getting different historic prices with HistoricalPricing and FundamentalAndReference.

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.
Answers
-
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.
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