EOD Extraction and PricingHistory Extraction gives different "Universal Close Price" for same date

Magnus

We have seen discrepancies in the EOD and PricingHistory Extractions for the same date. This only occurs for Bonds and we have only looked at the "Universal Close Price" field.

This has probably something to do with how the interest/coupon values are calculated but we would like to know more about why we are seeing these differences and if there is anything we can do to get the same result.


API: DSS REST API

Test instrument:
RIC: DK0009923138=RRPS

Test date: 20220927

Price History Extraction for 20220927 gives:

"Accrued Interest"="1.524657534"
"Universal Close Price"="98.23"

EOD Extraction for 20220927 gives:

"Accrued Interest"="1.524657534"
"Universal Close Price"="98.19"

And we also looked at the DSS WEB GUI for 20220927:

"Accrued Interest"="1.524657534"
"Universal Close Price"="98.23"

Jirapongse

@Magnus

Thanks for reaching out to us.

Yes, you are correct. The values are different.

The EndOfDayPricingExtractionRequest returned:

"Universal Close Price": 98.43,
"Universal Close Price Date": "2022-09-28",

The PriceHistoryExtractionRequest returned:

"Trade Date": "2022-09-28",
"Last Trade Price": 98.23,
"Universal Close Price": 98.23,

Please contact the Datascope Select support team directly via MyRefintiv. Then, the support team can verify the content.