how to get the LIBOR01​ from IDN_RDF

mohamed.abdalrehim
mohamed.abdalrehim
in TREP APIs
how to get the LIBOR01​ from IDN_RDF
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    @mohamed.abdalrehim You can use RFA.NET example such as QuickStartConsumer and subscribe to RIC: "LIBOR01" to get data. This particular RIC produces a string based result which is oriented for displaying page data on screens. Here is the sample output:

    Symbol name: LIBOR01
    FieldList's entry count: 32
        FieldEntry: PROD_PERM  (1)         3345
        FieldEntry: RDNDISPLAY (2)         151
        FieldEntry: CURRENCY   (15)        0
        FieldEntry: RECORDTYPE (259)       249
        FieldEntry: ROW80_1    (315)       10:55 02AUG18    THOMSON REUTERS ICE LIBOR* RATES      UK67516           LIBOR01
        FieldEntry: ROW80_2    (316)       ICE BENCHMARK ADMINISTRATION INTEREST SETTLEMENT RATES     Alternative to <3750>
        FieldEntry: ROW80_3    (317)       [02/08/18]       RATES AT 11:00 LONDON TIME 02/08/2018    Disclaimer <LIBORDISC>
        FieldEntry: ROW80_4    (318)       *FORMERLY KNOWN AS BBA LIBOR                             LIBOR Guide <LIBORMENU>
        FieldEntry: ROW80_5    (319)                 USD        GBP        CAD        EUR        JPY      EUR 365          
        FieldEntry: ROW80_6    (320)        O/N    1.92025    0.55963              -0.44729 SN-0.06167                     
        FieldEntry: ROW80_7    (321)        1WK    1.94900    0.68638              -0.42143   -0.05933                     
        FieldEntry: ROW80_8    (322)        2WK                                                                            
        FieldEntry: ROW80_9    (323)        1MO    2.08019    0.70538              -0.40443   -0.06817                     
        FieldEntry: ROW80_10   (324)        2MO    2.18206    0.73500              -0.37943   -0.05583                     
        FieldEntry: ROW80_11   (325)        3MO    2.34050    0.80650              -0.35900   -0.03467                     
        FieldEntry: ROW80_12   (326)                                                                                       
        FieldEntry: ROW80_13   (327)        4MO                                                                            
        FieldEntry: ROW80_14   (328)        5MO                                                                            
        FieldEntry: ROW80_15   (329)        6MO    2.53050    0.90819              -0.31729    0.01500                     
        FieldEntry: ROW80_16   (330)                                                                                       
        FieldEntry: ROW80_17   (331)        7MO                                                                            
        FieldEntry: ROW80_18   (332)        8MO                                                                            
        FieldEntry: ROW80_19   (333)        9MO                                                                            
        FieldEntry: ROW80_20   (334)                                                                                       
        FieldEntry: ROW80_21   (335)       10MO                                                                            
        FieldEntry: ROW80_22   (336)       11MO                                                                            
        FieldEntry: ROW80_23   (337)       12MO    2.82775    1.06238              -0.23086    0.12300                     
        FieldEntry: ROW80_24   (338)       BBA NZD,DKK,SEK,AUD,CAD, EURSD & EUR365 discontinued. Please see <BBALEGACY>.   
        FieldEntry: ROW80_25   (339)       <0#LIBORSUPERRICS> RICs for above  <0#LIBORRICS> Contributor RICs               
        FieldEntry: CONTEXT_ID (5357)      3015
        FieldEntry: DDS_DSO_ID (6401)      12403
        FieldEntry: SPS_SP_RIC (6480)      .[SPSLIBL1

Answers

  • nick.zincone
    nick.zincone

    Hi @mohamed.abdalrehim,

    You can retrieve these rates by simply using the above code you provided (LIBOR01) when requesting data from your market data service. For example, I'm using the SpeedGuide tool within the developer community to retrieve this instrument:

    image

    However, the data does come in as a reuters page which you will need to scrape values within rows of data. For example, this is what the page looks like at the message level:

    image

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