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muneish.adya avatar image
9 ●6 ●7 ●12

missing rows in trth v2 when querring for T-1 date compared to v1

I querried for VOD.L for 2017.09.27 using trth v1 and trth v2.

In v1 I got these extra rows [pasting a few of them]

1345062 VOD.L,27-SEP-2017,15:30:00.135,+1,Raw-TAS,83,UPDATE_PC,,,,5625,0,37040,57524,VOD.L,2

1345063 ,,,,FID,1030,,GEN_VAL6,211.3,,,,,,,

1345064 ,,,,FID,1031,,GEN_VAL7,1528270,,,,,,,

1345065 VOD.L,27-SEP-2017,15:30:00.135,+1,Raw-TAS,83,UPDATE_PC,,,,5625,0,37056,57524,VOD.L,2

1345066 ,,,,FID,1030,,GEN_VAL6,211.3,,,,,,,

1345067 ,,,,FID,1031,,GEN_VAL7,1525260,,,,,,,

1345068 VOD.L,27-SEP-2017,15:30:00.135,+1,Raw-TAS,83,UPDATE_PC,,,,5625,0,37072,57524,VOD.L,2

1345069 ,,,,FID,1030,,GEN_VAL6,211.3,,,,,,,

1345070 ,,,,FID,1031,,GEN_VAL7,1522250,,,,,,,

in v2, my last message ends at 15:29.

When I extract same days data from v2. I do not get any such data… So my last msg in v2 coming is

VOD.L,2017-09-27,15:29:59.096,1,Raw,UPDATE,QUOTE,,,,5625,,,36800,VOD.L,15

,,,0,FID,3855,,QUOTIM_MS,55799047,,,,,,,

,,,0,FID,1025,,QUOTIM,15:29:59.000000000,,,,,,,

,,,0,FID,22,,BID,208.05,,,,,,,

,,,0,FID,30,,BIDSIZE,8295,,,,,,,

,,,0,FID,291,,NO_BIDMMKR,3,,,,,,,

,,,0,FID,6544,,NO_BIDORD1,3,,,,,,,

,,,0,FID,6579,,BID_COND_N,0,,,,,,,

,,,0,FID,1071,,COLID_2,15, 15,,,,,,

,,,0,FID,275,,SEC_ACT_1,208.1,,,,,,,

,,,0,FID,1072,,COLID_3,15, 15,,,,,,

,,,0,FID,1073,,COLID_4,15, 15,,,,,,

,,,0,FID,1074,,COLID_5,15, 15,,,,,,

,,,0,FID,1422,,COLID_6,15, 15,,,,,,

,,,0,FID,134,,MID_PRICE,208.1,,,,,,,

,,,0,FID,135,,MID_NET_CH,-0.375,,,,,,,

(END)

tick-history-rest-api
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hi @muneish.adya

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 @muneish.adya

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

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

4 Answers

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veerapath.rungruengrayubkul avatar image
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@muneish.adya

I have seen the same result. This should be due to embargo. The extraction note contains the following information. My timezone is GMT+7, so the time mentioned is 15:30:00 GMT.

Some data suppressed for LSE, PE 5625.  Request occurred during embargo.  Data currently available through 09/28/2017 22:30:00. Full access at effective market close plus 2 hours.

From my understanding, the data in TRTH v2 is released basis 120 minutes post market close of each venue (since historical data is embargoed for 120 minutes post market close). This means that the LSE data after market close,15:30 GMT, will be available at 17:30 GMT (embargo 120 minutes) of the next day.

You can find more information about the data release time in the TickHistory Data Coverage Guide.

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muneish.adya avatar image
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Also, I am unable to query any .N / .PA stocks for T-1.

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●14
@muneish.adya

Could you share the request message you are using? Which programming language you are using?

I have seen the similar data in TRTH V2 with TickHistoryRawExtractionRequest. The extraction's condition is below.

"Condition": {
            "MessageTimeStampIn": "GmtUtc",
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2017-09-27T15:20:00.000Z",
            "QueryEndDate": "2017-09-27T15:40:00.000Z",
            "DisplaySourceRIC": true
        }

Output:

VOD.L,Market Price,2017-09-27T15:30:00.166110435Z,Raw,UPDATE,UNSPECIFIED,,,,5625,,37040,6
,,,FID,1021,,SEQNUM,6260835,
,,,FID,3912,,IND_AUC,211.3,
,,,FID,3913,,IND_AUCVOL,1528270,
,,,FID,1030,,GEN_VAL6,211.3,
,,,FID,1031,,GEN_VAL7,1528270,
,,,FID,11690,,IND_AUC_TP,C,
VOD.L,Market Price,2017-09-27T15:30:00.169801890Z,Raw,UPDATE,UNSPECIFIED,,,,5625,,37056,6
,,,FID,1021,,SEQNUM,6260958,
,,,FID,3912,,IND_AUC,211.3,
,,,FID,3913,,IND_AUCVOL,1525260,
,,,FID,1030,,GEN_VAL6,211.3,
,,,FID,1031,,GEN_VAL7,1525260,
,,,FID,11690,,IND_AUC_TP,C,
VOD.L,Market Price,2017-09-27T15:30:00.169801890Z,Raw,UPDATE,UNSPECIFIED,,,,5625,,37072,6
,,,FID,1021,,SEQNUM,6260959,
,,,FID,3912,,IND_AUC,211.3,
,,,FID,3913,,IND_AUCVOL,1522250,
,,,FID,1030,,GEN_VAL6,211.3,
,,,FID,1031,,GEN_VAL7,1522250,
,,,FID,11690,,IND_AUC_TP,C,

For .N / .PA issue, could you provide the note information returned from the Extractions/ExtractRawResult(ExtractionId='<jobID>') or /Extractions/ExtractRaw endpoint?

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muneish.adya avatar image muneish.adya

please try IBM.N and BNPP.PA for T-1

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muneish.adya avatar image
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@veerapath.rungruengrayubkul

2017.09.27 is now T-2 as today is 29th.

Please run for 2017.09.28 and you will see what I am saying.

please extract from both v1 and v2 and do a comparison to see missing rows.

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