question

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About GMT display issue

Greetings All

I am using TRTH API to request EndOfDay Data.

I set rs.requestInGMT = true; and rs.displayInGMT = true; But the result is still for local exchange time as below, can anyone show me what is wrong?

#RIC Date[L] Time[L] MSFT.O 10-OCT-2016 MSFT.O 10-OCT-2016 MSFT.O 11-OCT-2016

As followed is the code:

DateRange dtrange = new DateRange();
                dtrange.start = DateTime.Today.AddDays(-1);
                dtrange.end = DateTime.Today;


                TimeRange tmrange = new TimeRange();
                tmrange.start = "0:00:00";
                tmrange.end = "23:59:59.999";


                Instrument[] instList = { new Instrument { code = "MSFT.O" } };


                Data[] domains = { new Data { field = FieldType.Domain, value = "EQU" } };
                MessageType[] messageTypes = api.GetMessageTypes(ref creds, domains, RequestType.EndOfDay);


                LargeRequestSpec rs = new LargeRequestSpec();
                rs.delivery = deliveryPushButton.Checked ? RequestDelivery.Push : RequestDelivery.Pull;
                rs.friendlyName = "MSFT EoD demo";
                rs.requestInGMT = true;
                rs.displayInGMT = true;
                rs.displayMicroseconds = false;
                rs.dateRange = dtrange;
                rs.timeRange = tmrange;
                rs.instrumentList = instList;
                rs.requestType = RequestType.EndOfDay;
                rs.messageTypeList = messageTypes;
                rs.dateFormat = RequestDateFormat.DDMMMYYYY;
                rs.disableDataPersistence = true;
                rs.includeCurrentRIC = false;
                reqId = api.SubmitFTPRequest(ref creds, rs);
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56k 145 45 65

According to TRTH Data Message Guide at https://developers.thomsonreuters.com/sites/default/files/TRTH_Data_Message_Guide.pdf, the Date and Time of End of Day Fields are Date[L] and Time[L], respectively.

This could be an expected behaviour.


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Thank you jirapongse, I think you are probably right~ do you know who I can talk to 100% confirm this?

@Leon.Hong

You can use Contact Us in https://my.thomsonreuters.com/ to submit a question to Thomson Reuters Tick History support team.

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7.6k 15 6 9

@Leon.Hong
I have reomoved original codes from FTP example and use your code instead, but I can't replicate the issue. See below for the data I get from https://tickhistory.thomsonreuters.com/HttpPull/List?dir=/api-results

#RIC,Start (GMT),End (GMT),Status,Details,Category,Quota RIC
MSFT.O,10-OCT-2016,11-OCT-2016,Active,,cash,MSFT.O

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@Leon.Hong

Oh just found some strange behaviour, it seems like above data from .MSFT_EoD_demo-N129561554-report.csv.gz shows correct (GMT) but from MSFT_EoD_demo-N129561554.csv.gz it shows (L) as your result.

#RIC,Date[L],Time[L],Type,Market VWAP,Qualifiers,PE Ratio,Yield,Open,High,Low,Last,Volume,Open Interest,Settle,Bench Price,Open Yld,High....