I'm running to test cases, or more precisely the same test case against TRTHv1 and DSS. The goal it to get exactly the same results. I now have the strange situation, that I'm getting more results from DSS then via TRTHv1 in the time before 8 am (from 08:00:04 on the results are 100% matching). Example below. Can you please explain why this is happening? I can verify this behavour using the TRTHv1 WebInterface and DSS with the PostMan examples.
#RIC,Current RIC,Date[G],Time[G],GMT Offset,Type,Last,Volume
VOD.L,Market Price,2017-01-10T07:15:01.000000000Z,Intraday 1Sec,210.999506,12306413
VOD.L,Market Price,2017-01-10T07:15:39.000000000Z,Intraday 1Sec,207.46,600000
VOD.L,Market Price,2017-01-10T07:17:19.000000000Z,Intraday 1Sec,207.2534,41000
VOD.L,Market Price,2017-01-10T07:50:00.000000000Z,Intraday 1Sec,213.45,49977
VOD.L,Market Price,2017-01-10T07:50:01.000000000Z,Intraday 1Sec,207,89006
VOD.L,Market Price,2017-01-10T08:00:04.000000000Z,Intraday 1Sec,209.5,1233664
VOD.L,Market Price,2017-01-10T08:00:06.000000000Z,Intraday 1Sec,209.15,7367
VOD.L,Market Price,2017-01-10T08:00:07.000000000Z,Intraday 1Sec,209.5,50000
VOD.L,Market Price,2017-01-10T08:00:12.000000000Z,Intraday 1Sec,209.15,35
There are expected differences in timebars data generated in v1 and v2.
Timebars in v1 were over-simplistic in nature. It included all kinds of trades in summary i.e. regular trades, off-book trades, delayed trades, etc.
Timebars in v2 are governed by market-specific rules. Off-book trades, delayed trades, etc are not necessarily chartable and thus not included in summary. Only regular automatic trades and auction trades are taken into summary. v2 summaries are a more accurate reflection of orderbook state so to speak.
Yes, I have checked that. In TRTHv1 I don't see this ticks (sceenshot attached).
This isn't my area of expertise, but as I understand it there are some content differences between Tick History V1 and Tick History V2. We do have a fact sheet available that describes some of the differences you might see in V2. Fact Sheet is available on "My Account":