Market Depth in TRTH using C# HSIM8

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Prathibha.Mariyappa
Prathibha.Mariyappa LSEG
in TRTH
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
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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @Prathibha.Mariyappa,

    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
        }

Answers

  • Gurpreet
    Gurpreet admin

    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?

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