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data time real-time
How to get the Data-Time which is in the history files, but which is not present in real-time.
real-time code
OmmConsumer consumer(config.host("1**.***.***.*:14002").username("EM1_****_*********")); consumer.registerClient(ReqMsg().serviceName("hEDD").domainType(MMT_MARKET_PRICE).name("ESZ1m"), client) sleep(1200000);
Result
UpdateMsg streamId="5" domain="MarketPrice Domain" updateTypeNum="0" seqNum="33040" name="UROZ1m" serviceId="259" serviceName="hEDD" Payload dataType="FieldList" FieldList FieldEntry fid="17" name="ACTIV_DATE" dataType="Date" value="06 DEC 2021" FieldEntry fid="5" name="TIMACT" dataType="Time" value="21:59:00:000:000:000" FieldEntry fid="4148" name="TIMACT_MS" dataType="UInt" value="79199700" FieldEntry fid="2420" name="BEST_BSIZ9" dataType="Real" value="53" FieldEntry fid="6552" name="NO_BIDORD9" dataType="UInt" value="9" FieldEntry fid="2430" name="NO_BIDMKR9" dataType="Real" value="9" FieldListEnd PayloadEnd UpdateMsgEnd UpdateMsg streamId="5" domain="MarketPrice Domain" updateTypeNum="0" seqNum="33056" name="UROZ1m" serviceId="259" serviceName="hEDD" Payload dataType="FieldList" FieldList FieldEntry fid="17" name="ACTIV_DATE" dataType="Date" value="06 DEC 2021" FieldEntry fid="5" name="TIMACT" dataType="Time" value="21:59:00:000:000:000" FieldEntry fid="4148" name="TIMACT_MS" dataType="UInt" value="79199700" FieldEntry fid="2421" name="BEST_BSZ10" dataType="Real" value="55" FieldEntry fid="6553" name="NO_BIDRD10" dataType="UInt" value="15" FieldEntry fid="2431" name="NO_BIDMK10" dataType="Real" value="15" FieldListEnd PayloadEnd UpdateMsgEnd UpdateMsg streamId="5" domain="MarketPrice Domain" updateTypeNum="0" seqNum="33072" name="UROZ1m" serviceId="259" serviceName="hEDD" Payload dataType="FieldList" FieldList FieldEntry fid="6517" name="HALT_REASN" dataType="Rmtes" value="0" FieldEntry fid="6615" name="HALT_RSN" dataType="Enum" value="0" FieldListEnd PayloadEnd UpdateMsgEnd
historical data code
new TickHistoryMarketDepthExtractionRequest
{
Condition = new TickHistoryMarketDepthCondition
{
ReportDateRangeType = ReportDateRangeType.Range,
QueryStartDate = startDate,
QueryEndDate = lastDate,
ExtractBy = TickHistoryExtractByMode.Ric,
MessageTimeStampIn = TickHistoryTimeOptions.LocalExchangeTime,
SortBy = TickHistorySort.SingleByRic,
View = TickHistoryMarketDepthViewOptions.LegacyLevel2,
DisplaySourceRIC = true
},
IdentifierList = new InstrumentIdentifierList
{
InstrumentIdentifiers = new[]
{
InstrumentIdentifier.Create(result.IdentifierType, result.Identifier)
},
ValidationOptions = new InstrumentValidationOptions
{
AllowHistoricalInstruments = true
}
},
Result
UROZ1,Market Price,2021-12-06T15:59:59.707461577-06,Legacy Level 2,UPDATE,UNSPECIFIED,,,,115,,25280,,UROZ1m,6 ,,,FID,17,,ACTIV_DATE,2021-12-06, ,,,FID,5,,TIMACT,21:59:00.000000000, ,,,FID,4148,,TIMACT_MS,79199700, ,,,FID,2420,,BEST_BSIZ9,53, ,,,FID,6552,,NO_BIDORD9,9, ,,,FID,2430,,NO_BIDMKR9,9, UROZ1,Market Price,2021-12-06T15:59:59.707461577-06,Legacy Level 2,UPDATE,UNSPECIFIED,,,,115,,25296,,UROZ1m,6 ,,,FID,17,,ACTIV_DATE,2021-12-06, ,,,FID,5,,TIMACT,21:59:00.000000000, ,,,FID,4148,,TIMACT_MS,79199700, ,,,FID,2421,,BEST_BSZ10,55, ,,,FID,6553,,NO_BIDRD10,15, ,,,FID,2431,,NO_BIDMK10,15, UROZ1,Market Price,2021-12-06T16:00:00.114722985-06,Legacy Level 2,UPDATE,UNSPECIFIED,,,,115,,25312,,UROZ1m,2 ,,,FID,6517,,HALT_REASN,0, ,,,FID,6615,,HALT_RSN,0," "
You can see that the historical data in the header of update messages has Data-Time in the format 2021-12-06T15:59:59.707461577-06
How do I get the same header in the real-time data so that there is a timestamp with the same format as on the historical data?
Please help in this matter, as time stamps are critical for algorithms.
Hi @s61670
I am not a content expert, but I believe the above Historical data timestamps are when the value was added to the historical database OR simple a combination of date+time fields to generate the timestamp.
For our real-time streaming data, we can only provide data as we receive it from the originating exchange.
As per previous content-related questions, you need to raise a Content-type ticket to confirm if any such data is available for the hEDD feed and to confirm how the timestamp in the Historical is arrived at/what it represents?
However, looking at the output from the above streaming data RIC - it does not appear to be the case.
Therefore, it may be a case of you need to combine the ACTIV_DATE and TIMACT_MS to arrive at your full timestamp.
As per my reply to your other question:
TIMACT_MS is milliseconds since midnight, so for example
45434283 = 12:37:14:283
This is something you can confirm with the Content helpdesk.