Datastream currency conversion for historical price timeseries

rajanraju

Is there a way to get currency converted historical price series using get_data(). For instance:

ds.get_data('<VT.N>',['RI'])

Out[81]:

Instrument <VT.N>

Field RI

Dates

2020-04-09 174.43

...

2021-04-08 265.58

2021-04-09 266.56

Returns the USD values. On datastream, we get the currency converted series for <VT.N>~INR

If i try

ds.get_data('<VT.N>~INR',['RI'])

Out[82]:

Instrument Datatype Value

0 <VT.N>~INR RI $$ER: E100,INVALID CODE OR EXPRESSION ENTERED

I get an error. Appreciate your help in an efficient solution.

Jirapongse

@rajanraju

According to this answer, it should be:

ds.get_data('<VT.N>',['X(RI)~INR'])

jonathan.lloyd

@Jirapongse ,

Is there a way to apply this action to the ticker?