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ryan.hamilton avatar image
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thompson and reuters extract raw date-time and GMTOffset behaviour

Hi,

I am wondering could someone explain the below behaviour of Date-Time and GMTOffset.

Why does my QueryStartDate and QueryEndDate not align with the data returned? Should it all not be GMT/UTC?



$ curl -s -k -H "Content-Type:application/json" -xhttps://NAappProxyHTTPNoPers.wlb.nam.nsroot.net:7777-H "Content-Type:application/json" -H "Authorization:Token _3wADauLL-*********uWYr8" "https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw" -X POST -d "{ \"ExtractionRequest\": {\"@odata.type\": \"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest\", \"ContentFieldNames\":[\"Quote - Price\",\"Quote - Volume\",\"Quote - Bid Price\",\"Quote - Bid Size\",\"Quote - Ask Price\",\"Quote - Ask Size\",\"Quote - Qualifiers\",\"Quote - Sequence Number\",\"Quote - Exchange Time\",\"Quote - Date\",\"Quote - Open\",\"Quote - High\",\"Quote - Low\",\"Quote - Implied Yield\",\"Quote - Net Change\",\"Trade - Price\",\"Trade - Volume\",\"Trade - Bid Price\",\"Trade - Bid Size\",\"Trade - Ask Price\",\"Trade - Ask Size\",\"Trade - Qualifiers\",\"Trade - Sequence Number\",\"Trade - Exchange Time\", \"Trade - Date\",\"Trade - Tick Direction\",\"Trade - Open\",\"Trade - High\",\"Trade - Low\",\"Trade - Accumulated Volume\",\"Trade - Percent Change\",\"Trade - Unique Trade Identification\",\"Trade - Aggressive Order Condition\",\"Trade - Net Change\"], \"IdentifierList\": { \"@odata.type\": \"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList\", \"UseUserPreferencesForValidationOptions\": false, \"InstrumentIdentifiers\": [{ \"Identifier\": \"TNc1\", \"IdentifierType\": \"Ric\" }] }, \"Condition\": { \"MessageTimeStampIn\": \"GmtUtc\", \"ReportDateRangeType\": \"Range\", \"QueryStartDate\": \"2019-10-27T00:00:00.000Z\", \"QueryEndDate\": \"2019-10-28T00:00:00.000Z\", \"DisplaySourceRIC\": true }}}"

{"@odata.context":"https://hosted.datascopeapi.reuters.com/RestApi/v1/$metadata#RawExtractionResults/$entity","JobId":"0x0739cbe2c3d6ce73","Notes":["Extraction Services Version 14.1.41747 (b5c7c4c15fd6), Built Jul 22 2020 17:35:32\nUser ID: 9024979\nExtraction ID: 2000000175471459\nSchedule: 0x0739cbe2c3d6ce73 (ID = 0x0000000000000000)\nInput List (1 items): (ID = 0x0739cbe2c3d6ce73) Created: 08/26/2020 06:29:45 Last Modified: 08/26/2020 06:29:45\nReport Template (34 fields): _OnD_0x0739cbe2c3d6ce73 (ID = 0x0739cbe2c3f6ce73) Created: 08/26/2020 06:28:12 Last Modified: 08/26/2020 06:28:12\nSchedule dispatched via message queue (0x0739cbe2c3d6ce73), Data source identifier (AF426DDCA8B14223B56932DBC0926EC8)\nSchedule Time: 08/26/2020 06:28:12\nProcessing started at 08/26/2020 06:28:12\nProcessing completed successfully at 08/26/2020 06:29:45\nExtraction finished at 08/26/2020 10:29:45 UTC, with servers: tm02n02, TRTH (80.474 secs)\nInstrument <RIC,TNc1> expanded to 1 RIC: TNc1.\nTotal instruments after instrument expansion = 1\nQuota Message: INFO: Tick History Futures Quota Count Before Extraction: 23; Instruments Approved for Extraction: 1; Tick History Futures Quota Count After Extraction: 23, 11.5% of Limit; Tick History Futures Quota Limit: 200\nManifest: #RIC,Domain,Start,End,Status,Count\nManifest: TNc1,Market Price,2019-10-27T04:01:06.318988060Z,2019-10-28T03:59:41.170670557Z,Active,24139\n"]}

sm19180@sd-20ac-ab82: /tmp/sm19180

$ curl -xhttps://NAappProxyHTTPNoPers.wlb.nam.nsroot.net:7777$'https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/RawExtractionResults(\'0x0739cbe2c3d6ce73')/$value' -H 'Authorization:Token _3wADauLL-doO-R6VZInSwHFxMRmLRBgGaWfa2NSBzA8Cmmg3i21AcRzMS6Dk_tPT7jx30u8d8Misxx-HOFNwViEfR7X73BvOxnzRi2nDhfIc1iNz8nJ5nrzi1lfBHbAd9OyEN_sdJ6T5OSAxfdCZDnORa8MsXE7yWC9ii-t66KzMXYHi6hsRlGaX6uS8EVPbEoj2mdAA8kSNOWYJ-C9PlQQe868UbaFxWxU8KhRf0x_JiJJIJnRlz1gp5R4_ehYhTlQVWBTzzRSbtWvRV4AybgirTeWCzH2O-2YB1yuWYr8' --compressed > /tmp/sm19180/TRTHtestf

bash: syntax error near unexpected token `)'


sm19180@sd-20ac-ab82: /tmp/sm19180

$ curl -xhttps://NAappProxyHTTPNoPers.wlb.nam.nsroot.net:7777$'https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/RawExtractionResults(\'0x0739cbe2c3d6ce73\')/$value' -H 'Authorization:Token _3wADauLL-doO-R6VZInSwHFxMRmLRBgGaWfa2NSBzA8Cmmg3i21AcRzMS6Dk_tPT7jx30u8d8Misxx-HOFNwViEfR7X73BvOxnzRi2nDhfIc1iNz8nJ5nrzi1lfBHbAd9OyEN_sdJ6T5OSAxfdCZDnORa8MsXE7yWC9ii-t66KzMXYHi6hsRlGaX6uS8EVPbEoj2mdAA8kSNOWYJ-C9PlQQe868UbaFxWxU8KhRf0x_JiJJIJnRlz1gp5R4_ehYhTlQVWBTzzRSbtWvRV4AybgirTeWCzH2O-2YB1yuWYr8' --compressed > /tmp/sm19180/TRTHtestf

% Total % Received % Xferd Average Speed Time Time Time Current

Dload Upload Total Spent Left Speed

100 313k 100 313k 0 0 311k 0 0:00:01 0:00:01 --:--:-- 345k


sm19180@sd-20ac-ab82: /tmp/sm19180

$ head -5 /tmp/sm19180/TRTHtestf

#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Price,Volume,Bid Price,Bid Size,Ask Price,Ask Size,Qualifiers,Seq. No.,Exch Time,Date,Tick Dir.,Open,High,Low,Acc. Volume,Percentage Change,Implied Yield,Unique Trade Identification,Aggressive Order Condition,Net Change

TNc1,TNZ9,Market Price,2019-10-27T04:01:06.318988060Z,-5,Quote,,,140.90625,2,140.9375,11,,,21:00:00.084000000,2019-10-27,,,,,,,1.79,,,

TNc1,TNZ9,Market Price,2019-10-27T04:03:15.158472127Z,-5,Quote,,,140.90625,2,140.9375,11,,,21:00:00.084000000,2019-10-27,,,,,,,1.79,,,

TNc1,TNZ9,Market Price,2019-10-27T04:05:24.110038790Z,-5,Quote,,,140.90625,2,140.9375,11,,,21:00:00.084000000,2019-10-27,,,,,,,1.79,,,

TNc1,TNZ9,Market Price,2019-10-27T04:07:34.108597861Z,-5,Quote,,,140.90625,2,140.9375,11,,,21:00:00.084000000,2019-10-27,,,,,,,1.79,,,

tick-history-rest-apitime-zone
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ryan.hamilton avatar image
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Perfect. Thanks for your help.

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Jirapongse avatar image
45.2k 103 43 60

@ryan.hamilton

From my checking, it relates to the Time Zone setting in the user preferences.

If the Time Zone is UTC-05:00, it shows "Market Price,2019-10-27T04:01:06.318988060Z,2019-10-28T03:59:41.170670557Z".

However, if the Time Zone is UTC, the result contains "Market Price,2019-10-27T00:00:31.714070093Z,2019-10-27T23:59:57.234735427Z".

Please verify the Time Zone setting in the user preferences.




1598589569141.png (28.5 KiB)
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