Best way to get USDSOFR= Bid/Ask in C#

jiah
jiah
in Eikon Data APIs

I need to get the Bid/Ask for USDSOFR= in C#.

This value doesn't update often, so I don't need streaming or any such real-time updating.

I just need to query once and get whatever the value is at that moment in time.

Can you please let me know what the preferred way of doing this is using the C# data API?

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @jiah,

    You can use the Refinitiv Data Library for .NET. For getting data from Eikon, use the desktop session in the configuration.

    See the realtime snapshot example for polling the real time data.

Answers

  • jiah
    jiah

    Thank you Gurpreet. I have looked at those examples and see they are using the RDP method of doing things. Right now, my account is not provisioned for that. I have had success doing raw queries before using the Desktop method. Can you let me know if this same price snapshot query for USDSOFR= is possible to do using the Desktop method?


    Thanks.

  • Gurpreet
    Gurpreet

    Hi @jiah,

    The streaming cache example should work with the desktop session.

  • jiah
    jiah

    I have this working, thank you.

    For anyone interested, the symbols to query are: 

    "USDSOFR=",
    "/.SR1M",
    "/.SR3M",
    "/.SR6M",
    "/.SR1Y"

    And the fields are:

    "DSPLY_NAME", "CF_LAST"

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