OPEN_PRC column in data table only returns ints not doubles

cory.schmidt.1
cory.schmidt.1 LSEG
in Refinitiv Data Platform Libraries

When requesting quarterly/3 month historical data from the Summaries API the data type for the OPEN_PRC column is defined as Int64 which means we're missing data precision for the values. I'm attaching a screen shot of the resulting table...

ibmquarterly.png

You can see that the 6 rows in the OPEN_PRC column are all integers.

The code to duplicate the issue...

// Create the platform session.
using ISession session = Sessions.GetSession();

// Open the session
session.Open();

var def = Summaries.Definition()
    .Universe("IBM.N")
    .Interval(Summaries.Interval.P3M)
    .TimestampLabel(Summaries.TimestampLabel.startPeriod)
    .Fields("OPEN_PRC", "HIGH_1", "LOW_1", "TRDPRC_1", "ACVOL_UNS", "NUM_MOVES")
    .Sessions(HistoricalPricing.Sessions.normal)
    .Count(1250)
    .Start("2023-01-02T00:00:00Z")
    .End("2024-05-28T00:00:00Z")
    .GetData();

Common.DisplayTable("Summary for ", dev);

Other instruments do not have the same problem with OPEN_PRC nor do different intervals. Here's a shot of the Visual Studio debugger showing the data type of the OPEN_PRC column...

open-prcint64.png

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Best Answer

  • cristian.baciuwahl
    cristian.baciuwahl LSEG
    Answer ✓

    Hello @cory.schmidt.1

    I've investigated the issue and there seems a problem with the algorithm deciding the column types.

    When data is retrieved from the backend, the first row looks contains an OPEN_PRC value of "190"

    Because it is missing precision (it should be "190.00"), this makes the JTokenType for the colum itself to be considered an integer. Afterwards, when creating the data rows, all OPEN_PRC values will be approximated.

    I have opened a bug in our backlog and will work towards a fix immediately.


    Br,

    Cristian

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