No data for .SZ Shenzhen stock 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
@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
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@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.
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 ?