How to get FX Spot and Cross rates for all currency pairs via websockets?
How can I get spot and cross rates for all currency pairs, specifically from the websocket api? I have tried using these RICs:
FX= - Seems to only deliver spot rate RIC codes
SPOT/* - Can't find information for RIC codes on delivering cross rates
CROSS* - I can see that it specifies RIC codes to get cross rates for major regions, but I am afraid this doesn't provide total coverage -- for example AUDRUB or RUBAUD exchange rate doesn't seem available in any of the regions
I have also tried exporting search results of "fx cross rate" from the ric search(https://developers.refinitiv.com/en/tools-catalog/ric-search), but the export seems limited to 9999 items, when the results are actually much more (assuming this because it shows "FX & Money (45,830)" implying ~45k results). How can I get all FX spot and FX cross rates and subscribe to their event streams from the websocket API?
Best Answer
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Thanks for reaching out to us.
You can contact the content support team directly via MyRefinitiv and ask for a list of RICs for all FX spot and FX cross rates.
Otherwise, if you have an access to the Refinitiv Data Platform Search endpoint, you can use this endpoint to search for RICs.
For example, the following query searches "FX Cross Rate" RICs contributed by Refinitiv.
You can contact your Refintiiv account team or sales team for more information regaridng the Refinitiv Data Platform Search endpoint
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Answers
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Thank you for the clarification0
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