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devcartel / pyrfa

Open sourced Python API for Refinitiv (Thomson Reuters) Enterprise Platform.
http://devcartel.com/pyrfa
MIT License
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time precision #36

Closed billr916 closed 6 years ago

billr916 commented 6 years ago

Hi, Does pyrfa support nanosecond time precision

wiwat-tharateeraparb commented 6 years ago

Since PyRFA 8.0 it supports nanosecond in time field in consumer application if the data source has set it otherwise it will show as 000. For example:

IDN_RDF_SDS - JPY=
         SERVICE (0) IDN_RDF_SDS
      DSPLY_NAME (3) RBS          XST
    QUOTIM_MS (3855) 28167528
     DLG_CODE1 (826) RBSN
      CTB_LOC1 (836) XST
    VALUE_TS2 (1011) 07:49:27:000:000:000
        PCTCHNG (56) 0.26
            BID (22) 102.53
     CTB_PAGE1 (841) 1RBS
            ASK (25) 102.55
             RIC (0) JPY=
      NETCHNG_1 (11) 0.27
       CTBTR_1 (831) RBS
     PRIMACT_1 (393) 102.53
     ACTIV_DATE (17) 21 FEB 2014
     SEC_ACT_1 (275) 102.55
          TIMACT (5) 07:49:00:000:000:000
    BCKGRNDPAG (105) 1RBS
     MID_PRICE (134) 102.54
        ACVOL_1 (32) 21484
           MTYPE (0) UPDATE
     OFFCL_CODE (78) RBSN
    VALUE_TS3 (1012) 07:49:25:000:000:000
     VALUE_DT1 (875) 21 FEB 2014
    VALUE_TS1 (1010) 07:49:27:000:000:000

However, PyRFA has not have support for micro and nanosecond in provider application yet.

billr916 commented 6 years ago

Thanks, I was trying to publish. So this explains what I was seeing

wiwat-tharateeraparb commented 6 years ago

Now supports microsecond publishing in 8.4.0.