Output file format : REST versus SOAP
Is it possible to strictly get the same file format than with the SOAP TRTH version ?
Let's take an example after an extraction in both systems
SOAP file format :
REST file format :
Thus, a few remarks :
- Column "Domain" has appeared
- Date / Time have been joined in a single column
- The time seems to be quoted in nanoseconds... Do you agree ?
- Column "GMT Offset" has disappeared
Among these little discrepancies, are there parameters (GUI or API) which allow to stick to the traditional SOAP format ?
BTW, I did not find the document which could explain all the available options for a request.
Thanks in advance
Find more posts tagged with
I will refer this request to TRTH team for further consideration.
I got the response from the TRTH team.
Unfortunately, we don't have a plan to add an option to obtain data in TRTH v1 format.
Hi,
The availability of GMT Offset in Tick History VBDs and Custom Queries has been confirmed for 01 October 2017.
We have released PCN stating the below information: <https://customers.reuters.com/a/support/NotificationService/ViewProduct.aspx?id=R6/9416> for Thomson Reuters Tick History v2 - GMT Offset Added to Venue by Day Files
<https://customers.reuters.com/a/support/NotificationService/ViewProduct.aspx?id=R3/9434> for Thomson Reuters Tick History v2 - GMT Offset Added to Custom Extraction Files
Beginning 01 October 2017, GMT Offset will be provided in custom extraction files that output timestamps in GMT/UTC time. This added detail will enable you to determine the GMT offset of the local time zone of the exchange in which the indicated instrument trades.
Regards,
Beera
I confirm that the GMT Offset field is now available on TRTHv2 GUI custom extractions,
I have worked on example RIC < JEYcm10> and below is the sample data from
Time and Sales report template of TRTHv2:
#RIC
Domain
Date-Time
GMT Offset
Type
Bid Price
Ask Price
JEYcm10
Market Price
2017-09-25T08:40:56.327886822Z
9
Quote
99.9
JEYcm10
Market Price
2017-09-25T08:40:59.859933703Z
9
Quote
99.905
JEYcm10
Market Price
2017-09-25T08:40:59.917041226Z
9
Quote
99.93
Also available on TRTHv2 VBD files as show in below sample VBD file of ASX
exchange:
ASX-2017-10-01-NORMALIZEDMP-Data-1-of-1.csv :
#RIC
Domain
Date-Time
GMT Offset
Type
Ex/Cntrb.ID
LOC
Price
Volume
BLKTRDEQ.AX
Market Price
2017-09-30T15:51:33.735182931Z
10
Trade
0.042
80000
Regards,
Beera
This is also an issue for us. We have applications which expect TRTH files in the v1 format. Changing the format breaks all of them and requires a big bang release on our side to upgrade the applications at the same time we move to the new files.
How can this not be considered an option by the TRTH team? It seems pretty fundamental to be able to reproduce existing behaviour in order to call the v2 product an "upgrade".
Dear community,
I am conveying an explanation from TR content experts:
"
Yes, there are differences from TRTHv1 SOAP API to our new TRTH
v2 REST API. The fields #RIC, Domain, Date-Time, Type are Default
fields which cannot be changed.
1) Field Date-Time is merged
: The TRTH v2 is running under Datascope platform. I confirm that Datascope
Select is designed in such a way that there are no separate Date and Time.
2) Regarding the separate
"GMT Offset" field , we had recorded this as a possible feature in
future release of TRTH v2 and working with our Development team.
On Oct 2nd 2017, fix on <TSDEV-279> was deployed to production
and now GMT offset separate field is available on TRTHv2 just like TRTHv1.
3) Timestamp Precision: TRTH
v2 (Elektron Tick History) Timestamps are stored with a
nanosecond (10-9 seconds) precision.
4) Regarding client comments “All our applications
are encoded to use TRTH v1 data, and won't be able to read TRTH v2 data. Could
you please add an option to obtain data in TRTH v1 format?”: there are no plans to get the data in same format as TRTH v1.
"
@Jerome Guiot-Dorel
I couldn't find options which can change the fixed columns (Domain and Date-Time) in the result from TRTH V2 REST API. Yes, the Date-Time timestamp is in nanosecond.
You can find all available options from:
You can also refer to Tick History v1 - v2 Comparison (June 2017).