what is the RIC code for FX CADUSD when usd is on the right?

georgezgj
georgezgj
in Elektron
what is the RIC code for FX CADUSD when usd is on the right?
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    @georgezgj Those are not valid RIC's. Please use RIC search tool and key in your instrument (AUD for example) and select FX and Money category, to identify the appropriate RIC of interest to you.

Answers

  • Gurpreet
    Gurpreet

    Try CADUSD=X. It is a calculated cross rate.

  • Tim Smith
    Tim Smith

    In addition to CADUSD=X (which is a ten minute snapshot), you can also use CADUSD=R for a realtime Refinitiv calculated cross. The reason we have a calculated cross is the convention is USDCAD (which is CAD=) and very few people contributing for the other way around.

  • georgezgj
    georgezgj

    Both CADUSD=X and CADUSD=R didn't work, We use Elektron API to register the instruments to get rate update. Some currencies require the invert Rate( USD on the right), such as CAD, EUR,AUD and etc. What i need to know what instrument codes to register to get the invert rate.

  • georgezgj
    georgezgj

    @Tim Smith

    Both CADUSD=X and CADUSD=R didn't work, We use Elektron API to register the instruments to get rate update. Some currencies require the invert Rate( USD on the right), such as CAD, EUR,AUD and etc. What i need to know what instrument codes to register to get the invert rate

  • Tim Smith
    Tim Smith

    Hi @georgezgj those are the correct codes. The market convention for the Canadian Dollar to based on 1 USD (which is of course different to most other global currencies) eg USD to CAD and the code for that is CAD= The coee for the Inverse is CADUSD=R - this is calculated as very few people provide us with a quote in the market. If those codes didnt work then there must be an issue, what error message did you get when you tried to call them in?

  • Gurpreet
    Gurpreet

    What is the status message when you subscribe to those instruments. What API and language is being used. Does the user have correct entitlements? Here is the sample response when using EMA:

    Item Name: CADUSD=R
    Service Name: ELEKTRON_AD
    Item State: Open / Ok / None / 'All is well'
    PROD_PERM(1): 5320
    RDNDISPLAY(2): 153
    DSPLY_NAME(3): ThomRtrs
    TIMACT(5): 12:56:00:000:000:000
    NETCHNG_1(11): -0.0018
    HIGH_1(12): 0.7584
    LOW_1(13): 0.7562
    CURRENCY(15): 840
    ACTIV_DATE(17): 26 FEB 2019
    OPEN_PRC(19): 0.7579
    HST_CLOSE(21): 0.758
    BID(22): 0.7562
    BID_1(23): 0.7564
    BID_2(24): 0.7564
    ASK(25): 0.7564
    ASK_1(26): 0.7566
    ASK_2(27): 0.7566
    ACVOL_1(32): 61133.0
    TRD_UNITS(53): 4
    PCTCHNG(56): -0.24
    OPEN_BID(57): 0.7579
    OPEN_ASK(59): 0.7582
    CLOSE_BID(60): 0.758
    CLOSE_ASK(61): 0.7583
    ...
  • georgezgj
    georgezgj

    @Gurpreet

    we tried both X and R, Here are what we got:

    Item Name: AUDUSD=R Item State: Closed / Suspect / Not found / 'The record could not be found'

    Item Name: AUDUSD=X Item State: Closed / Suspect / Not found / 'The record could not be found'

    Item Name: AUDUSD9M=X Item State: Closed / Suspect / Not found / 'The record could not be found'

  • georgezgj
    georgezgj

    @Gurpreet We got:

    Item Name: AUDUSD=R

    Service Name: hEDD

    Item State: Closed / Suspect / Not found / 'The record could not be found'

    Item Name: AUD=R

    Service Name: hEDD

    Item State: Closed / Suspect / Not found / 'The record could not be found'

    But following are ok:

    Item Name: AUD1Y=R

    Service Name: hEDD

    Item State: Open / Ok / None / 'All is well'

    Item Name: AUD3M=R

    Service Name: hEDD

    Item State: Open / Ok / None / 'All is well'

    Thanks!

  • georgezgj
    georgezgj

    @Gurpreet., thank you, will take a look.

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