Hello,
I'm trying to extract some time and sales data via an on demand raw extraction but I'm only getting a small subset of the expected results, whereas I'm able to get the full results when using the GUI. Is there any limitation when using the on demand requests ?
An excerpt of my request and the notes returned below:
request =
{'ExtractionRequest': {'@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest',
'Condition': {'ApplyCorrectionsAndCancellations': True,
'DisplaySourceRIC': True,
'ExtractBy': 'Entity',
'MessageTimeStampIn': 'LocalExchangeTime',
'QueryEndDate': '2019-10-25T20:15:00',
'QueryStartDate': '2019-10-25T19:45:00',
'ReportDateRangeType': 'Range',
'SortBy': 'SingleByRic',
'TimeRangeMode': 'Inclusive'},
'ContentFieldNames': ['Quote - Bid Price',
'Quote - Bid Size',
'Quote - Ask Price',
'Quote - Ask Size',
'Trade - Bid Price',
'Trade - Bid Size',
'Trade - Ask Price',
'Trade - Ask Size'],
'IdentifierList': {'@odata.type': '#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList',
'InstrumentIdentifiers': [{'Identifier': 'SPXWw011927250.U',
'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927300.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927350.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927400.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927450.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927500.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927550.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927600.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927650.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927700.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927750.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927800.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927850.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927900.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011927950.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011928000.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011928050.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011928100.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011928150.U', 'IdentifierType': 'Ric'},
{'Identifier': 'SPXWw011928200.U', 'IdentifierType': 'Ric'},],
'UseUserPreferencesForValidationOptions': True}}}
notes =
'Extraction Services Version 13.2.41189 (85522a4c8b22), Built Nov 11 2019 22:20:39',
'User ID: ',
'Extraction ID: 2000000113205251',
'Schedule: 0x06dfaee189312bd0 (ID = 0x0000000000000000)',
'Input List (83 items): (ID = 0x06dfaee189312bd0) Created: 11/20/2019 08:31:46 Last Modified: 11/20/2019 08:31:46',
'Report Template (8 fields): _OnD_0x06dfaee189312bd0 (ID = 0x06dfaee189b12bd0) Created: 11/20/2019 08:29:34 Last Modified: 11/20/2019 08:29:34',
'Schedule dispatched via message queue (0x06dfaee189312bd0), Data source identifier (93ECB38A43154CAD8A1154D930EDB5C2)',
'Schedule Time: 11/20/2019 08:29:35',
'Processing started at 11/20/2019 08:29:36',
'Processing completed successfully at 11/20/2019 08:31:46',
'Extraction finished at 11/20/2019 08:31:46 UTC, with servers: tm02n02, TRTH (71.93 secs)',
'Historical Instrument <RIC,SPXWw011927250.U> expanded to 1 RIC: SPXWw011927250.U.',
'Historical Instrument <RIC,SPXWw011927300.U> expanded to 1 RIC: SPXWw011927300.U.',
'Historical Instrument <RIC,SPXWw011927350.U> expanded to 1 RIC: SPXWw011927350.U.',
'Historical Instrument <RIC,SPXWw011927400.U> expanded to 1 RIC: SPXWw011927400.U.',
'Historical Instrument <RIC,SPXWw011927450.U> expanded to 1 RIC: SPXWw011927450.U.',
'Historical Instrument <RIC,SPXWw011927500.U> expanded to 1 RIC: SPXWw011927500.U.',
'Historical Instrument <RIC,SPXWw011927550.U> expanded to 1 RIC: SPXWw011927550.U.',
'Historical Instrument <RIC,SPXWw011927600.U> expanded to 1 RIC: SPXWw011927600.U.',
'Historical Instrument <RIC,SPXWw011927650.U> expanded to 1 RIC: SPXWw011927650.U.',
'Historical Instrument <RIC,SPXWw011927700.U> expanded to 1 RIC: SPXWw011927700.U.',
'Historical Instrument <RIC,SPXWw011927750.U> expanded to 1 RIC: SPXWw011927750.U.',
'Total instruments after instrument expansion = 83',
'Range Query from 2019-10-25T19:45:00.000 to 2019-10-25T20:15:00.000 (UTC)',
'Quota Message: INFO: Tick History Options Quota Count Before Extraction: 47; Instruments Approved for Extraction: 1; Tick History Options Quota Count After Extraction: 47, 78.3333333333333% of Limit; Tick History Options Quota Limit: 60',
'Manifest: #RIC,Domain,Start,End,Status,Count',
'Manifest: SPXWk011930200.U,Market Price,2019-10-25T19:45:00.084016861Z,2019-10-25T20:14:59.197502072Z,Active,678',
'Manifest: SPXWk011930250.U,Market Price,2019-10-25T19:45:00.416646846Z,2019-10-25T20:14:59.528750063Z,Active,619',
'Manifest: SPXWk011930300.U,Market Price,2019-10-25T19:45:00.751666355Z,2019-10-25T20:14:59.860912512Z,Active,690',
'Manifest: SPXWk011930350.U,Market Price,2019-10-25T19:45:00.083406164Z,2019-10-25T20:14:59.201640345Z,Active,639',
'Manifest: SPXWk011930400.U,Market Price,2019-10-25T19:45:00.418477881Z,2019-10-25T20:14:59.529562257Z,Active,659',
'Manifest: SPXWk011930450.U,Market Price,2019-10-25T19:45:00.751679571Z,2019-10-25T20:14:59.861306049Z,Active,650',
'Manifest: SPXWk011930500.U,Market Price,2019-10-25T19:45:00.084726519Z,2019-10-25T20:14:59.200826455Z,Active,674',
'Manifest: SPXWk011930550.U,Market Price,2019-10-25T19:45:01.442438658Z,2019-10-25T20:14:58.534407536Z,Active,658',
'Manifest: SPXWk011930600.U,Market Price,2019-10-25T19:45:01.793153265Z,2019-10-25T20:14:58.863615075Z,Active,631',
'Manifest: SPXWk011930650.U,Market Price,2019-10-25T19:45:01.110501067Z,2019-10-25T20:14:58.201620846Z,Active,616',
'Manifest: SPXWk011930700.U,Market Price,2019-10-25T19:45:01.442281722Z,2019-10-25T20:14:58.534447688Z,Active,600',
'Manifest: SPXWk011930750.U,Market Price,2019-10-25T19:45:01.441433928Z,2019-10-25T20:14:58.531512914Z,Active,594',
'Manifest: SPXWk011930800.U,Market Price,2019-10-25T19:45:01.108691063Z,2019-10-25T20:14:58.200188611Z,Active,604',
'Manifest: SPXWk011930850.U,Market Price,2019-10-25T19:45:01.443025611Z,2019-10-25T20:14:58.533451126Z,Active,607',
'Manifest: SPXWk011930900.U,Market Price,2019-10-25T19:45:03.843663254Z,2019-10-25T20:14:58.865526983Z,Active,550',
'Manifest: SPXWk011930950.U,Market Price,2019-10-25T19:45:01.111667870Z,2019-10-25T20:14:58.200801172Z,Active,514',
'Manifest: SPXWk011931000.U,Market Price,2019-10-25T19:45:01.107683661Z,2019-10-25T20:14:58.196788052Z,Active,473',
'Manifest: SPXWk011931050.U,Market Price,2019-10-25T19:45:00.086552971Z,2019-10-25T20:14:31.029838257Z,Active,493',
'Manifest: SPXWk011931100.U,Market Price,2019-10-25T19:45:44.034855495Z,2019-10-25T20:14:56.525360521Z,Active,476',
