How to retrieve USD LIBOR 3M using Rhistory?

Thu Thao
Thu Thao
in Eikon Data APIs

Hi,

I'm new to Thomson Reuters and working with the Thomson Reuters Excel Add-In to retrieve data using the RHistory function.

I'm trying to retrieve the time series of US LIBOR 3-month, but it seems that the formula doesn't work. Plz tell me what's wrong with my syntax.

Thanks!

=RHistory("USD3MFSR=", "BID.TIMESTAMP;BID.CLOSE", "NBROWS:1500 INTERVAL:1D",,"CH:In;Fd TSREPEAT:N", B3)
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Best Answer

  • Wan Po.Lee
    Wan Po.Lee
    Answer ✓

    @Thu ThaoThe USD3MFSR= does not seem to have BID fields. Will the “Close” field meets your need? If not, you may check with the client specialist
    on first because this may not be a API/technical question, but a content question.

    =RHistory("USD3MFSR=","LAST_QUOTE.Close;LAST_QUOTE.Timestamp","INTERVAL:1D",,"TSREPEAT:NO
    CH:IN;Fd", B3)

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