For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
1 0 0 1

Different results for same query in DSS

I am trying to retrieve minute-by-minute data via DSS using TickHistoryIntradaySummaries. So far I've managed to get SPY data using chainRic, but for some days, the same query returns different results. For example, in the first fetching of data of 6th may 2019, I only got Call option data and no Put option data. While on the second fetch, the data was much more. Is there any reason behind this?

dss-rest-api#product
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
21.5k 56 14 20

Hi @vmaharshi,

I have run your query three times and get exactly same data every time. There surely must be some error in how you are processing the data. Since the amount of the data extracted is huge, maybe you are only downloading a part of it.

If you continue to have these issues, please open a service ticket for product support at my.refinitiv.com, so that a content specialist can work with you.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
21.5k 56 14 20

Hi @vmaharshi,

Are you pulling data for the same day, or some previous day? Can you post your query request and instruments.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

I am pulling previous years data as of now. And the query looks somewhat like the following.

"InstrumentIdentifiers": [
            { 
                "Identifier": "0#SPY*.U",
                "IdentifierType": "ChainRIC",
            },
        ],
"ValidationOptions": None,
"UseUserPreferencesForValidationOptions": False,
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"QueryStartDate": f"{date}T13:30:00.000Z",
"QueryEndDate": f"{date}T20:00:00.000Z",
Upvotes
21.5k 56 14 20

What extraction are you performing? What is the date value used in the query? Most likely you are not retrieving all the data points, and downloading the partial result. Is your code based on application sample - which one?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1. I'm using the TickHistoryIntradaySummariesExtractionRequest.

2. The dates are stated as

"QueryStartDate": "2023-06-25T13:30:00.000Z",
"QueryEndDate": "2023-06-25T21:00:00.000Z",

in the query

3. I have used python requests module and Tutorials | Devportal (lseg.com) for developing my application.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.