HIBOR Fixing Date/Time

DavidTWLo
DavidTWLo
in TREP APIs

Hi @thomson.reuters,

I have got enumtype.def on hand, which verison is 4.20.34.

I would like to fetch HIBOR Fixing Date/Time from TREP APIs, but I am not sure if such info could be found under section YRLO_IND 1076 data field.

Would you mind give me hints on it? Thanks a lot.

Tagged:

Best Answer

  • warat.boonyanit
    warat.boonyanit
    Answer ✓

    Hi

    You should be able to fetch the date and time of HIBOR from VALUE_DT1 (875) and VALUE_TS1 (1010).

    But please note that the <HIBOR=> RIC is a chain RIC. You will have to request the chain elements to get the rate and date/time.

Categories