Market Depth in TRTH using C# HSIM8
Hi All, Please help me get C#code for Market Depth data for HSIM8 and 1YMH9 in TRTH. HSIM8 can get the data on the 2018-01-08 by Web testing, but it cannot be obtained through the API; 1YMH9 can get data on the 2019-02-11 by Web test, but cannot get it through the API. @
jiangjk@jindefund.com
Best Answer
Both HSIM8 and 1YMH9 are historical RIC. You may need to set the "AllowHistoricalInstruments":true in the ValidationOptions of request body. Below is the sample.
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": ...,
"ValidationOptions": {
"AllowHistoricalInstruments": true
},
"UseUserPreferencesForValidationOptions": false
}
Both HSIM8 and 1YMH9 don't seem to be a valid identifiers. They are missing a suffix like - 1YMH9^0. What is the exact Market Depth call they are invoking? Is the timezone correctly identified as Central Time?