question

Upvotes
Accepted
7 2 0 3

"Floor Volume" not populated via TRTH v2.

Hi,

It seems that the "Floor Volume" and "Off Floor Volume" fields are not populated in response to end of data market data requests, via TRTH v2.

For example, for RIC SZZFX7 on dates, 2017-08-01 - 2017-08-02, in Tick History version 1, I see "Floor Volume" and "Off Floor Volume" fields populated:

#RIC,Current RIC,Date[L],Time[L],Type,Qualifiers,Open,High,Low,Last,Volume,Open Interest,Settle,Floor Volume,Off Floor Volume,Block Volume,Block Trades,Total Volume,Data Source
SZZFX7,,01/08/2017,,End Of Day,,69.85,70.51,69.51,69.9,251,42599,69.74,7166,6915,,,,Verified
SZZFX7,,02/08/2017,,End Of Day,,68.88,69.61,68.71,69.61,271,43987,69.25,6433,6162,,,,Verified

Attempting to make an equivalent request via TRTH v2:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [
      "Instrument ID",
      "Open",
      "High",
      "Low",
      "Last",
      "Volume",
      "Floor Volume",
      "On Floor Volume",
      "Off Floor Volume",
      "Open Interest",
      "VWAP",
      "Number of Price Moves",
      "Trade Date",
      "Exchange Code",
      "Exchange Description"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "Identifier": "SZZFX7",
          "IdentifierType": "Ric"
        }
      ]
    },
    "Condition": {
      "StartDate": "2017-08-01T00:00:00.000-00:00",
      "EndDate": "2017-08-02T00:00:00.000-00:00"
    }
  }
}

Returns rows with the "Floor Volume" and "Off Floor Volume" fields left blank:

Instrument ID,Open,High,Low,Last,Volume,Floor Volume,On Floor Volume,Off Floor Volume,Open Interest,VWAP,Number of Price Moves,Trade Date,Exchange Code,Exchange Description
SZZFX7,69.85,70.51,69.51,69.9,251,,,,42599,,,2017/08/01,SIM,Singapore Exchange Derivatives Trading Ltd
SZZFX7,68.88,69.61,68.71,69.61,271,,,,43987,,,2017/08/02,SIM,Singapore Exchange Derivatives Trading Ltd

Could you please clarify how this data may be accessed via the v2 API?

Many thanks

tick-history-rest-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
23k 22 9 14

Hello @andy.wilson,

Looks like you are seeing a content issue, a piece of content appears to be missing for this instrument. Please request to our content team to investigate this at Contact Us.

Thanks,

-AHS

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea