Scaling factor for DSS tickhistory request

david.p.newman

Is it possible to extract the scaling factor from the DSS tick history api?

I am using this api to retrieve historical currency prices and short of storing the scaling factor for each currency pair I have no idea what the scaling factor is. An example of where this would be useful is INRGBP. On the quantitative analytics api I get a result of 0.94 with scaling factor of 100, but from tick history I have no indication of the scaling factor.

Thanks.

Jirapongse

@david.p.newman

Thank you for reaching out to us.

You can try the TermsAndConditionsExtractionRequest extraction that supports the FXIR Scaling Factor field. Send the request to the Extractions/ExtractWithNotes endpoint.

{
    "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
        "ContentFieldNames": [
            "RIC",
            "CUSIP",
            "ISIN",
            "SEDOL",
            "Issuer OrgID",
            "Currency Code",
            "FXIR Scaling Factor"
        ],
        "IdentifierList": {
            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
            "InstrumentIdentifiers": [
                   { "Identifier": "INRGBP=R", "IdentifierType": "Ric" }
            ],
            "ValidationOptions": {
                "AllowHistoricalInstruments": true
            }
        }
    }
}

The output is:

{
            "IdentifierType": "Ric",
            "Identifier": "INRGBP=R",
            "RIC": "INRGBP=R",
            "CUSIP": null,
            "ISIN": null,
            "SEDOL": null,
            "Issuer OrgID": null,
            "Currency Code": "GBP",
            "FXIR Scaling Factor": 100
        }