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What time Open Interest data is published for the previous day?

We use

#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest

request to get data for the previous day for different instruments (Thomson Reuters Classification Scheme Description = 'Option'). We run the import at 3am every day, but only on Fridays "Open Interest" field is populated at that time. This field is populated for the previous day if we run import during the next day.

dss-rest-apidssdatascope-selecttime-series
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1 Answer

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Hello @antonzhelbakov,

With content questions, such as when specific DSS content becomes available, as a customer, the best way to get them answered by the appropriate Refinitiv content expert is to pose them directly to Refinitiv DSS content experts via Refinitiv Helpdesk Online -> Content -> DSS.

Refinitiv developers forums will be of most help to you with general questions and discussions centered around API usage, the majority of the forum's members are developers, the moderators of the forum are Refinitiv API experts.

As a quick lookup, and as a first sanity check when I run into an embargo, I find Refinitiv Tick History Data Coverage Guide very useful.

Data Release Times tab will give you a good idea when major exchanges open and close, the tab also includes embargo durations, i.e. the least time after the exchange close that the data will not be available for distribution.

Hope this helps

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Refinitiv Tick History Data Coverage Guide is useful indeed, thanks.
The data should be available, so I have opened a support ticket to get advice on the content.