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I am having an issue regarding extracting Market depth prices.

Extraction Services Version 12.0.38730 (37673302648a), Built Apr 23 2018 21:17:22
User ID: 9017844
Extraction ID: 2000000029025258
Schedule: 25.05.2018 11.37.56 (ID = 0x0630af37cd4b2fe6)
Input List (1 items): Paulo Lista (ID = 0x062c437b860b2f76) Created: 11.05.2018 17:59:41 Last Modified: 11.05.2018 18:05:17
Report Template (6 fields): Market Depth TH1 legacy market depth X (ID = 0x062ddd673f2b3016) Created: 16.05.2018 17:23:34 Last Modified: 25.05.2018 11:37:44
Schedule dispatched via message queue (0x0630af380dab2fe6), Data source identifier (FEF157CD0B95416C981542CA16BF50FD)
Schedule Time: 25.05.2018 11:38:12
Processing started at 25.05.2018 11:38:21
Processing completed successfully at 25.05.2018 11:39:37
Extraction finished at 25.05.2018 10:39:37 UTC, with servers: tm07n01, TRTH (46.546 secs)
Instrument <RIC,AAPL.O> expanded to 1 RIC: AAPL.O.
Total instruments after instrument expansion = 1
Range Query from 2018-05-23T00:00:00.000 to 2018-05-25T23:59:59.000 (UTC)
Query window is 00:00:00.000 to 23:59:59.000 (UTC)
(RIC,AAPL.O,NSQ) Some data suppressed for release cycle(s) C3, C4, PE 74. Request occurred during embargo. Data currently available through 25.05.2018 01:00:00. See Release Cycle schedule in the user documentation for details.
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: AAPL.O,,,,Market depth not supported,0

dss-rest-apidatascope-selectdssmarket-depth
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Hello @psouto,

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-AHS

@psouto

Hello

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,
AHS

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Thanks,

AHS

1 Answer

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@psouto, I observe the same.

Availability of data depends on exchanges, and on your permissions. Market depth data is not available for all exchanges; I believe NSQ is one of those.

For data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via My Account or to call the Thomson Reuters Help Desk directly.

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