getting different historic prices with HistoricalPricing and FundamentalAndReference.

anil_jaipur

Hi,

I am getting different prices for 12/31/2024 from HistoricalPricing and FundamentalAndReference methods for below securities 6127.TWO,AGRI_tu.TO,CGXA162600800.M,CGXA162600900.M,LEV_ta.TO,RCK_t.V,SPAC_tu.TO,XIUO212502700.M,XIUR202502800.M,XIUU192503100.M,XIUX192503400.M,GOEVA162600050.U,HDELY.PK,PRMW.N,WRBP172503475.U,ZIMA172501500.U,ZIMA172501900.U,ZIMM172500500.U

Codes used in HistoricalPricing: ASK, BID, TRDPRC_1 using below .Net code

Summaries.Definition(request.SecurityIdentifiers.ToArray()).Interval(Summaries.Interval.P1D)
.Fields(request.Fields.ToArray())
.Start(request.StartDate.Date)
.End(request.EndDate.Date)
.GetData(cts.Token);

Codes used in FundamentalAndReference: TR.ASKPRICE, TR.BIDPRICE, TR.CLOSEPRICE using below .Net code

FundamentalAndReference.Definition().Universe(request.SecurityIdentifiers.ToArray())
.Fields(request.Fields.ToArray())
.Parameters(new Newtonsoft.Json.Linq.JObject()
{
["SDATE"] = request.StartDate.ToString("yyyy-MM-dd"),
["EDATE"] = request.EndDate.ToString("yyyy-MM-dd")
}).GetData(cts.Token);

Prices fetched through FundamentalAndReference method							Prices fetched through HistoricalPricing method
Security	ReuterDate	ASK	BID	CLOSE			Security	ReuterDate	ASK	BID	CLOSE
6127.TWO	12/31/2024	28.1	28.05	28.2			6127.TWO	12/31/2024	28.1	28.05	28.1
AGRI_tu.TO	12/31/2024	0.085	0.005	0.005			AGRI_tu.TO	12/31/2024	0.085
CGXA162600800.M	12/31/2024	4.7	4.55	4.7			CGXA162600800.M	12/31/2024	4.7	4.55

Please see above mentioned price difference and share the reason behind this data difference.

Jirapongse

@anil_jaipur

Thank you for reaching out to us.

For 6127.TWO and AGRI_tu.TO, the HistoricalPricing field could be OFF_CLOSE.

For CGXA162600800.M, the FundamentalAndReference returns the following data.

As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.