Hi, what are the proper FID's for Currencies Spot and Forward rates?

or.even

Hi, what are the proper FID's for Currencies Spot and Forward rates?

Bruce Hu

Hi @or.even, CURRENCY(FID#15) would be a good start which gives you the quote(price) currency of a currency pair. There is also BASE_CURR(#13592) for the base currency side but the field isn't being used as much as typically the participant of currency markets would know whether the currency is quoted against USD or in reciprocal.

Note: CURRENCY and BASE_CURR follow ISO10383 in general, however, there are a few 'rogue' values which will be corrected in the next few months. A Data Notification(DN) will be issued by Refinitiv when we able to decide the exact date of the data enhancement.

Gurpreet

@or.even For data content queries, you can raise a Content query via MyRefinitiv and choose Product & Content support.

Thanks.