when I request daily prices (adjusted or unadjusted) using the C# Eikon API prior to 10am AEST the p

ethellove.cacho

I am using the C# eikon API to pull daily prices for new List<TimeSeriesField>{ TimeSeriesField.CLOSE }

Jirapongse

@JeffLieberman

Thank you for the information.

I can replicate this issue by running the below code at 6:00 AM (GMT+7).

            var historicaldf = eikon.GetTimeSeries(
                "ARCC.OQ",
                new DateTime(2023, 6, 1),
                 DateTime.Now,
                 Interval.daily,
                // fields: new List<TimeSeriesField> { TimeSeriesField.CLOSE },
                 corax: Corax.unadjusted
    );

I checked the raw response and found that the backend sent incorrect values for the OPEN and CLOSE prices.

{
  "timeseriesData": [
    {
      "dataPoints": [
        [
          "2023-06-01T00:00:00Z",
          19.02,
          19.02,
          18.75,
          18.75,
          3628,
          466879
        ],
...
        [
          "2023-07-05T00:00:00Z",
          18.91,
          18.86,
          18.84,
          18.9,
          2477,
          479162
        ],
        [
          "2023-07-06T00:00:00Z",
          18.985,
          1897,
          18.64,
          1880,
          1938,
          591830
        ]
      ],
      "fields": [
        {
          "name": "TIMESTAMP",
          "type": "DateTime"
        },
        {
          "name": "HIGH",
          "type": "Double"
        },
        {
          "name": "CLOSE",
          "type": "Double"
        },
        {
          "name": "LOW",
          "type": "Double"
        },
        {
          "name": "OPEN",
          "type": "Double"
        },
        {
          "name": "COUNT",
          "type": "Long"
        },
        {
          "name": "VOLUME",
          "type": "Double"
        }
      ],
      "ric": "ARCC.OQ",
      "statusCode": "Normal"
    }
  ]
}

However, at 7:00 AM (GMT+7), the prices are correct.

     [
          "2023-07-05T00:00:00Z",
          18.91,
          18.86,
          18.84,
          18.9,
          2477,
          479162
        ],
        [
          "2023-07-06T00:00:00Z",
          18.985,
          18.97,
          18.64,
          18.8,
          3196,
          591830
        ]
      ],

I have submitted a ticket on your behalf to verify the backend service. The case number is 12712863. The support team will keep you updated.

Jirapongse

@ethellove.cacho

Thank you for reaching out to us.

Please share the code and the output. Therefore, we can verify what the problem is.

You can also use the GetTimeSeriesRaw interface to verify the raw data.

JeffLieberman

I am using the code

var fields = new List<TimeSeriesField>{ TimeSeriesField.CLOSE };

_eikonApi.GetTimeSeries(instrumentRics, queryStartDate.Date, queryEndDate.Date, Interval.daily, fields, corax:corax)

It is non-trivial to get the output. Please use your own code to get data for the ric ARCC.OQ at around 9:00am AEST. This issue is occuring every day and is resolved every day after 10:00am AEST, however it is unacceptable for the data to be incorrect.

Jirapongse

@JeffLieberman

Please run the GetTimeSeriesRaw interface to verify the raw data.

If the raw data is incorrect, we need to contact the content team to check the data.

JeffLieberman

Please verify the data on your end, it is incorrect at the above mentioned time, as I said.

JeffLieberman

Please verify the data on your end or have your data team look into it, it is incorrect only at the above mentioned times, as I said.

JeffLieberman

Thanks.

Jirapongse

@JeffLieberman

You can use the Refinitiv Data Library for .NET instead.

The examples are available on GitHub.

1. Set the App Key in the \src\Configuration\Credentials.cs

2. Modify \src\2. Content\2.1-HistoricalPricing\2.1.01-HistoricalPricing-Summaries\2.1.01-HistoricalPricing-Summaries.cs to use the Desktop session and subscribe to ARCC.OQ

        static void Main(string[] _)
        {
            try
            {
                // Create the platform session.
                using ISession session = Sessions.GetSession(Sessions.SessionTypeEnum.DESKTOP);


                // Open the session
                session.Open();


                var response = Summaries.Definition("ARCC.OQ")
                    .Interval(Summaries.Interval.P1D)
                    .Fields("DATE_TIME", "TRDPRC_1")
                    .Start(new DateTime(2023, 6, 1))
                    .End(DateTime.Now).GetData();


                Common.DisplayTable("Historical Interday Summaries", response);