We are using, in our TRTH migration process, the following endpoint and report template for retrieving intraday data:
/Extractions/TickHistoryIntradaySummariesReportTemplates
{
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.TickHistoryIntradaySummariesReportTemplate",
"ShowColumnHeaders": false,
"Name": "12456790_REQUESTINTRADAY_TPLT_20170919.114535.380",
"Headers": [],
"Trailers": [],
"ContentFields": [{
"Format": null,
"FieldName": "Open"
},
{
"Format": null,
"FieldName": "High"
},
{
"Format": null,
"FieldName": "Low"
},
{
"Format": null,
"FieldName": "Last"
},
{
"Format": null,
"FieldName": "Volume"
}],
"Condition": {
"MessageTimeStampIn": "LocalExchangeTime",
"ReportDateRangeType": "Range",
"QueryStartDate": "2017-09-14T00:00:00.000Z",
"QueryEndDate": "2017-09-14T23:59:59.000Z",
"DisplaySourceRIC": false,
"SummaryInterval": "FiveMinutes"
}
}The instrument list is populated with several types of instruments. An example of that is shown below:
{
"Identifiers": [{
"IdentifierType": "Ric",
"Identifier": "SAN.MC"
},
...
{
"IdentifierType": "Ric",
"Identifier": "EUR="
},
{
"IdentifierType": "Ric",
"Identifier": "EUR10MV="
}
...
],
"KeepDuplicates": false
}Taking into account only the three instruments above, the extraction file only contains intraday data for the equity (SAN.MC)
SAN.MC,Market Price,2017-09-14T09:00:00.000000000+02,Intraday 5Min,5.58,5.585,5.57,5.581,390775
SAN.MC,Market Price,2017-09-14T09:05:00.000000000+02,Intraday 5Min,5.58,5.607,5.576,5.6,406852
SAN.MC,Market Price,2017-09-14T09:10:00.000000000+02,Intraday 5Min,5.6,5.602,5.591,5.592,179502
SAN.MC,Market Price,2017-09-14T09:15:00.000000000+02,Intraday 5Min,5.592,5.595,5.586,5.586,865217
SAN.MC,Market Price,2017-09-14T09:20:00.000000000+02,Intraday 5Min,5.586,5.586,5.579,5.58,416123
SAN.MC,Market Price,2017-09-14T09:25:00.000000000+02,Intraday 5Min,5.58,5.581,5.57,5.572,398044
SAN.MC,Market Price,2017-09-14T09:30:00.000000000+02,Intraday 5Min,5.572,5.576,5.564,5.575,384348
The extraction provide us no data for FX instruments (EUR=,EUR10MV=)
Any idea about what's happening?
Thanks
Ricardo
