question

Upvotes
Accepted
1 1 2 4

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
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
78.6k 248 52 74

@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.


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Understood, have requested via MyRefinitiv. Thanks for the help @Jirapongse

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.