Price Unit in cent or in dollars

How can I know whether the return data I get from refinitiv ElektronTimeseries API is in cent or in dollars.

For example, when i query Universal_Close_Price for RIC Chain 0#W+, the unit of the price is cent, while if I query Universal_Close_Price for RIC Chain 0#CL+, the unit is in dollars.


Best Answer

  • Jirapongse
    Answer ✓

    @kai.fang

    You can use the "Currency Code" field. The request looks like this:

    {
      "ExtractionRequest": {
        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
        "ContentFieldNames": [
          "Instrument ID",
          "RIC",
          "Open",
          "High",
          "Low",
          "Last",
          "Volume",
          "VWAP",
          "Number of Price Moves",
          "Trade Date",
          "Currency Code"
        ],
        "IdentifierList": {
          "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
          "InstrumentIdentifiers": [
            {
              "Identifier": "0#W+",
              "IdentifierType": "ChainRIC"
            }
          ],
          "ValidationOptions":{
              "AllowHistoricalInstruments": true
          }
        },
        "Condition": {
          "ReportDateRangeType": "Range",
          "QueryStartDate": "2021-05-01",
          "QueryEndDate": "2021-05-20"
        }
      }
    }

    The output is:

    Instrument ID,RIC,Open,High,Low,Last,Volume,VWAP,Number of Price Moves,Trade Date,Currency Code
    0#W+,W615E2,,,,,,,,2021/05/03,USc
    0#W+,W615E2,,,,,,,,2021/05/04,USc