Erratic response for interday history request (start date sometimes not included)

GoGoGroundhog
GoGoGroundhog Contributor
edited March 12 in Refinitiv Data Platform

I am using /data/historical-pricing/v1/views/interday-summaries to get historical daily data (via Refinitiv.Data .NET nuget package). The documentation states that for interday-summaries, both the given start and end dates are inclusive.
So for the following request, I would expect three bars to be returned (as the underlying traded on these three days):

/data/historical-pricing/v1/views/interday-summaries/FDXZ4^2?fields=DATE,TRDPRC_1,OPEN_PRC,HIGH_1,LOW_1,ACVOL_UNS&interval=P1D&start=2024-12-03T00:00:00.0000000Z&end=2024-12-05T00:00:00.0000000Z&count=10000&sessions=normal

Most of the time I only get two bars back, for Dec 4th and 5th. The 3rd is missing. But from time to time it appears to be present which is confusing.
I was able to replicate this in API Playground. See the attached screen recording. You can see the first request returned three bars, and a subsequent identical one returned only two bars.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @GoGoGroundhog

    Thank you for reaching out to us.

    I checked the video and found that this could be the problem in the /data/historical-pricing/v1/views/interday-summaries/ endpoint.

    Please contact the Historical Pricing API support team directly via MyAccount to investigate this issue.

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