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EOD Request does not return Open, High and Low. Also Intraday has similar problem

I am using ElektronTimeseriesExtractionRequest for On Demand extraction of End Of Day report.

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [
    	"RIC",
    	"Trade Date",
      	"Open",
      	"High",
      	"Low",
      	"Bid"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [{
        "Identifier": "RONILS=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "NZDCHF5Y=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "DKKSEK2Y=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "CADILS15M=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "AUDCHF7M=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "CAD=D3",
        "IdentifierType": "Ric"
},{
        "Identifier": "CZKJPY8M=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "CHFHUF2W=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "GBPZAR9M=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "GBPMXN=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "AUDHUF15M=R",
        "IdentifierType": "Ric"
}]
    	
    },
    "Condition":{
          "StartDate":"2017-11-03T00:00:00.000Z",
          "EndDate":"2017-11-03T23:59:59.999Z"
        }
  }
}

The O/P I get is:

RIC,Trade Date,Open,High,Low,Bid
RONILS=R,2017/11/03,,,,.8861
NZDCHF5Y=R,2017/11/03,,,, -1177.25
DKKSEK2Y=R,2017/11/03,,,,20.38
CADILS15M=R,2017/11/03,,,, -577.83
AUDCHF7M=R,2017/11/03,,,, -129.14
CZKJPY8M=R,2017/11/03,,,, -113.87
CHFHUF2W=R,2017/11/03,,,,7.5
GBPZAR9M=R,2017/11/03,,,,9968.46
GBPMXN=R,2017/11/03,,,,25.0942
AUDHUF15M=R,2017/11/03,,,, -560.66



If I request the same from TRTH V1, I get complete data:
#RIC,Date[L],Time[L],Type,Open,High,Low,Close Bid
RONILS=R,03-NOV-2017,,End Of Day,0.8882,0.8902,0.8843,0.8861
NZDCHF5Y=R,03-NOV-2017,,End Of Day,-1196.3549,-1155.1385,-1212.0789,-1177.25
DKKSEK2Y=R,03-NOV-2017,,End Of Day,18.4325,50.4458,-22.7996,20.38
CADILS15M=R,03-NOV-2017,,End Of Day,-551.5995,-526.0896,-593.3462,-577.83
AUDCHF7M=R,03-NOV-2017,,End Of Day,-133.9886,-128.051,-133.9902,-129.14
CAD=D3,03-NOV-2017,,End Of Day,1.2801,1.2835,1.2716,1.2758
CZKJPY8M=R,03-NOV-2017,,End Of Day,-122.2836,-84.2765,-172.9672,-113.87
CHFHUF2W=R,03-NOV-2017,,End Of Day,7.6428,8.2376,3.2597,7.5
GBPZAR9M=R,03-NOV-2017,,End Of Day,9708.208,10068.375,9623.6846,9968.46
GBPMXN=R,03-NOV-2017,,End Of Day,24.786,25.1525,24.7572,25.0942
AUDHUF15M=R,03-NOV-2017,,End Of Day,-561.7249,-548.6769,-579.563,-560.66
Could someone please tell me where I am going wrong?

Also, In V2, I get Bid price as .8861 and in V1 I get it as 0.8861. Are there any further changes to do in the request for getting the 0 before the decimal?

=================

Also, I tried TickHistoryIntradaySummariesExtractionRequest, I do not get Open,High,Low,Last,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks data. I get empty rows instead.

Here is the data in new version:

#RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks
MTGOV11YZ=R,Market Price,2017-11-03T00:00:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,,
MTGOV11YZ=R,Market Price,2017-11-03T00:01:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,,
MTGOV11YZ=R,Market Price,2017-11-03T00:02:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,,
MTGOV11YZ=R,Market Price,2017-11-03T00:03:00.000000000Z,+0,Intraday 1Min,,,,,,,,,,,,,,,

Here is data in old version:

#RIC,Date[G],Time[G],GMT Offset,Type,Open,High,Low,Last,Ave. Price,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks
MTGOV13YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,1.73546,1.73546,1.73546,1.73546,1.7355,1,1.73546,1.73546,1.73546,1.73546,1,0.7995753,0.7995753,0.7995753,0.7995753,1
MTGOV9YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,1.087489,1.087489,1.087489,1.087489,1.0875,1,1.087489,1.087489,1.087489,1.087489,1,0.9071886,0.9071886,0.9071886,0.9071886,1
MTGOV20YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.210698,2.210698,2.210698,2.210698,2.2107,1,2.210698,2.210698,2.210698,2.210698,1,0.6456852,0.6456852,0.6456852,0.6456852,1
MTGOV25YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.247225,2.247225,2.247225,2.247225,2.2472,1,2.247225,2.247225,2.247225,2.247225,1,0.5737355,0.5737355,0.5737355,0.5737355,1
MTGOV11YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,1.443154,1.443154,1.443154,1.443154,1.4432,1,1.443154,1.443154,1.443154,1.443154,1,0.8541808,0.8541808,0.8541808,0.8541808,1
MTGOV16YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.034234,2.034234,2.034234,2.034234,2.0342,1,2.034234,2.034234,2.034234,2.034234,1,0.7245452,0.7245452,0.7245452,0.7245452,1
MTGOV8YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,0.891275,0.891275,0.891275,0.891275,0.8913,1,0.891275,0.891275,0.891275,0.891275,1,0.9314748,0.9314748,0.9314748,0.9314748,1
MTGOV17YZ=R,20171103,08:00:00.000,+0,Intraday 1Min,2.099011,2.099011,2.099011,2.099011,2.0990,1,2.099011,2.099011,2.099011,2.099011,1,0.7024798,0.7024798,0.7024798,0.7024798,1

Here is my request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      	"Open",
      	"High",
      	"Low",
      	"Last",
      	"Open Bid",
      	"High Bid",
      	"Low Bid",
      	"Close Bid",
      	"Open Ask",
      	"High Ask",
      	"Low Ask",
      	"Close Ask",
      	"No. Trades",
      	"No. Bids",
      	"No. Asks"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",  
      "InstrumentIdentifiers": [
{
        "Identifier": "MTGOV13YZ=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "MTGOV9YZ=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "MTGOV20YZ=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "MTGOV25YZ=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "MTGOV11YZ=R",
        "IdentifierType": "Ric"
},{
        "Identifier": "MTGOV16YZ=R",
        "IdentifierType": "Ric"
}
      	]
    	
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2017-11-03T00:00:00.000Z",
      "QueryEndDate": "2017-11-03T23:59:59.999Z",
      "DisplaySourceRIC": true
    }
  }
}
tick-history-rest-api
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I got the same result. There is no value in Open, High, and Low fields.

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.

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@jirapongse.phuriphanvichai

I got the reply from customer support as below:
FX Spot and Forward RICs such as EUR=, INR=, AUD9MD=, and all the other FX RICs ending with “=” are what we call Super RICs. Super RICs carry contributed quotes from multiple contributors, primarily Global banks such as CITI, RBS, Societe Generale, BNP Paribas, UBS, Barclays etc. These RICs carry indicative quotes and are not actual dealt quotes to carry OPEN, HIGH, LOW, LAST attributes. Hence intraday summaries and Elektron Timeseries report template has not returned values for FX instruments for these fields.


In simple Composite RICs/Super RICs (EUR=, AUDCHF7M=R, CAD=D3) carry prices from banks and brokers. Prices are always indicative & purely contributed. As you may know these are OTC (over the counter) instruments which does not trade on any exchanges. Thus you will not receive any trades data.

Could you please tell me on how to go about this?

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Hi @san tang

Please see updates from the case 06012124 below:

FX Spot and Forward RICs such as EUR=, INR=, AUD9MD=, and all the other 
FX RICs ending with “=” are what we call Super RICs. Super RICs carry 
contributed quotes from multiple contributors, primarily Global banks 
such as CITI, RBS, Societe Generale, BNP Paribas, UBS, Barclays etc. 
These RICs carry indicative quotes and are not actual dealt quotes to 
carry OPEN, HIGH, LOW, LAST attributes. Hence intraday summaries and 
Elektron Timeseries report template has not returned values for FX 
instruments for these fields.

In simple Composite RICs/Super RICs (EUR=, AUDCHF7M=R, CAD=D3) carry
 prices from banks and brokers. Prices are always indicative & 
purely contributed. As you may know these are OTC (over the counter) 
instruments which does not trade on any exchanges. Thus you will not 
receive any trades data. 

The fields Open, High , Low , Last and  Volume under intraday summaries 
or Elektron timeseries template are to capture trade summaries. OTC 
instruments does not trade on any exchanges and will not receive any 
trades data.  



For OTC instruments, in TRTH v1 these fields were illogically copied
 and are reflecting the duplicated data from quote summary fields Open 
Bid, High Bid, Low Bid, Close Bid and No. Bids,etc.

 We have corrected this wrong behavior in TRTH v2 and duplication of
 bid summaries in Trade fields is removed.  Therefore you see the fields
 Open, High , Low , Last , Volume and No. of Trades blank in TRTH v2 for
 instruments which carry OTC quotes.

For OTCs, the fields of interest is Close Bid and Close Ask, which is available in the Bid and Ask price of v2.

RIC < FRGOV9YZ=R> is a “Zero curve RIC” and will display only Zero Yield and Discount Factor.

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Hi @san tang ,

Please see the following updates from the case: 06012124.

I would like to confirm that the issue regarding missing Open, High and Low values in Elektron Timeseries template for FX composite RICs [Example RIC: AUD=] has been fixed.

Please find the below sample data extraction (Elektron Timeseries) for your reference:
RIC Trade Date Open High Low Universal Close Price
AUD= 4/27/2018 0.7553 0.7583 0.753 0.7581

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