question

Upvotes
19 5 9 10

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

tick-history-rest-apisoap-api
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@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).

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Hi,

This is also a problem for me. 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?

Regards

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@RTPKRSQT48

I will refer this request to TRTH team for further consideration.

@RTPKRSQT48

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.

Upvote
262 12 15 19

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

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262 12 15 19

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

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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".

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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.

"

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