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What is a TRTH template ?

Can you please explain what is meant by a template ? The concept is not very clear.

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A TRTH report template defines the data you want to request, more precisely its type (End of Day, Intraday summary (bar), Time and Sales (i.e. Trade and Quotes), Market Depth, etc.) and the list of data fields.

The process to create a custom report template is:

  • 1.Select a default template (several are available, one for each data type)
  • 2.Then choose the data fields you want, from the available list.

This can be done in the GUI, and is described in the Quick Start Guide in pages 13-15.

Alternatively, it can be done via the API. See

  • The following Java samples (available under the downloads tab):DSS2ReportTemplatesTRTHClient, DSS2ImmediateScheduleIntradayBarsTRTHClient and DSS2ImmediateScheduleTicksTRTHClient.

The custom report template is saved on the server under your account, you can view all those you created in the GUI.

Relation between report templates and retrieval mechanisms

With the API, you can use 2 retrieval mechanisms: Scheduled or On Demand.

  • A Scheduled extraction uses a previously defined report template, i.e. one defined using the GUI or API, and saved on the server, as described above.
  • An On Demand extraction can only be run from the API, not the GUI.
    There is one API call for each data type (End of Day, Tick, Market Depth, etc.) which therefore implicitly refers to a default template.
    The On Demand extraction API calls include a parameter with the list of fields (which therefore customizes the results).
    In other words the concept is the same as for a Scheduled extraction, except that the report template is neither predefined nor saved on the server, and using the GUI you will never see a report template resulting from an On Demand extraction.
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