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IPA Financial Contracts for Fx Cross api - error responses
I am using the IPA Financial Contracts for Fx Cross api to resolve Fx prices. I have made the same request (see payload below) several times over a period of 2-3 hours. Sometimes I receive an error response, sometimes I get a successful response. The error response was: QPS-Pricer.8020:Market data: No Fx Spot Point…
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How to enforce the same time-period when downloading FX and forwards?
Hi, I want to extract daily spot and forward FX data at the exact same time of the day. It seems that ek.get_timeseries is not using standardized time and I want to enforce that. I am using the code: ek.get_timeseries(RICs, fields, start_date, end_date, interval = "daily") However, for a simple example of "EUR=" and "JPY="…
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EMA JAVA Connectivity with Using SCS relay
Hi Team Can you please help us connect EMA code with SCS relay Like going through documentation , i understood that ETA can be replaced with EMA by trading off little performance , but I am not able to find a suitable doc which will help connect EMA java code with SCS relay I want to stream prices and publish Market By…
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Canadian Dollar Zero Coupon Yield Curve
I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting. I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting. I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does…
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Fx rate and Inverse Rate Marker in RDP
Hi there, When we retrieve FX rate using datascope API we get an output "Inverse Rate Marker" which tells us how that value is represented in proportionate to USD. e.g. * 1 USD = x Non USD * or 1 Non USD = x USD We have not been able to find "Inverse Rate Marker" or its equivalent value in output of RDP api's. API we are…
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Real time optimized - How to get volume and market board information(depth) in websocket ?
I can connect and get real time data by using below, but I can not find how to get volume and market board information(depth) by using websocket API. I am using this python file [market_price_rdpgw_service_discovery.py]. As for FX(ric = 'JPY='), I can not see the volume at all. I am glad if you tell me how to get these…
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MID_PRICE discrepancy between Excel & Python API
For the 6pm Malta FX, below is the code: rd.get_history(fx_list, ['MID_PRICE'], interval='minute', end=this_date, count=1) Generally, this is working and we are getting the same rates EXCEPT for a few instances, and I would like to know why there are these differences…
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Historical FX tick data in python?
Is there a way to get historical FX (forex) tick data using Refinitiv APIs using Python? I tried the below and only got NAs: df2 = ek.get_timeseries(rics = "GBP=", fields = ['BID', 'ASK'], interval="tick", # count=2000, start_date="2022-05-19", end_date="2022-05-20") # start_date="2022-05-19T10:00:00",…
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Cannot find symbol from refinitiv workspace in Python API
I haven't been able to query non-equity (foreign exchange forward) series using Python API (beta version, as of 3/23/2022) that I was able to on refinitiv workspace desktop app and the request table on a excel sheet with the refinitiv add-on. An example series is "BBGBP1F" which is USD to UK Pound 1M forward, and it can be…
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ND Forward Curves triangulation
Hi, I have been with the API downloading forward curves. When there is a forward curve with two currencies, one with just NDF contracts and the other with both NDF and outrights, I have realized that the triangulation checks out both NDF curves are used. I would like to know, why do you think this is the best approach? For…
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How do I adjust Values of yAxis displayed on Matrix of FX Volatility Surface IPA?
I am retrieving matrix of IPA FX Volatility surface by using sample file on Github: https://github.com/Refinitiv-API-Samples/Article.RDPLibrary.Python.VolatilitySurfaces_Curves However, Values of yAxis seems not correctly displayed on Matrix of FX Volatility Surface IPA. Although setting up yValues as below in parameter of…
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How do I set up call/put in parameter for IPA FX Volatility surface API ?
A way to set up Call/Put in parameter for IPA FX Volatility surface API is not mentioned in the document"IPA Volatility Surfaces : FX". In Eikon FXVE, call delta and put delta are automatically come up in the bottom section by selecting "delta" as Y axis on the top left of the app: (Y axis=delta) (Call delta/Put delta)…
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Python API: can not request equity indices timeseries in EUR currency
For some equity indices such as "World-Datastream Market", we need timeseries in EUR currency. Using the get_data() function in python it only works in terms of a snapshot: * ds.get_data('TOTMKWD',fields=['X~E'], start='2020-01-01', end='2021-10-01', kind=0) whereas it does NOT work in terms of timeseries resulting in…
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How to get historical implied volatility data of FX pairs ?
How to get historical implied volatility data of FX pairs ?
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FX Prices return zero
Hi, Could you provide a sample on how to pull an FX quote using Excel? After reading the DDE usage guide, i tried =RediLink|FXQ!'AUD/USD;CROSS,SB' which will return the pair in the first cell (as desired) and then zero as the spot bid. It does the same when i replace SB with SA for spot ask. Thanks
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FX volatility smile
Hi, I have a doubt regarding the volatility smile that can be retrieved through the quantitative-analytics-curves-and-surfaces/v1/surfaces endpoint. I am making the http request with this body: { "universe": [ { "underlyingType": "Fx", "surfaceTag": "FxVol-GBPEUR", "underlyingDefinition": { "fxCrossCode": "GBPEUR" },…
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How to get Cross Currency Basis discount curves with RDP
Hi, I would like to ask how to get the cross-currency basis discount curve. For example, It can be seen in the Eikon desktop application under the ric 0#EURUSDQQZ= (for EURvsUSD). I didn't see any endpoint which can retrieve those kinds of curves in the API playground and I was wondering if I am missing something out.…
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Getting FX forward curves
Hi, I am trying to get the values for the FX forward rates with: GET https://api.refinitiv.com/user-framework/mobile/fx-service/v1/fx/forwards/rates/{ric} I have tried different RICs (0#EURF=, EURF=, 0#EURGBPF=, EUR1M=, etc.) unsuccessfully. Is it possible to use chain RICs? Then, I tried a similar link without RIC: GET…
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Forex spot prices quoted precision AUDJPY= EURJPY= (real time)
I am using Refinitiv Real Time - Optimized to receive forex spot quotes for ric codes AUDJPY= and EURJPY=. The bid and ask are in two decimal places however the minimal change (tick size) for these currency pairs is 0.001. I have contacted support with the reply this product has two decimal points only. Are there any other…
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Datastream currency conversion for historical price timeseries
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…
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How can I get GBP currency exchange rate daily? Is there any REST API?
How can I get GBP currency exchange rate daily? Is there any REST API?
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Request different cut-off for FX pairs.
Hello, If I wanted to request a time-series of AUD= MidPrice at 16 hours, I would do a request like this: import eikon as ek ek.set_app_key('xxxxxxxxxxxxxxxxxxxxx') data = ek.get_data(["AUD16H="], "TR.MIDPRICE") But what if I wanted to do so for 16.30 hours? Or 15.30 hours? Would something like that be possible? Thanks in…
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RIC structure for money market
In the RICs for FX rates we see the following structure: for example for EUR GBP EURGBP= EURGBP=EU EURGBP=S EURGBP=* What are the options that can be used after the "=" sign? Where can I find documentation for that?
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ISIN code and Currency
Hi, I need find instruments trading currency. I'm using ISIN codes and universe is equities, ETFs and bonds. I have tested CF_CURR, Ccy etc and still <NA>. What should I try next? Thx. Juha
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Can´t get FX rates from Eikon API
I am trying to download a time series from 2010-12-31 with FX-rates but I only get 1 year of data. However, when I reduce the number of RIC-codes to one then I get a complete time series. Can somebody help me figure out why I cannot get a full time series? today = datetime.now() #dagens datum…
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Hi! I am trying to figure this out - Is there any way we can fetch intraday data for USDINR currency
Hi! I am trying to figure this out - Is there any way we can fetch intraday data for USDINR currency pair in Python?
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Is there a logic or guidance on when to use spot/Cross/Refinitiv RIC while constructing RIC Code for
Is there a logic or guidance on when to use spot/Cross/Refinitiv RIC while constructing RIC Code for forex ?
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We want to fetch currency exchange rate using Reuters. We want to convert all the currencies into eu
We want to fetch currency exchange rate using Reuters. We want to convert all the currencies into euro? Is it possible extract it? We need information of rest API, which can help us through this.
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Gap in FX data via Eikon API
When I run this query: df, err = ek.get_data(["EUR=", "USD="],["TR.FxRateComposite.date","TR.FxRateComposite"], {'SDate':'2000-01-01', 'EDate':'2020-12-01'}) I notice that there are roughly two years (approx. 2015-2016) of FX data that seems to be wrong. Picture attached. I've tried this with 10+ currencies with the same…
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Query to retrieve average FX Rates
In the financials tab of the company profiles on the Eikon webtool, the balance sheet, income statement, etc. can be converted from the reported currency to USD. When converting, the avg. FX rate is displayed. I'm able to query the financials of an instrument via the Eikon API Proxy in python, but not the avg. FX rate. I…
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Resolve Currency code in RDP
Hi I am using RDP .Net API to retrieve real time prices and the currency ( CF_LAST, CF_CURR ) on a bunch of stocks / futures ( e.g. "VOD.L", "FFIZ0" ). The returned value on CF_CURR is a number ( I guess it is a currency code ). How can I get the string currency code from this number ? Is there a way that the function call…
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Currency Times Series Python API
Hello, I am using the below formula to download a data frame of daily price quotes for a list of currency rics: df_cy = pd.DataFrame(ek.get_timeseries(list_rics,['CLOSE'],start_date = first_date,end_date = last_date)) It seems that I am limited to 1 month of data with this formula. How to have the same result, but for a…
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Forex on past and futures dates equivalent bloomberg api
Hi, in Excel Addin or API from Bloomberg, you can get the BID and ASK price from a forex like this: bdp(securities = "EUR/USD N 102320@091620 Curncy", fields = c('PX_BID', 'PX_ASK')) Is there something similar to get exchange on specific future date on historical date?
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Change currency in a get _timeserie query
I have a RIC that is nominated in Yuan (RMB), I would like to obtain the time serie in USD, can I add a parameter to the below formula? df =pd.DataFrame(ek.get_timeseries(ric, start_date=first_date,interval=interval)) Thanks.
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Currencies via Python API
I am looking to get historical currencies data (London or Europe close) the Python API, but US CLOSE seems to be the only one that is available. Any ideas about how to pull EU/London close quotations? import eikon as ek import datetime as dt import pandas as pd ek.set_app_key(API_KEY) start_date = dt.datetime.now()…
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Submit FX order FXAll via python api
Hi, I am in the processing of writing a proof of concept for submitting FX orders via a python api for a buy side client. I have an eikon login (trial). I have experimented with the eikon api in Python and it see to stream only top of book (level 1) market data. Please point me to examples that achieve the folowwing: *…
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FX Carry Trade
I noticed that there is an "FX Carry Trade" app on Eikon. I have several of questions about the topic - Is there a way for me to call this app through the API? - Is there a way for me to call the time series behind the app? - What are exactly the time series behind the app? Is this a time series of forward contracts that…
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We would like to do a REST API call to Reuters in order to retrieve daily currencies.
a. What kind of URL do we need to use ? Is this URL the correct endpoint -> https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/Extract b. Which DDS account and password can we use ? c. Do we have an additional cost with Reuters if we want to use REST API call’s for exchange rates ? d. Do we need SSL…
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Unable to Deserialize when ContentFieldNames contains FXIR Scaling Factor and getting error In .Net
The JSON value could not be converted to System.Int32. Path: $.Contents[8340]['FXIR Scaling Factor'] | LineNumber: 0 | BytePositionInLine: 1516560. Request: { "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.EndOfDayPricingExtractionRequest", "ContentFieldNames": [ "RIC", "Trade…
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Using CF_Curr on companies listed on AMEX.
I was trying to request currency codes for companies listed under AMEX and I didn't succeed. To use a couple of examples, when I used TSLA.O or 1111.HK, I got the currencies back correctly, but, when I tried using ISBC.A, I got nothing. Is this normal?