Hello,

I am requesting TickHistoryTimeAndSalesExtractionRequest for SFCJ0 for time range between 2020-04-01T00:00:00.000000000Z and 2020-04-01T23:59:59.999999999Z:

The data I receive starts at 2020-04-01T04:00:01.012562364Z and end at 2020-04-02T03:59:58.911651052Z, I would expect it to start at or after (near) 2020-04-01T00:00:00.000000000Z and end before (near) 2020-04-02T00:00:00.000000000Z, because I set DateRangeTimeZone = "UTC", ReportDateRangeType = ReportDateRangeType.Range, MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc.

Am I doing anything wrong? I use the latest available version of RESTAPIToolkit for .NET.

var extractionRequest = new TickHistoryTimeAndSalesExtractionRequest
                {
                    IdentifierList = new InstrumentIdentifierList
                    {
                        InstrumentIdentifiers = new[]
                        {
                            new InstrumentIdentifier
                            {
                                Identifier = "SFCJ0",
                                IdentifierType = IdentifierType.Ric
                            }
                        },
                        ValidationOptions = new InstrumentValidationOptions
                        {
                            AllowHistoricalInstruments = true
                        },
                        UseUserPreferencesForValidationOptions = false
                    },
                    Condition = new TickHistoryTimeAndSalesCondition
                    {
                        ReportDateRangeType = ReportDateRangeType.Range,
                        TimeRangeMode = TickHistoryTimeRangeMode.Inclusive,
                        DateRangeTimeZone = "UTC",
                        QueryStartDate = DateTime.Parse("2020-04-01"),
                        QueryEndDate = DateTime.Parse("2020-04-01").AddDays(1).AddTicks(-1),
                        ApplyCorrectionsAndCancellations = false,
                        ExtractBy = TickHistoryExtractByMode.Ric,
                        MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc,
                        SortBy = TickHistorySort.SingleByRic,
                        DisplaySourceRIC = false
                    },
                    ContentFieldNames = fields
                };