I am extracting data for RIC="CLZ7" (Crude Oil Futures contract).
I would like to receive return rows in which all of the following fields filled:
"Trade - Bid Price","Trade - Price", "Trade - Ask Price","Trade - Volume", "Trade - Exchange Time"
However the "Trade - Bid Price" and "Trade - Ask Price" fields are always returned blank.
I understand that I can use the fields "Quote - Bid Price" and "Quote - Ask Price" to retrieve Bid and Ask Prices before and after the trade, but these Bids and Asks are returned in separate rows from the "Trade" data. While it is possible to accomplish what I'd ultimately like to accomplish with post-extraction processing, extractions that include "Quote - " fields are orders of magnitude larger than extractions that include only "Trade - " fields and I'd like to avoid extracting this extraneous information and avoid highly inefficient extractions.
Is there any way using trth v2 REST api to get trading hours for given day for given futures contracts. For example I would like to get trading hours for "ESH9" on 2018.12.20. (in GMT or local including pre-open)