Could you be so kind to help me out with some questions re: .NET Api?
1. ITimeSeriesDataService.SetupDataRequest lets me specify instrument's time zone - .WithTimeZone(TimezoneType.Instrument). Does IRealtimeService.SetupDataSubscription support this feature as well? If so, what method should I call to get RT data in instrument's time zone?
If it's not possible, maybe IRealtimeUpdateDictionary has a field for instrument's timezone?
2. Does .NET Api support making requests for Daily data for a given TimeOfDay (Intraday Daily Historical Data)?
1. Only ITimeSeriesDataService can provide the timestamps in the timezone of the instrument. IRealtimeService does not have this capability. You could however use ITimeSeriesDataService.SetupDataSubscription's WithTimeZone(TimezoneType.Instrument) method to receive real-time data updates timestamped in the timezone of the instrument.
2. Nope. Eikon platform does not provide this capability.