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Is there any way using trth v2 REST api to get trading hours for given day for given futures contracts. For example I would like to get trading hours for "ESH9" on 2018.12.20. (in GMT or local including pre-open)
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Getting the trading hours for a specific instrument (and date)
There is no API call that delivers this. But there are ways to get the data per exchange, see what follows.
Trading hours per exchange
You can find trading hours using the Exchanges RICs Speed Guide Pages.
To identify the page, if you have Eikon you can start from page EXCHANGES, and drill down to specific exchanges. As an example, for Switzerland it is page CH/EXCH1, where you can choose the SIX exchange on page CH/EXCH2, that delivers trading hours:
Note that each row of data is provided in a string, in a range of fields: ROW80_1 - ROW80_25. To access specific fields, you need to use the TickHistoryRawExtraction report template which provides raw field-value format data. Also, the extraction date range should be at least seven days to ensure that a Refresh message was received (the refresh message contains all the data, not just updates).
Please refer to the Speed Guide Pages section of the REST API User Guide document for more information. Also, there is an article for this topic.
ESH9
This is an index forward on CME, in the Index and Options Market (IOM). For CME the trading hours are available under US/EXCH1 which tells us to look at GLOBEX, which leads us yet further ... but I'm not a data specialist, so I'm not sure where this takes us, apologies for that.
This forum is for software developers using Refinitiv APIs, and technical discussions. If you need to drill further, and for all precise data queries, please directly contact TRTH support team via MyRefinitiv. In the product field, select "Thomson Reuters Tick History v2".
