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TRTH Date Time Response

I'm sending a time-sales request with the following body:

requestBody={
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
    "ContentFieldNames": [
      "Trade - Price",
      "Trade - Volume",
      "Trade - Exchange Time"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [{
        "Identifier": "SXFM7",
        "IdentifierType": "Ric"
      }],
           "ValidationOptions": { 
        "AllowHistoricalInstruments": "true" 
      }, 
      "UseUserPreferencesForValidationOptions": "false", 
    },
    "Condition": {
      "MessageTimeStampIn": "GmtUtc",
      "ApplyCorrectionsAndCancellations": "false",
      "ReportDateRangeType": "Range",
      "QueryStartDate": "2017-05-30T01:00:00.000Z",
      "QueryEndDate": "2017-06-02T23:59:00.000Z",
      "DisplaySourceRIC": "true"
    }
  }
}

In the old TRTH service the response included two columns :

  • Date [G] which included a Date (without time component) such as 1/17/2017
  • Time [G] which included a Time (without date component) such as 12:00:00 AM

However, in the new service I receive both the date and time back in a single column called :

  • Date-Time in a format such as 2017-05-30T10:00:00.03175151277Z

Is there anything I can put in the response header to get the two columns Date and Time back in the same format as in the older TRTH service?

tick-history-rest-apidate
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1 Answer

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It was mentioned in TICK HISTORY V1 - V2 COMPARISON (JUNE 2017).

There are no separate Date, Time and GMT Offset columns in Tick History v2.0. Instead, a single column, using ISO 8601 format to nanosecond precision, is provided. The PCAP timestamp columns cannot be customized in Datascope Select, nanosecond data is always provided.

For more information, please refer to the above document in section Difference 13: PCAP Timestamp Fields.

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