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?
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Different results for same query in DSS
Hi @vmaharshi ,
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Thanks,
AHS
Hi,
Thank you for your participation in the forum.
Are any of the replies below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
AHS
Hi,
Please be informed that a reply has been verified as correct in answering the question, and marked as such.
Thanks,
AHS
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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.
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Hi @vmaharshi,
Are you pulling data for the same day, or some previous day? Can you post your query request and instruments.
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",
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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?
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.
