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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

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1 Answer

13.7k 26 8 12

@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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