I'm trying to extract tick data with a summary interval of 1 minute for one complete day by setting "QueryStartDate" and "QueryEndDate" in the "Condition" of my Extraction Request appropriately.
A perl script is scheduled to run everyday at 7 pm to get previous day's data. It worked without any problems until recently. But now, it keeps polling the server until it gets a HTTP 200 response for very a long time (around 1 hour) and eventually fails with a response code of 500 and message "Server closed connection without sending any data back".
If I re-run the script again next day manually, sometimes it works and sometimes it fails again with the same response code. I'm not sure why this is happening as the failure seems to be completely random or maybe depends on the time of the day at which extraction request is being performed.
Below is the Extraction Request. Any help regarding this would be greatly appreciated. Thanks!
{
"ExtractionRequest" : {
"@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames" : [
"Close Ask",
"Close Bid",
"High",
"High Ask",
"High Bid",
"Last",
"Low",
"Low Ask",
"Low Bid",
"No. Asks",
"No. Bids",
"No. Trades",
"Open",
"Open Ask",
"Open Bid",
"Volume"
],
"IdentifierList" : {
"@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers" : [
{
"IdentifierType" : "Ric",
"Identifier" : "FBTSZ7"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FGBSZ7"
},
{
"Identifier" : "FBTPZ7",
"IdentifierType" : "Ric"
},
{
"Identifier" : "FBONZ7",
"IdentifierType" : "Ric"
},
{
"Identifier" : "FOATZ7",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FGBMZ7"
},
{
"Identifier" : "FGBLZ7",
"IdentifierType" : "Ric"
},
{
"Identifier" : "FGBXZ7",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FLGZ7"
},
{
"Identifier" : "TYZ7",
"IdentifierType" : "Ric"
},
{
"Identifier" : "USZ7",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "AULZ7"
},
{
"Identifier" : "FVZ7",
"IdentifierType" : "Ric"
},
{
"Identifier" : "TUZ7",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FBTSH8"
},
{
"Identifier" : "FGBSH8",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FBTPH8"
},
{
"Identifier" : "KOAH8",
"IdentifierType" : "Ric"
},
{
"Identifier" : "FOATH8",
"IdentifierType" : "Ric"
},
{
"Identifier" : "FGBMH8",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FGBLH8"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FGBXH8"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FLGH8"
},
{
"IdentifierType" : "Ric",
"Identifier" : "TYH8"
},
{
"IdentifierType" : "Ric",
"Identifier" : "USH8"
},
{
"Identifier" : "AULH8",
"IdentifierType" : "Ric"
},
{
"IdentifierType" : "Ric",
"Identifier" : "FVH8"
},
{
"IdentifierType" : "Ric",
"Identifier" : "TUH8"
}
],
"ValidationOptions" : {
"AllowHistoricalInstruments" : 1
},
"UseUserPreferencesForValidationOptions" : 0
},
"Condition" : {
"MessageTimeStampIn" : "LocalExchangeTime",
"ReportDateRangeType" : "Range",
"QueryStartDate" : "2017-10-20T00:00:00Z",
"QueryEndDate" : "2017-10-21T00:00:00Z",
"SummaryInterval" : "OneMinute",
"TimebarPersistence" : 1,
"DisplaySourceRIC" : 1
}
}
}It fails with this error message roughly after an hour
HTTP GET error code: 500
HTTP GET error message: Server closed connection without sending any data back
