question

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API Net.SDK returns less tick data compared to DSS GUI

test3.txttest25.txtObserved that NET.SDK returns less data compared to GUI.

In this case, the notes say it is returning for 25 identifiers, but only data for CLG0 (the first one) is present in extraction - Refer notes Test25.txt.

When I tried doing something similar via the UI it seems to work without issue (the issue is happening only when using the .NET SDK). It wouldn’t make sense to me for this to be a code issue, because if I reduce the list down to 3 RICs I get a response which contains all 3 (notes attached as test3.txt).

tick-history-rest-api.net
test3.txt (1.6 KiB)
test25.txt (4.8 KiB)
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Hello @vinaya.shetty,

Could you please include the original request, then I can try to run the same on my side, and see if the result is the same?

Or the code.

16 Answers

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To close out this thread - the issue was resolved by simply updating SharpZipLib to the latest version

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Hi @vinaya.shetty,

It could be the issue where default .Net library does not support the concatenated gzip files used by TRTH. Please see the Advisory: Avoid Incomplete Output - Download then Decompress for more information and solution.

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Hello @veerapath.rungruengrayubkul ., Client's response "implemented the suggested changes but the same issue is still happening.DssClient.zipPlease find attached my DssClient with the change implemented for ExtractRaw. let me what more information is needed..



dssclient.zip (788 B)
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Hello @vinaya.shetty,

I have tried the code with some instruments requested ( "CLG0", "CLH0", "CLM0", "CLM1", "CLU0") and been able to get data for RICs other than CLG0. Could you ask the client to share the code which create extraction request?

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DssClient.zip hello @veerapath.rungruengrayubkul, attached is the file with code,. let me know whether you need more information

also let me know shall I loop the client in this email thread.


dssclient.zip (788 B)
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@vinaya.shetty

I mean the code which creates a request message passed to Extract Raw function, so that I can use the request to replicate the issue.

public string[] ExtractRaw(ExtractionRequestBase request)
{
    var result = _context.ExtractRaw(request);
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hello @veerapath.rungruengrayubkul

Below is the code used to create the extraction request. The instrument object simply holds details of each instrument, so for the purposes of this it contains the RIC code. Let me know if you need anything else.


private TickHistoryTimeAndSalesExtractionRequest CreateRequest(IEnumerable<Instrument> symbols, DateTime fromDateTime, DateTime toDateTime)

{

var identifierList = InstrumentIdentifierList.Create(symbols.Select(ric => new InstrumentIdentifier

{ IdentifierType = IdentifierType.Ric, Identifier = ric.Ric }).ToArray());

identifierList.UseUserPreferencesForValidationOptions = false;

identifierList.ValidationOptions = new InstrumentValidationOptions

{

AllowHistoricalInstruments = _config.TickHistoryConfig.AllowHistoricalInstruments, //true

AllowOpenAccessInstruments = _config.TickHistoryConfig.AllowOpenAccessInstruments //true

};


var extractionRequest = new TickHistoryTimeAndSalesExtractionRequest

{

IdentifierList = identifierList,

ContentFieldNames = _config.TickHistoryConfig.ContentFieldNames.ToArray(), //Trade - Price, Trade - Volume

Condition = new TickHistoryTimeAndSalesCondition

{

SortBy = TickHistorySort.SingleByRic,

MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,

DateRangeTimeZone = "Local Exchange Time Zone",

TimeRangeMode = TickHistoryTimeRangeMode.Inclusive,

ApplyCorrectionsAndCancellations = _config.TickHistoryConfig.ApplyCorrectionsAndCancellations, //true

ExtractBy = TickHistoryExtractByMode.Ric,

ReportDateRangeType = ReportDateRangeType.Range,

QueryStartDate = DateTime.SpecifyKind(fromDateTime, DateTimeKind.Utc),

QueryEndDate = DateTime.SpecifyKind(toDateTime, DateTimeKind.Utc)

}

};


return extractionRequest;

}

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@vinaya.shetty,

I have tried the client's code, but still have not been able to reproduce the issue. My snippet code is attached. My application will log results to a file. You may ask the client to try the code.

code.zip


code.zip (1.5 KiB)
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sure let me share the code and see what the client comes back

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Hello @veerapath.rungruengrayubkul, there is no change..client wants to have a quick call to discuss this point. the user is based in Boston. Can you please suggest me the time to suggest for a call

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29k 33 11 15

Hello @vinaya.shetty,

Was the client able to run the code that @veerapath.rungruengrayubkul has provided? If yes, please ask them to share the output?

@veerapath.rungruengrayubkul is in a different time zone.

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Hello Zoya,

There doesn’t appear to be any difference other than outputting to a file instead. In any case, I have given it a go but still get the same output – please see attached.

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Hello Zoya, attaching the notes file too.notes.txt


notes.txt (5.1 KiB)
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hello Zoya .. the output file result.zip


result.zip (274.1 KiB)
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Hello @vinaya.shetty,

This is the result from running client's code or @veerapath.rungruengrayubkul code excerpt?

I run Veerapath's code (that downloads first, then decompresses) and see all the instruments in the result, 24K.

If you are running the same code, can you step through it in the debugger, any errors or exceptions?

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Hello Zoya, are fine to get on to a call so that you can share your views.. basically, the extraction taking place in our server as per Notes file.. not sure where the data is getting lost.

let me know if I can set up the call now.

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hello @zoya.farberov, I have just raised the question behalf of client .. I helped initially with the details. the Code build by @veerapath.rungruengrayubkul was run by the client and client noticed no change and requested for the call. this is the client Toby.Nelson@bp.com

is there a way I can connect him to this conversation .. so that he can share the information what you are looking for. thats would highlyu appreciated.

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Hello @vinaya.shetty,

Absolutely, please encourage the customer to register and login on dev portal,

and to share the info in this conversation, as well as get access to the breadth and depth of developer materials and resources available.

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Hello - I'm the customer! I have gone through all the developer materials and resources I can find and none of them help with this issue. I have also tried all the hints you have kindly provided in this thread and still get the same result.

As Vinaya has requested multiple times, please can we get a call setup to go through this urgently? This is currently blocking our onboarding to the DSS platform.

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