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 looking at specifically is..

 https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries

is there any value in RDP API that could specify how a currency value relates to USD.

Thanks

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Accepted answers

Gurpreet

Hi @Netwealth,

Only the content experts at my.refinitiv.com can provide a definitive answer. I recommend that you raise a content ticket for this question.

From what I can see, historical pricing API does not carry this information. You can get a real-time pricing snapshot of an instrument (if you have permission), and check for the value in the fields CURRENCY and GV2_TEXT, which will indicate if the instrument is quoted in USD or opposite.

https://api.refinitiv.com/data/pricing/snapshots/v1/?universe=

All comments

Gurpreet

Hi @Netwealth,

Only the content experts at my.refinitiv.com can provide a definitive answer. I recommend that you raise a content ticket for this question.

https://api.refinitiv.com/data/pricing/snapshots/v1/?universe=

m.bunkowski

Hi @Netwealth

Most probably you are looking for this endpoint:

https://api.refinitiv.com/analytics/functions/v1/fx/fx-info

Sample payload:

{
  "universe": [
    {
      "currencyCodes": [
        "CAD"
      ]
    }
  ]
}

and the answer "quotationMode"

{
  "data": [
    {
      "styles": [
        {
          "currencyCode": "CAD",
          "currencyName": "Canadian Dollar (domestic settings)",
          "fxSpotLag": 1,
          "mmSpotLag": 2,
          "calendar": "CAN",
"quotationMode": "DIRECT",
          "mmYearBasis": 365
        }
      ]
    }
  ]
}

Gurpreet

Hi @m.bunkowski,

This API doesn't seem to have been released yet - it is marked as internal. Is this correct?

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