question

Upvotes
wajdi.benslimane-ext avatar image
5 ●3 ●3 ●4

how to configure QueryStartDate and QueryEndDate in TickHistoryTimeAndSalesExtractionRequest

Hello,

how to configure QueryStartDate and QueryEndDate in TickHistoryTimeAndSalesExtractionRequest to be in local datetime ? Because I think that the API consider QueryStartDate and QueryEndDate to be on GMT , all the time.

In my case, I am trying to get Auction Price Data from the Australian Market , for example ric IOF.AX :

I did this :

.put("Condition", new JSONOrderedObject()

.put("MessageTimeStampIn", "LocalExchangeTime") .put("ApplyCorrectionsAndCancellations", true).put("ReportDateRangeType", "Range") .

put("QueryStartDate", "12:00:00")

.put("QueryEndDate", "23:59:59")

The result is not correct

IOF.AX,Market Price,2017-08-29T09:02:13.369484903+10,Auction,4.5,1159

IOF.AX,Market Price,2017-08-29T09:04:19.884988294+10,Auction,4.5,2326

Why is not correct ? because 2017-08-29T09:02:13.369484903+10 ( GMT+ offset) means that this auction was sent 2017-08-28T23:02:13.369484903Z australian local time,however the australian market closes at 16:30:00!

Someone can help here ?

Thanks

tick-history-rest-apitick-data
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Alex Putkov.1 avatar image   Alex Putkov.1

@wajdi.benslimane-ext
Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS

wasin.w avatar image   wasin.w

Hi @wajdi.benslimane-ext.

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,

AHS

wajdi.benslimane-ext avatar image   wajdi.benslimane-ext wasin.w

Hi, the subject related to my question is a use case that it has not been considered by TRTH V2. However, it is under investigation now by the Reuters teams. So, you can keep this question open until a fix is made or I can close it as not answered .

B.R.

4 Answers

· Write an Answer
Upvotes
steven.peng avatar image
426 ●2 ●4 ●4

@wajdi.benslimane-ext,

When the "MessageTimeStampIn" is set to "LocalExchangeTime", as you did, the returned time stamp is represented in the local exchange time. In your example:

IOF.AX,Market Price,2017-08-29T09:02:13.369484903+10,Auction,4.5,1159

the acution was sent at 9:02 am of Aug 29 AEST time. "+10" representatives it's off set from GMT so the equivalent GMT time should be AEST time minus 10 hours as Aug 28 23:02.

If you change "MessageTimeStampIn" to "GmtUtc" and do the same extraction, you should get the same auction data with GMT time stamp as:

IOF.AX,Market Price,2017-08-28T23:02:13.369484903Z,Auction,4.5,1159

IOF.AX,Market Price,2017-08-28T23:04:19.884988294Z,Auction,4.5,2326

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
wajdi.benslimane-ext avatar image
5 ●3 ●3 ●4

Hello Steven,

I need to precise a detail : My request is

.put("Condition", new JSONOrderedObject()

.put("MessageTimeStampIn", "LocalExchangeTime") .put("ApplyCorrectionsAndCancellations", true).put("ReportDateRangeType", "Range") .

put("QueryStartDate", "2017-08-28T12:00:00")

.put("QueryEndDate", "2017-08-28T23:59:59")

So when I get a response :

IOF.AX,Market Price,2017-08-29T09:02:13.369484903+10,Auction,4.5,1159

I suppose that there is something wrong : because I am asking for Auction of the local date 2017-08-28 but I am receiving an auction price, with local date , 2017-08-29.

I think this is an issue within the new version.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
steven.peng avatar image
426 ●2 ●4 ●4

QueryStartDate and QueryEndDate should be in UTC time. MessageTimeStampIn is only for time-stamps on extracted data. So if your need auction of Aug 28 between 12:00 and 23:00 local time time, it is GMT 02:00-13:00 and should be:

.put("QueryStartDate", "2017-08-28T02:00:00.000")

.put("QueryEndDate", "2017-08-28T13:59:59.000")

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
wajdi.benslimane-ext avatar image
5 ●3 ●3 ●4

I see your point. I've already thought about this solution. But I see here a big regression between TRTH V1 and TRTH V2.

In the previous version, and for the auction , I didn't care about the market, or its timezone ! I create a request and I set this parameter req.setRequestInGMT(false ) for Auction.

In TRTH V2, this parameter has disappeared , leaving us, the client of Reuters, in big trouble because in our migration project expected the same quality from the V2, and which is not.

I guess that Reutrers dev team should take care of this issue: adding a requestInGMT parameter.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.