Hello
I would like to extract historic intraday data from the datascope select tickhistory.
The data I am interested in are the 1 hour open-high-low-close aggregates for example for the RIC code CFI2Z1, and
I am using the options included below.
When I compare the data with data extracted through the ELEKTRON-API where I am using the option "summaryTimestampLabel": "endPeriod" to get end-of-period timestamps, the data points are shifted by 1 hour, while all extractions should refer to GMT time zone, i.e. the timestamp from the ELEKTRON API is one hour later.
I was wondering if there exists an option for the DSS Tickhistory API to set timestamps to end-of-period as well.
I appreciate your kind help.
Thanks,
Eva
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",
"ContentFieldNames": [
"Open",
"High",
"Low",
"Last",
"No. Trades",
"Volume"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "CFI2Z0",
"IdentifierType": "Ric"
},
{
"Identifier": "CFI2Z1",
"IdentifierType": "Ric"
}
],
"UseUserPreferencesForValidationOptions": "False",
"ValidationOptions": {"AllowHistoricalInstruments": "True"}},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ReportDateRangeType": "Range",
"SummaryInterval": "OneHour",
"QueryStartDate": "2020-12-01T00:00:00.000Z",
"QueryEndDate": "2021-12-20T00:00:00.000Z",
"ExtractBy": "Ric",
"SortBy": "SingleByRic",
"TimeRangeMode": "Inclusive",
"DisplaySourceRIC": "True",
"TimebarPersistence": "True"
}
}
}