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At what time Datascope has intraday data available for the current day? It is market dependent? Or it is always after midnight?

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@psouto,

From the tags of your query I guess this could also be about TRTH Intraday Summaries (i.e. bars). For most markets data is available 2 hours after market close.

You can check the TRTH Data Coverage Guide. See tab "Data Release Times". Market open times are indicated, as well as the delay after close which in most cases is 120 minutes (there are a few exceptions where you must wait 4 or 5 hours, see column "Embargo").

I just tried (at 12:30 GMT) to get 1 hour bars for 7203.T (Toyota on Tokyo exchange), and got data for today.

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@psouto,

am I correct in guessing you are referring to the DSS Intraday Pricing Extraction request ?

If yes, then what you get is based on your permissioning level, on a per venue basis. You can check your permissioning for real-time data in the GUI.

There are several permission levels:

  • Realtime: fee-liable data for which you can access real-time content (including fee-liable delayed exchanges you subscribe to). You get a snapshot of the current price.
  • Delayed: fee-liable data for which you will access delayed content.
    You will receive delayed content in extractions once the embargo period applied by the exchange or specialist has expired. The delay depends on the exchange. For Xetra it is 15 minutes, but other exchanges can have much longer delays (up to several hours). If one or more embargoes apply to the list of instruments you query, the intermediary delivery pf partial data sets (those you are entitled to) will depend on your preferences settings.
  • No Intraday: fee-liable data which you cannot access during normal trading hours. You only get data if you request it outside of market open.
  • None: data for which you have no access, regardless of the time of day.

For content available upon subscription.

  • On: non-fee-liable specialists content for which you are permissioned.
  • Off: non-fee-liable specialists content for which you are not permissioned.

Note: intraday requests are usually made during market open. But if an intraday request is done outside of market open, then some prices could be null.

You will find more details on these topics in .Net Tutorial 4 (and to a lesser extent in REST Tutorial 3).

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