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Philipp avatar image
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THTHv1 - EndOfDay response with different data

Hi, we are making the following request via DSS. We get no results via DSS, but we get results in the similar request via TRTHv1, can you please explain why? Maybe we need an additional parameter in our DSS request?

{"ExtractionRequest":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest","ContentFieldNames":["RIC","Trade Date","High","Low"],"IdentifierList":{"@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList","InstrumentIdentifiers":[{"Identifier":"DTEGn150bX6.EX","IdentifierType":"Ric"}],"ValidationOptions":{"AllowHistoricalInstruments":true},"UseUserPreferencesForValidationOptions":false},"Condition":{"StartDate":"2015-02-04T00:00:00.000Z","EndDate":"2015-02-04T00:00:00.000Z"}}}

tick-history-rest-apipricing
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Christiaan Meihsl avatar image   Christiaan Meihsl

@Philipp Considering your query, we moved it from the DSS to the TRTH forum, it seems more appropriate (because this is related to TRTH data), and will help people discover it. AHS

Philipp avatar image   Philipp Christiaan Meihsl

But the question is 'why are these high/low values not delivered via DSS'. So I don't think it is a TRTH question, the values in TRTH are fine.

Christiaan Meihsl avatar image   Christiaan Meihsl Philipp

The reason is the following (and yes, I agree, the link between DSS & TRTH is a bit confusing):

The TRTH REST API connects to the same servers as DSS. But the account permissioning is based on the service contract, for either DSS or TRTH data, so only the API calls for DSS or TRTH data will be available to a specific account (some API calls are common, like those to authenticate). An ElektronTimeseriesExtractionRequest request is only available to an account permissioned for TRTH data, which is why this query is better placed in the TRTH forum.

I hope this clarifies :-)

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Philipp avatar image   Philipp Christiaan Meihsl

Sorry, the question was not written that good, i updated it.

Philipp avatar image   Philipp Christiaan Meihsl

Looks like the TRTH forum is not that responsive ... can anybody please help me with this one!?

Christiaan Meihsl avatar image   Christiaan Meihsl

@Philipp, thank you for your participation in the forum. Is the latest reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

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Rakesh.Singh avatar image
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Hi all

There are offline discussions with Philipp on Historical Options EOD data. For the sake of clarity here's some information -

"End of Day for Historical Options in TRTH v2 is work-in-progress. This data will be supported in the Elektron Timeseries template, ETA for the release of this content is May 2017."

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Philipp avatar image
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Can anybody help please!?

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Christiaan Meihsl avatar image   Christiaan Meihsl

Escalated to Mercedes Diaz.

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Rakesh.Singh avatar image
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@Philipp

Hi Philipp - End of Day data for Historical Options in TRTH v2 is work-in-progress. I will get back to you with further details shortly.

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Christiaan Meihsl avatar image   Christiaan Meihsl

@Rakesh.Singh, the customer's REST API query is valid, but returns no data, I tried it on TRTH REST.

TRTH REST uses Elektron data whereas TRTH v1 GUI uses IDN data, but I would expect the Elektron data set to be richer than the IDN set.

Can you explain to the customer why he does not receive any data ?

Rakesh.Singh avatar image   Rakesh.Singh Christiaan Meihsl
@ Christiaan Meihsl ♦♦

Hi - End of Day for Historical Options in TRTH v2 is work-in-progress. This data will be supported in the Elektron Timeseries template, ETA for the release of this content is May 2017.

Christiaan Meihsl avatar image   Christiaan Meihsl Rakesh.Singh

@Rakesh.Singh, ok, great, thank you.

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