When I download data for a 'TickHistoryTimeAndSalesExtractionRequest' I receive timestamps expressed with microseconds precision. Data is stored under CSV column 'Date-Time' with microseconds pricision. 2017-07-04T06:00:00.125483119Z In the old TRTH we used to have two separate fields and we could express the format of the date using the following (C++ api) request.dateFormat = ns2__RequestDateFormat__YYYYMMDD; Date[G], Time[G] ,20170723,06:23:23.001 The format of the time is in milliseconds format.
1) how to tell TRTH v2 to provide DATE in format YYYYMMDD
2) how to tell TRTH v2 to provide timestamp in millisecond + same format of v1
3) how to split timestamps in 2 separate fields (Date[G] and Time[G])
@Beera.Rajesh, using existing TRTH v2 API functionality, it is not possible to do what you request.
Side note: the date format can be specified, but only when you create a report template (not when you use an OnDemand request), and this only for the few fields of FormatType Date (like field "Trade - Date", which is not necessarily populated). But most time stamps are delivered in fields of FormatType Text (like "Trade - Exchange Time").
In other words, the solution is that you parse the returned data to deliver the formats you want.