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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);…
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time problem
RTMD service OmmConsumer consumer(config.host("1**.***.***.*:14002").username("EM1_****_*********")); consumer.registerClient(ReqMsg().serviceName("hEDD").domainType(MMT_MARKET_PRICE).name("ESZ1m"), client) sleep(1200000); I get the following updates: UpdateMsg streamId="5" domain="MarketPrice Domain" updateTypeNum="0"…
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Any other timestamp fields available on Quote and Trade updates in WebSockets API?
From looking at the message content and the docs it looks like the only non-deprecated time fields we get are QUOTIM_NS for quotes and SALTIM_MS or SALTIM_NS for trades. Are there any other times available from the API? E.g. the time the event was posted to Reuters?
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VALUE_TS1 field in Elektron API has precision only till seconds but has millisec field
We are using Elektron API (EMA, Real time) and pulling VALUE_TS1 array.add(EmaFactory.createOmmArrayEntry().intValue(1010)); Should we be using another timestamp instead of this to get milli/nano sec frequency? We are interested to get Quote time at Venue Also we would like to confirm the quotes are updated in order, i.e.…
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Get Timestamp of Quotes for Put/Call Options
When inspecting historic put and call options, is it possible to get the timestamp of their bid and ask quotes? When considering the data, it seems as if there are discrepancies in the timestamps .
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TimeSeries missing TimeStamp
Hello, I'm using the .NET library in order to request TimeSeries. My goal is to extract some Swap Curve (for instance EURIRS) at a given historical date. (with daily summarization) For some reason at some some date (e.g. 10/03/2020), data are not returned by the library but if I check with the Curve Chart Preview tool I…
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General Question About Article Timestamps
If this is the wrong place to ask this question, my apologies, and please direct me to the property location to ask this question: We have noticed that many times a financial article will post at a given time, such as 4:00pm, but the timestamp in the article is 3:50pm, for example. We are certain that the article HTML and…
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Why does eikon.get_timeseries not return a timestamp?
Hi, Here is a snippet of my code. df = eikon.get_timeseries(['AUD='],start_date='2000-12-31',end_date='2020-4-18',interval='daily',fields=['TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE']) df.to_csv (r'D:\Data Science\export_dataframe.csv', index = False, header=True) print(df['TIMESTAMP']) print(df) I am…
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How to retrieve timestamp for update messages via Elektron Websocket API
How can I get a timestamp for the quotes or trades with each update message coming in from the Websocket API? I've requested many fields that should have a time or date for trades and quotes but I don't get anything. This is what my update messages come in looking like: [ { "DoNotConflate":true, "Fields":{…
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Sync time in earnings call transcripts from Street Events
Hello, I am extracting earnings call transcripts of US companies via the TRKD StreetEvents API. In some transcripts, each chunk of the conversation is tagged with a <sync-time> timestamp. It seems like this timestamp allows us to map the conversation to real time. May I know what timezone the <sync time> timestamps are in?
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Published time Java RFA API
We understand that the last update time for a RIC is dependent upon the underlying feed (broker). Our question is do Reuters provide a date/time stamp at the time the message is published out by the Java RFA API, so that our application can determine the time taken to receive the update.
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MRN TimeStamp FIDs
Hello Team, in MRN, which are the Timestamp FIDs associated with first take, subsequent takes, story updates, etc.. types of different message types? It seems that the first published date/time in MRN (FID: firstCreated) does not get updated for subsequent takes, updates, corrections to the news content. Is this behaviour…
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[EMA C++]How to get the "timestamp" when I reveive refreshMsg and updateMsg
hello: I develop with EMA C++; I want to know how to get "timestamp" of refreshMsg & updateMsg, so that I can get the time when the msg is created.
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RHistory Excel - Receive multiple Instruments without redundant TIMESTAMP
I'm currently working with the Thomson Reuters Excel Add-In to fetch data using the TRHistory function. =RHistory("EUR=;EURPLN=","BID.Timestamp;BID.Close";"START:cell_ref END:cell_ref Interval:1D",,"Sort:ASC CH:In;FD DAY:A NULL:NA", B4) This code does indeed receive the data, but unfortunately adds TIMESTAMP columns for…
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Wrong timestamp (LocalExchangeTime) in Intraday Summaries Extraction Request
I'm extracting tick data for certain RICs by posting appropriate Extraction Request with MessageTimeStampIn" : "LocalExchangeTime". The following is the Extraction Request { "ExtractionRequest" : { "@odata.type" : "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",…
