I have the following 2 questions.
Everyday we run schedule for international pricing at 8.30 am. The file generated is then sent to us through FTP.
We are now trying to extract international pricing using API. The universal closing price, ask price and bid price are different for few assets between file received through FTP and the API extracted data (may be about 10-20 assets out of 1600 assets). Even if I run API extract around 8.35-8.45 still I see difference for a few assets. If I go to datascope and check the price, it is same as what is in the file received through FTP. However if I run API process after 9 am, the prices match. Is there a reason for that?
Also can you please let me know what is the difference between the following 2 API calls?
var extractionRequest = new EndOfDayPricingExtractionRequest
{
IdentifierList = SubjectIdentifierList.CreateInstrumentIdentifierList(instrumentIdentifiers, null, false),
ContentFieldNames = new[] { "RIC", "User Defined Identifier", "User Defined Identifier2", "User Defined Identifier3", "Exchange Code", "Exchange Description", "Asset SubType Description", "Asset Type Description", "Ask Price", "Bid Price", "Close Price", "Instrument ID Type", "Instrument ID", "Security Description", "Ticker", "Currency Code", "Currency Code Description", "Currency Code Scaled", "Currency Code Scaled Description", "Asset Status", "Trading Status", "Universal Close Price", "Universal Close Price Date", "Domicile", "Domicile Description" }
};
var extractionRequest = new PremiumEndOfDayPricingExtractionRequest
{
IdentifierList = SubjectIdentifierList.CreateInstrumentIdentifierList(instrumentIdentifiers, null, false),
ContentFieldNames = new[] { "RIC", "User Defined Identifier", "User Defined Identifier2", "User Defined Identifier3", "Exchange Code", "Exchange Description", "Asset SubType Description", "Asset Type Description", "Ask Price", "Bid Price", "Close Price", "Instrument ID Type", "Instrument ID", "Security Description", "Ticker", "Currency Code", "Currency Code Description", "Currency Code Scaled", "Currency Code Scaled Description", "Asset Status", "Trading Status", "Universal Close Price", "Universal Close Price Date", "Domicile", "Domicile Description" }
};
Please note that in the first one I am using EndOfDayPricingExtractionRequest, API call and in the second one I am using PremiumEndOfDayPricingExtractionRequest API call.
