No data for .SZ Shenzhen stock in TRTH ?

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Tux1
Tux1 Explorer
in TRTH

Hi,

There is no data at all for any .SZ names in TRTH with Raw Extraction on the FID TRDVOL_1 (but none of them works) ?

Such as 000002.SZ


Thanks

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @Tux1,

    Thanks to the extraction notes, now we know why you don't receive the Shenzen data: it is a permissioning issue.

    Based on your contractual agreement, permissions are set for each data provider (exchange, broker, etc.), and there are several levels of permissions for each. You can see your permissions here: https://hosted.datascope.reuters.com/DataScope/permissions/thirdparty

    The moderators on this forum are developers whose skills cover the technical aspects of our product APIs. For permission changes, or explanations on those you have or need, please contact your Refinitiv account manager directly.

Answers

  • Tux1
    Tux1 Explorer

    Indeed sorry. I updated. All request done by Raw Extraction returns nothing on recent days (> 2019-05)

  • Christiaan Meihsl
    Christiaan Meihsl LSEG

    @Tux1,

    I tested, I can retrieve data. Here is the body of a sample request in Postman, to retrieve TRDVOL_1 for 000002.SZ in November 2019:

    {
      "ExtractionRequest": {
        "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryRawExtractionRequest",
        "IdentifierList": {
          "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [ { "Identifier": "000002.SZ", "IdentifierType": "Ric" } ]
        },
        "Condition": {
          "MessageTimeStampIn": "GmtUtc",
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2019-11-27T00:00:00.000Z",
          "QueryEndDate": "2019-11-28T00:00:00.000Z",
          "ExtractBy": "Ric",
          "SortBy": "SingleByRic",
          "DomainCode": "MarketPrice",
          "Fids": "178",
          "DisplaySourceRIC": true
        }
      }
    }

    Here is the beginning of the result (there are more than 9000 lines ...):

    #RIC,Domain,Date-Time,GMT Offset,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Alias Underlying RIC,Number of FIDs
    000002.SZ,Market Price,2019-11-27T01:25:03.357403769Z,+8,Raw,UPDATE,UNSPECIFIED,,,,5601,,43328,,1
    ,,,,FID,178,,TRDVOL_1,249000,
    000002.SZ,Market Price,2019-11-27T01:30:00.176065749Z,+8,Raw,UPDATE,UNSPECIFIED,,,,5601,,43360,,1
    ,,,,FID,178,,TRDVOL_1,1300,
    000002.SZ,Market Price,2019-11-27T01:30:03.360307865Z,+8,Raw,UPDATE,UNSPECIFIED,,,,5601,,43392,,1
    ,,,,FID,178,,TRDVOL_1,147800,

    Comparing your request with mine might help you identify the issue.

    If you don't find the cause of the issue, please post your entire request, with all details (endpoint, body, headers), as well as the responses (including the extraction notes), those will be useful to help you out.

  • Tux1
    Tux1 Explorer

    Hi @Christiaan, thanks for investigating. I checked the Notes I got from TRTH and this is what I get:

    (RIC,000002.SZ,SHZ)  row suppressed for lack of 'SHZ (SHENZHEN STOCK EXCHANGE LEVEL 1), SZ2 (SHENZHEN STOCK EXCHANGE L1 L2)' permission.
    Report suppressed because no instruments are permitted

    Looks like I am not permitted. Are you aware about any special permission to get this data ?

  • Tux1
    Tux1 Explorer
    Understood. Thanks for your help

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