Please tell me the answer to who worked with such problems
Using an API example to access Tick History
For example: RIC ESH1 (raw market-by-price)
Something does not download the full contract from the start date to the current date.
Cuts the file size.
How to download the contract completely so that the dates inside the file do not cut?
So for example, why 1UROF0, 1UROF1, 1UROF8, 1UROF9, 1UROG0, 1UROG1 file size 0 kb
Why?
code:
using System;
using System.Linq;
using System.Diagnostics;
using System.IO;
using ThomsonReuters.Dss.Api.StandardExtractions;
using ThomsonReuters.Dss.Api;
using ThomsonReuters.Dss.Api.Content;
using ThomsonReuters.Dss.Api.Extractions;
using ThomsonReuters.Dss.Api.Extractions.ExtractionRequests;
using ThomsonReuters.Dss.Api.Extractions.ReportExtractions;
using ThomsonReuters.Dss.Api.Extractions.ReportTemplates;
using ThomsonReuters.Dss.Api.Extractions.Schedules;
using ThomsonReuters.Dss.Api.Extractions.SubjectLists;
using ThomsonReuters.Dss.Api.Search;
using ThomsonReuters.Dss.Core.RestApi;
namespace RefinitivHistoryTesting
{
class Program
{
static void Main(string[] args)
{
//-----------------------------------------------------------------
//Connect and authenticate to the DSS server:
//-----------------------------------------------------------------
Uri dssUri = new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/");
string dssUserName = "****";
string dssUserPassword = "*****";
var out_dir = @".\Storage\";
var SearchContext = new SearchContext(dssUri, dssUserName, dssUserPassword);
var ExtractionsContext = new ExtractionsContext(dssUri, dssUserName, dssUserPassword);
var availableMbPFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryRaw);
var availableTnSFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TickHistoryTimeAndSales);
ExtractionsContext.Options.AutomaticDecompression = true;
var dateRange = DateTimeRange.Create(
new DateTimeOffset(2008, 01, 01, 0, 0, 0, TimeSpan.Zero),
new DateTimeOffset(2020, 12, 22, 0, 0, 0, TimeSpan.Zero));
var request = new HistoricalChainResolutionRequest
{
ChainRics = new[] { "0#1URO:" },//{ "0#ESH1m" },//{ "0#1URO:" },
Range = dateRange
};
var chain_results = SearchContext.HistoricalChainResolution(request);
foreach (var chain in chain_results)
{
Console.WriteLine("Chain Identifier: {0} {1}, Constituents: {2}", chain.IdentifierType, chain.Identifier, chain.Constituents.Count());
foreach (var constituent in chain.Constituents)
{
var searchResults = SearchContext.HistoricalSearch(
HistoricalSearchRequest.Create(
constituent.Identifier, constituent.IdentifierType, dateRange, HistoricalResultsBy.Ric, null));
//foreach (var result in from pos in searchResults where pos.DomainCode == "8" select pos)
foreach (var result in searchResults) // выкачивает 8 и 6, если имя контракта или все файлы если chain
//var result = searchResults.FirstOrDefault(pos => pos.Identifier.Contains("1UROF0") &&pos.DomainCode=="8");
//if (result != null)
{
var startDate = result.FirstDate;//new DateTimeOffset(2021, 01, 01, 0, 0, 0, TimeSpan.Zero);//result.FirstDate;
var lastDate = result.LastDate;//new DateTimeOffset(2021, 03, 05, 0, 0, 0, TimeSpan.Zero);//result.LastDate;
Console.WriteLine("{0},\t {1},\t {2},\t {3},\t {4}", result.Identifier, result.IdentifierType, startDate, lastDate, result.DomainCode);
var extractionResult = ExtractionsContext.ExtractRaw(
//!!!--- Это должно соответствовать модели данных Real Time API MarketByPrice---!!!
new TickHistoryRawExtractionRequest
{
Condition = new TickHistoryRawCondition
{
ReportDateRangeType = ReportDateRangeType.Range,
QueryStartDate = startDate, //new DateTimeOffset(2016, 07, 25, 20, 0, 0, TimeSpan.Zero),
QueryEndDate = lastDate, //new DateTimeOffset(2016, 08, 02, 19, 59, 59, TimeSpan.Zero),
ExtractBy = TickHistoryExtractByMode.Ric,
MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
SortBy = TickHistorySort.SingleByRic,
DomainCode = TickHistoryRawDomain.MarketByPrice,
DisplaySourceRIC = true
},
IdentifierList = new InstrumentIdentifierList
{
InstrumentIdentifiers = new[]
{
InstrumentIdentifier.Create(result.IdentifierType, result.Identifier)
}
},
});
using (var response = ExtractionsContext.RawExtractionResultOperations.GetReadStream(extractionResult))
using (var reader = new StreamReader(response.Stream))
{
var fileName = out_dir + "_" + result.Identifier + "_" + startDate.DateTime.ToString("dd.MM.yyyy") + "_" + lastDate.DateTime.ToString("dd.MM.yyyy") + "_MarketByPrice.txt";
using (var fileStream = File.Create(fileName))
response.Stream.CopyTo(fileStream);
}
}
}
}
Console.WriteLine("Press Enter to exit");
Console.ReadLine();
}
}
}
