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g.suhharukov avatar image
28 ●6 ●6 ●5

Difference in time fields when extracting data

I am using the following fields to extract the data:

EXCHTIM --exchange time
TRDTIM_1 --time fo trade
QUOTIM_NS --time of quote 
TIMACT -- time in ACT
ASK_TIM_NS -- time of ASK quote
BID_TIM_NS -- time of BID quote

Why EXCHTIM sometimes differs from TRDTIM_1,QUOTIM_NS ,ASK_TIM_NS ,BID_TIM_NS (sometimes in several hours)?

What is the TIMACT? Can I substitute TRDTIM_1 and QUOTIM_NS with it (taking into account time zone differences)?

Is QUOTIM_NS shows always the same time as ASK_TIM_NS and BID_TIM_NS for a specific quote?


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wasin.w avatar image   wasin.w

Hello @g.suhharukov

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

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jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

@g.suhharukov You can discover the descriptions for fields using the Data Item Browser (type DIB into eikon search bar). In terms of your question - I believe all times on our realtime streams should be in GMT. I tried with the following:

df,err = ek.get_data(['VOD.L','BMWG.DE','GM'],
                     ['CF_DATE','EXCHTIM','TRDTIM_1','QUOTIM_NS','TIMACT','ASK_TIM_NS','BID_TIM_NS','CF_TIME','CF_LAST'])

df

Here as US is on holiday today for GM, EXCHTIM does differ from TRDTIM_1 or CF_TIME for example. I believe this gets reset during the closing run every day. CF_TIME and CF_DATE do persist as the last trade time and last trade date. Data models do differ by asset class and exchange - so you need to be sure you are looking at the correct fields. For specific fields we do provide a Data Model Discovery tool which is available on our developer community homepage:

If you have specific field level content queries and the DIB is not clear enough - the best thing to do is to raise a content query using the in-product Eikon Helios Menu -> Contact Us menu item and specifying a content query. I hope this can help.


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