Difference in bahaviour if instruments are validated before before populating a request

atappis

Hi,

I am generating TickHistoryTimeAndSales on demand extractions and have noted a difference in the bahaviour of requests, depending on whether instruments get pre-validated or not.

If I do not pre-validate the instrument list, then invalid instruments get ignored and there is no record of them at all in the resulting notes file. When i do pre-validate, the notes file correctly shows permission errors associated with the instruments.

I use the following code to generate requests.

First generate a collection of InstrumentIdentifier objects from a DataTable

var reutersInstruments = from DataRow r in instrumentTable.AsEnumerable()
                         select new InstrumentIdentifier()
                         {
                             Identifier = (string)r["Identifier"],
                             IdentifierType = IdentifierType.Ric
                         };

The following code for validating the list

var validateInstruments = context.InstrumentListOperations.ValidateIdentifiers(reutersInstruments, false);

The request is then populated in one of 2 possible ways

var request = new TickHistoryTimeAndSalesExtractionRequest
              {
                  Condition = new TickHistoryTimeAndSalesCondition
                  {
                      ReportDateRangeType = reportDateRangeType,
                      TimeRangeMode = timeRangeMode,
                      QueryStartDate = queryStartDate,
                      QueryEndDate = queryEndDate,
                      ApplyCorrectionsAndCancellations = applyCorrectionsAndCancellations,
                      ExtractBy = extractBy,
                      MessageTimeStampIn = messageTimeStampIn,
                      SortBy = sortBy,
                      DisplaySourceRIC = displaySourceRIC
                  },
                  ContentFieldNames = fields.ToArray(),
                  IdentifierList = new InstrumentIdentifierList
                  {
                      // InstrumentIdentifiers = validateInstruments.ValidatedInstruments.ToArray()
                      InstrumentIdentifiers = reutersInstruments.ToArray()
                  },
              };

The resulting requests (in JSON) and associated notes files are attached. requests.zip

I would expect the notes file to be the same in both cases.

veerapath.rungruengrayubkul

@atappis

I have tried more testing and found that the result depends on User Preferences. There are two interfaces for pre-validate; ValidateIdentifiers and ValidateIdentifiersWithOptions. From my understanding, the ValidateIdentifiers uses validation options set in the User Preferences, but the ValidateIdentifersWithOptions uses the validation options passed in the options parameter.

This means that the result of pre-validate you found should be based on the User Preferences. I guess your User Preferences should have "AllowOpenAccessInstruments" checked.

For the non pre-validate, application can set the "UseUserPreferencesForValidationOptions" to use validation options set in the User Preferences or set specific options with "InstrumentValidationOptions".

IdentifierList = new InstrumentIdentifierList() { InstrumentIdentifiers = reutersInstruments.ToArray(), UseUserPreferencesForValidationOptions = true },

So in this case, you should get the same result using the "UseUserPreferencesForValidationOptions" = true.