Multiple Rics On demand extraction returns only one Ric

Hello,

When running a multiple Rics On demand extraction, it returns only the first Ric.

The code I am using is the below code inspired from the DSS api example

What am I doing wrong?

Thank you for your help on this.

ExtractionsContext.Options.AutomaticDecompression = true; //Decompress gzip to plain text

// UTC start and endDate

var requestDate = new DateTime(2017, 7, 27);

var utcStartDate = requestDate.AddHours(8);

var utcEndDate = requestDate.AddHours(16);

var startDate = new DateTimeOffset(utcStartDate);

var endDate = new DateTimeOffset(utcEndDate);

var condition = new TickHistoryTimeAndSalesCondition
{
ReportDateRangeType = ReportDateRangeType.Range,

QueryStartDate = startDate,

QueryEndDate = endDate,

ApplyCorrectionsAndCancellations = false,

ExtractBy = TickHistoryExtractByMode.Ric,

MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,

SortBy = TickHistorySort.SingleByRic,
DisplaySourceRIC = true
};

var rics = new string[] { "AAL.L", "MMM.N" };

var instrumentIdentifiers = rics.Select(x => InstrumentIdentifier.Create(IdentifierType.Ric, x)).ToArray();

var indentifierList = new InstrumentIdentifierList { InstrumentIdentifiers = instrumentIdentifiers };

var request = new TickHistoryTimeAndSalesExtractionRequest
{
Condition = condition,
ContentFieldNames = FIELDS,
IdentifierList = indentifierList
};

Task<RawExtractionResult> resultTask;

RawExtractionResult result;

try

{

resultTask = ExtractionsContext.ExtractRawAsync(request);

result = await resultTask;

}

catch (Exception ex)
{

return;
}

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Accepted answers

Christiaan Meihsl

@sd, I just tried modifying our latest .Net sample 5 (it was updated on 28 June, along with the related tutorial), available from the downloads tab, to make the same request you make. It delivers data for several instruments (I tried with 5 RICs: ALVG.DE, AAL.L, IBM.N, MMM.N,0001.HK).

I attached the modified Program.cs file that requests the same data as you programcs.txt (modified the extension). Note that it reads the RICs from a file.

To install and run the code refer to .Net tutorial 1.

Hope this helps.

All comments

zoya faberov

Hello @sd,

Please try with automaticDecompression = false,

save on disk and unzip with 7zip?

Please refer to this question for the complete answer:

Multi file save on disk

Let us know if this helped?

Thanks,

-AHS

Christiaan Meihsl

I attached the modified Program.cs file that requests the same data as you programcs.txt (modified the extension). Note that it reads the RICs from a file.

To install and run the code refer to .Net tutorial 1.

Hope this helps.

Thank you very much. It seems to work with this set up. I will keep you posted in case of issue

Christiaan Meihsl

Ok, glad it works for you now.

mantonello

Hello,

In my case, I tried with the RICs "FEXDZ8" and "FEXDZ9", on August 14 for example. When I submit a Time and Sales request (trades and quotes) with both RICs, I get all the data for the first instrument (FEXDZ8) and just a few lines from the second one (FEXDZ9). On the other hand, if I submit the same request with just FEXDZ9, I get the full response. Have you ever experienced this issue? I tried both of the proposed solutions and none of them seems to work.

Thank you for your help.

Jirapongse

You should try to retrieve the file as a raw gzip file instead of decompressed data (csv).

If you are using C#, please change ExtractionsContext.Options.AutomaticDecompression to false and then change the codes that your write the result to file. For more information, please refer to this question.

mantonello

I am using 11.1.527 as well.

Jirapongse

Are you using proxy?

Please uncomment Status.Notify codes in RequestRawTransactionsDataAndSaveToGzipFile() function then set AutomaticDecompression to false.

ExtractionsContext.Options.AutomaticDecompression = false;

Run the Tick History: Request Raw Transactions Data – Save to File example. After receiving the response, please verify the HTTP Response from STEP# 2. You should see the binary data with 1F 8B 08 xxx.

mantonello

I am not using a proxy. The response that I get is different from yours:

RTPKRSQT48

I have also the same problem: csv file disguised as a gzip file. It's annoying because I need to store zipped files on my server.

Jirapongse

In the response, I found Via header.

Via: veg14pxmzdd7

From this page:

The Via general header is added by proxies, both forward and reverse proxies, and can appear in the request headers and the response headers. It is used for tracking message forwards, avoiding request loops, and identifying the protocol capabilities of senders along the request/response chain

I assume that this proxy may decompress the data and send the csv back to the application. Can you verify this with your network team?

Jirapongse

@mantonello

The workaround should be setting "Range: bytes=0-" in the request's header. Then the application will get 206 PartialContent with binary data. I assume that the proxy will not decompress this content.

The code looks like:

ExtractionsContext.SetRequestHeaders(() => { return new System.Collections.Generic.Dictionary<string, string> { { "Range", "bytes=0-" }}; });
   using (var response = ExtractionsContext.RawExtractionResultOperations.GetReadStream(result, 0))

The code sets the "Range" header before calling GetReadStream.

If you verify the HTTP, you will see:

However, the output file may be corrupted. The workaround is removing Status.Notify and Status.EndNotify from the code to get the complete file, as mentioned in the above comment.

mantonello

Hi,

Thank you for your reply. Unfortunately, it doesn't work as expected: the file is still decompressed in a csv one.

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