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Nick.Straatsma avatar image
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Timezone or date determination for Quantitative Analytics IPA MarketDataDate

Hello,

I am using the RDP Quantitative Analytics financial-contracts API

https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation#ipa-financial-contracts-bond-contracts

My question is about the date logic when the MarketDataDate is left unspecified. The specs indicate that it will default to "Today". However, when should we expect the API to change to the next day? Is it UTC based?

Example:
Request instrument Accrued Interest at 9:00 EST = 13:00 UTC = default MarkedDataDate would be current date (eg Aug 30)

Request instrument Accrued Interest at 21:00 EST = 1:00 UTC (next day) = should we expect MarketDataDate to be the next date (eg Aug 31)?

NOTE: we are aware of the ability to specify the marketDataDate as a pricing parameter. We expect specifying is the best way to be sure of the date for calculations. We are asking for cases when we are either unable to specify or need to rely in default logic.

Thanks very much for the help

rdp-api#product#contentipa
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wasin.w avatar image   wasin.w

Hello @Nick.Straatsma

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

raksina.samasiri avatar image   raksina.samasiri

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

Thanks,
AHS

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Jirapongse avatar image
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@Nick.Straatsma

Thank you for reaching out to us.

This forum is dedicated to technical queries on Refinitiv product APIs.

To verify the internal logic in the RDP Quantitative Analytics financial-contracts API, please contact the Instrument Pricing Analytics - Refinitiv Data Platform support team directly via MyRefinitiv.

The support team can explain the behavior of the MarketDataDate parameter.


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Nick.Straatsma avatar image Nick.Straatsma
Understood, have requested via MyRefinitiv. Thanks for the help @Jirapongse

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