this can be extended to hours any anything of that kind
            .OnDataReceived(OnTSReceived)
            .OnDataUpdated(DataUpdatedCallback)           
            .CreateAndStart();

Sometimes, I didn't get any data back in the callback functions. However, if I change the From parameter to DateTime.UtcNow.AddMinutes(-30) or other values. The application can retrieve the data properly.

Please try to modify the value of the From parameter and let us know the result.

I hope that this information is of help.

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