Understanding options for ReportDateRangeType for TRTH

Hi @jwaldron

Currently, there are three ReportDateRange types available for TimeandSales and MarketDepth templates.

1. "Range"
2. "Delta"
3. "Relative"

"Delta" is used in conjunction with "DaysAgo". It will return all data that has occurred a number of days ago, beginning at 00:00:00.

"Relative" is used in conjunction with "RelativeStartDaysAgo", "RelativeEndDaysAgo", "RelativeStartTime", and "RelativeEndTime". Similar to Delta, it will return all data that has occurred between the set number of days ago.

So, no, you cannot specify "trading session" as date range type. However, if you know the trading session window, you can use the condition "TimeRangeMode": "Window" to limit extracted data to the specific time window daily between start and end times.

For example, the below JSON will limit extracted data to the time between 10:00 to 11:00 from the 3 to 5 days ago.

"Condition": {
  "MessageTimeStampIn": "GmtUtc",
  "ApplyCorrectionsAndCancellations": false,
  "ReportDateRangeType": "Relative",
  "RelativeStartDaysAgo": 5,
  "RelativeEndDaysAgo": 3,
  "RelativeStartTime": "10:00:00",
  "RelativeEndTime": "11:00:00",
  "TimeRangeMode": "Window",
  "DisplaySourceRIC": true
}