Hi there, I notice that when I extract TickHistoryRaw data, 2 columns are missing in v2 (compared to v1). These are RTL, SourceRic. Are these columns obsolete? can there be any assumptions made about the content of these columns if I want our systems to process v2 without much changes to raw data processor?
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missing columns on trth raw v2 vis-a-vis v1
@muneish.adya, can you share the exact query you are making ? That will help us give you an appropriate answer.
@muneish.adya
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-AHS
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According to TICK HISTORY V1.0 VS. V2.0 COMPARISON, the "RTL" column will be replaced by "SeqNum" column.
@muneish.adya, for TRTH Time and Sales, the main field names for sequence numbers are:
- "Trade - Sequence Number"
- "Quote - Sequence Number"
You can find all field names by report template in the TRTH data dictionary, in the tab "Field Descriptions".
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@muneish.adya, in the case of an On Demand request, you can include the source RIC in the results, by including "DisplaySourceRIC": true in the "Condition". Example:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [ "Trade - Price", "Trade - Volume", "Trade - Exchange Time" ],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "CARR.PA", "IdentifierType": "Ric" }
]
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations": false,
"ReportDateRangeType": "Range",
"QueryStartDate": "2017-08-18T05:00:00.000Z",
"QueryEndDate": "2017-08-18T07:01:00.000Z",
"DisplaySourceRIC": true
}
}
}
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@Christiaan Meihsl
The setting "DisplaySourceRIC": true does not seem to work for TickHistoryRaw
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@muneish.adya, I just quickly tested it with "DisplaySourceRIC": false (I have a tendency to set it to true by default). for a TickHistoryRawExtractionRequest. You are right, for that call its setting has no influence, you always get the RIC in the main result lines (and not in the individual FID lines), as illustrated at the end of REST API Tutorial 8. Note that the format of this response is particular. It starts with a line that defines among others the time stamp and the Number of FIDs that were updated (last field, in this case it has value 13):
#RIC,Domain,Date-Time,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Number of FIDs CARR.PA,Market Price,2016-09-29T12:00:00.942730204Z,Raw,UPDATE,UNSPECIFIED,,,,8132,,2800,13
This is then followed by 13 lines, 1 for each updated FID:
,,,FID,4981,,TRTN,0.89, ,,,FID,4982,,TRTN_3MT,5.85, ,,,FID,5615,,YR_TRTN,-5.23, ,,,FID,5619,,YTD_TRTN,-7.95, ,,,FID,9257,,ASY_VA_DT,2016-09-29, ,,,FID,9959,,TRTN_1W,-0.59, ,,,FID,9960,,TRTN_1M,4.97, ,,,FID,9961,,TRTN_2Y,1.34, ,,,FID,9962,,TRTN_3Y,-0.39, ,,,FID,9963,,TRTN_4Y,60.61, ,,,FID,9964,,TRTN_5Y,52.58, ,,,FID,9965,,MTD_TRTN,2.29, ,,,FID,9966,,QTD_TRTN,3.29,
After that you get the next update:
CARR.PA,Market Price,2016-09-29T12:00:03.161984291Z,Raw,UPDATE,QUOTE,,,,8132,,2816,14
And so on ...
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So any way I can get the SourceRIC for raw v2?
@muneish.adya, yes, as the first element of the first line of an update:
CARR.PA,Market Price,2016-09-29T12:00:00.942730204Z,Raw,UPDATE,UNSPECIFIED,,,,8132,,2800,13
But the RIC is not included in the following lines (those with the individual updates by FID), because they are part of the same update:
,,,FID,4981,,TRTN,0.89, ,,,FID,4982,,TRTN_3MT,5.85, etc.
In other words, an update has a kind of "header" line that includes the RIC, timestamp, and number of changed FIDs, followed by all the individual changes, one line by FID.
