After requesting real time data for RIC HSIc1 / Tick / TRDPRC_1
Similar request for RIC:HSIc1 / Tick / BID
From the output, you are using ITimeSeriesDataService.SetupDataSubscription in Eikon COM. This interface initiates a Time Series data subscription with Realtime continuation.
The snippet code is:
tsRequest = timeSeries.SetupDataSubscription("HSIc1").From(DateTime.Now.AddHours(-8)).WithView("BID").WithInterval(CommonInterval.Tick).OnDataReceived(OnDataReceived).OnDataUpdated(OnDataUpdated).OnStatusUpdated(OnTSStatus).CreateAndStart();
When using "BID" view, the timestamp field for the UpdateType.NewPoint type fired in OnDataUpdated contains millisecond (8:9:0:704).
#### New Point VALUE 30378 VOLUME 3 TIMESTAMP 2/8/2018 8:09:00 AM TimeStamp:>>8:9:0:704 COUNT 1
However, if using the "TRDPRC_1" view, the timestamp field of the new point doesn't have millisecond value (8:17:59:0).
#### New Point VALUE 30430 VOLUME 1 TIMESTAMP 2/8/2018 8:17:00 AM TimeStamp:>>8:17:0:0 COUNT 1 #### New Point VALUE 30437 VOLUME 1 TIMESTAMP 2/8/2018 8:17:59 AM TimeStamp:>>8:17:59:0 COUNT 1 #### New Point VALUE 30435 VOLUME 1 TIMESTAMP 2/8/2018 8:18:58 AM TimeStamp:>>8:18:58:0 COUNT 1
Please confirm if it is the same problem mentioned in this question. After that, I will contact the support team to verify this problem.
The easiest way to reproduce the issue is using Time & Sales app in Eikon, which utilizes the same underlying API. Open new Time & Sales app and type in HSIc1 or EDc1, or VOD.L, or LHAG.F. Observe that timeseries backfilled to current moment have timestamp including milliseconds. However new trade updates that populate into the app have timestamp in seconds. Curiously the issue is reproduced with some RICs, but not others. E.g. AAPL.O, LHAG.DE or PEUP.PA display timestamp in milliseconds for every new trade update.
@Chon, I raised service request with Thomson Reuters support on your behalf. You may be contacted by TR Helpdesk.