For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
5 0 0 1

How does MessageTimeStampIn in ExtractionRequest work?

No matter I put LocalExchangeTime or GmtUtc, the values of "Date-Time" in the report is still in UTC. (e.g. 2021-05-11T21:08:00.000000000Z).

Here is the request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
    "ContentFieldNames": [
      "Open Bid",
      "High Bid",
      "Low Bid",
      "Close Bid",
      "Open Ask",
      "High Ask",
      "Low Ask",
      "Close Ask",
      "Open",
      "High",
      "Low",
      "Last"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "UseUserPreferencesForValidationOptions": false,
      "InstrumentIdentifiers": [
        {
          "Identifier": "EURONO\u003d",
          "IdentifierType": "Ric"
        },
        {
          "Identifier": "EURONO\u003dR",
          "IdentifierType": "Ric"
        }
      ]
    },
    "Condition": {
      "MessageTimeStampIn": "LocalExchangeTime",
      "ReportDateRangeType": "Range",
      "DateRangeTimeZone": "Eastern Time (US \u0026 Canada)",
      "QueryStartDate": "2021-05-11T17:00:00",
      "QueryEndDate": "2021-05-12T17:00:00",
      "SummaryInterval": "OneMinute",
      "TimebarPersistence": true,
      "DisplaySourceRIC": true
    }
  }
}

Here is the report:

#RIC,Alias Underlying RIC,Domain,Date-Time,Type,Open,High,Low,Last,Open Bid,High Bid,Low Bid,Close Bid,Open Ask,High Ask,Low Ask,Close Ask
EURONO=,,Market Price,2021-05-11T21:00:00.000000000Z,Intraday 1Min,,,,,6.075,6.075,6.075,6.075,7.875,7.875,7.875,7.875
EURONO=,,Market Price,2021-05-11T21:01:00.000000000Z,Intraday 1Min,,,,,6.075,6.075,6.075,6.075,7.875,7.875,7.875,7.875
dss-rest-apidssdatascope-selecttick-history-rest-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvote
Accepted
52.9k 136 44 63

@franzwong

I assume that for EURONO=, the LocalExchangeTime is also GMT.

I have tested with IBM.N and recieved the following output.

IBM.N/LocalExchangeTime

#RIC,Alias Underlying RIC,Domain,Date-Time,Type,Open,High,Low,Last,Open Bid,High Bid,Low Bid,Close Bid,Open Ask,High Ask,Low Ask,Close Ask
IBM.N,,Market Price,2021-05-11T12:00:00.000000000-04,Intraday 1Min,143.58,143.58,143.48,143.48,143.56,143.58,143.45,143.48,143.6,143.62,143.48,143.5
IBM.N,,Market Price,2021-05-11T12:01:00.000000000-04,Intraday 1Min,143.48,143.53,143.45,143.53,143.48,143.53,143.39,143.42,143.5,143.56,143.43,143.43
IBM.N,,Market Price,2021-05-11T12:02:00.000000000-04,Intraday 1Min,143.42,143.45,143.37,143.44,143.42,143.46,143.35,143.43,143.43,143.48,143.38,143.46
IBM.N,,Market Price,2021-05-11T12:03:00.000000000-04,Intraday 1Min,143.44,143.46,143.41,143.46,143.43,143.45,143.39,143.45,143.46,143.47,143.42,143.46

IBM.N/GmtUtc

#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Open Bid,High Bid,Low Bid,Close Bid,Open Ask,High Ask,Low Ask,Close Ask
IBM.N,,Market Price,2021-05-11T16:00:00.000000000Z,-4,Intraday 1Min,143.58,143.58,143.48,143.48,143.56,143.58,143.45,143.48,143.6,143.62,143.48,143.5
IBM.N,,Market Price,2021-05-11T16:01:00.000000000Z,-4,Intraday 1Min,143.48,143.53,143.45,143.53,143.48,143.53,143.39,143.42,143.5,143.56,143.43,143.43
IBM.N,,Market Price,2021-05-11T16:02:00.000000000Z,-4,Intraday 1Min,143.42,143.45,143.37,143.44,143.42,143.46,143.35,143.43,143.43,143.48,143.38,143.46

You can directly contact the Refinitiv Tick History support team via MyRefintiv to confirm it.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

I checked with support team and they told me the same. Thanks.

In any case thank you for helping me.