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arkadiusz.polanowski avatar image
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Is this a Bug with Refinitiv.Data.Content NuGet package.

Appears to be a bug in with Refinitiv.Data.Content NuGet package https://www.nuget.org/packages/Refinitiv.Data.Content/

This code doesn’t appear to set POST request body parameters correctly for eventTypes; Refinitiv.Data.Content.HistoricalPricing.EventsDefinition.Params.DefinePostParams(string url)

This means we’re not able to call POST https://api.refinitiv.com/data/historical-pricing/v1/views/events using the Refinitiv.Data.Content NuGet package. If we specify multiple RICS, and event type ‘quote’ it returns this error;

{

"HTTPStatusCode": 400,

"HTTPReason": "Bad Request",

"Contents": {

"error": {

"id": "463a2f6c-0bf9-489b-af96-2cf7a5b495da",

"code": "400",

"message": "Validation error",

"status": "Bad Request",

"errors": [

{

"key": "EventsMultiRicRequestBody",

"reason": "EventsMultiRicRequestBody.eventTypes in body must be of type string"

},

{

"key": "EventsMultiRicRequestBody",

"reason": "EventsMultiRicRequestBody.eventTypes in body should be one of [trade quote]"

}

]

}

}

}

The call we make is based on this example https://github.com/Refinitiv-API-Samples/Example.DataLibrary.DotNet/blob/main/src/2.%20Content/2.1-HistoricalPricing/2.1.02-HistoricalPricing-Events/2.1.02-HistoricalPricing-Events.cs#L31, but with multiple RICs and quote event type

var endTimeLocal = new LocalDateTime(2023, 04, 04, 16, 00, 01)

.InZoneLeniently(DateTimeZoneProviders.Tzdb["Europe/London"]);

var items = new[] { "NDXd2123A2475.U", "NDXPq0523A1900.U", "SPXp212334000.U" };

var events = Events.Definition(items)

.EventTypes(Events.EventType.quote)

.End(endTimeLocal.ToDateTimeUtc())

.Count(1);

var response = events.GetData(); // response.IsSuccess == false here

#technology#productnugetpricing-history
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raksina.samasiri avatar image   raksina.samasiri

<AHS>

extend the triage for a month until the next release.

raksina.samasiri avatar image   raksina.samasiri

<AHS>

extend the triage for a month until the next release.

raksina.samasiri avatar image   raksina.samasiri

Hi @arkadiusz.polanowski ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@arkadiusz.polanowski

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

2 Answers

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nick.zincone avatar image
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Hi @arkadiusz.polanowski

The above issue you encountered has been identified and addressed. It will be available in the next release of the library.

For example, here is a snippet of code and the results:

var response = Events.Definition().Universe("AAPL.O", "MSFT.O")
                                  .Fields("BID", "BIDSIZE", "ASK", "ASKSIZE")
                                  .Start(DateTime.UtcNow.AddDays(-29))
                                  .End(DateTime.UtcNow.AddDays(-27))
                                  .EventTypes(Events.EventType.quote)
                                  .GetData();

1682604431546.png

To move forward, you can access and process this request at the delivery layer within the library. For example, here is a basic HistoricalPricing example.

Based on this example, you can create something like this:

var endpoint = "https://api.refinitiv.com/data/historical-pricing/v1/views/events";
var data = EndpointRequest.Definition(endpoint)
                             .Method(EndpointRequest.Method.POST)
                             .BodyParameters(new JObject()
                             {
                                ["fields"] = new JArray("BID", "BIDSIZE", "ASK", "ASKSIZE"),
                                ["universe"] = new JArray("AAPL.O", "MSFT.O"),
                                ["eventTypes"] = new JArray("quote"),
                                ["start"] = $"{DateTime.UtcNow.AddDays(-29):O}",
                                ["end"] = $"{DateTime.UtcNow.AddDays(-27):O}"
                             })
                             .GetData();

1682604431546.png (7.3 KiB)
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wasin.w avatar image   wasin.w

<AHS>

Hi @nick.zincone

I see the Refinitiv.Data.Content .NET version 1.0.0-beta5 has been released 7 days ago, did it include a bug fix for this issue?

nick.zincone avatar image   nick.zincone wasin.w

Hi @wasin.w,

Yes.

Upvote
nick.zincone avatar image
17.1k ●80 ●39 ●63

Hi @arkadiusz.polanowski

Release 1.0.0-beta5 was released and includes the fix for this issue.

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