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TRTH V2 TickHistoryTimeAndSalesExtractionRequest Trade Price Currency

I'm making a TickHistoryTimeAndSalesExtractionRequest request. I get values back for everything except the currencies are missing. I need theses in the message so I can scale from GBp to GBP,etc.

I get back rows with 8 values (RIC, Date,Time,etc....Price,Volume,Trade Price Currency)

Currency is always empty. How can I update my request to receive the currency. I got "Trade - Trade Price Currency" from the available fields list. Is there a different field I should be looking at?

string[] _fieldNames = { "Trade - Price", "Trade - Volume", "Trade - Trade Price Currency" };

var request = return new TickHistoryTimeAndSalesExtractionRequest
                Condition = new TickHistoryTimeAndSalesCondition
                    ReportDateRangeType = ReportDateRangeType.Range,
                    QueryStartDate = startDateUtc,
                    QueryEndDate = endDateUtc,
                    ApplyCorrectionsAndCancellations = false,
                    ExtractBy = TickHistoryExtractByMode.Ric,
                    MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
                    SortBy = TickHistorySort.SingleByRic,
                    DisplaySourceRIC = false
                ContentFieldNames = _fieldNames,
                IdentifierList = instrumentIdentifierList

var result = extractionsContext.ExtractRaw(request);
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I got the same result as yours. There is no value in Trade - Trade Price Currency.

For this content issue, please kindly contact TRTH V2 support team via Contact Us for the answer. In the product field, please select Thomson Reuters Tick History v2.

0 Answers