How do we scale the RIC code/currency while requesting from SFTP method?

mashab.aamir
mashab.aamir Newcomer
in DSS

Dear Team,

We are getting the output of below Instrument as 0.2806,0.2802 where it should be 0.002806,0.002802. We are trying to apply the scaling of 100 to this specific RIC code. Is there any guide to apply this scaling on this specific RIC code? Please support.

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>IQDAED=R</Identifier>

</Instrument>



Request:

<?xml version="1.0" encoding="UTF-8"?>

<ReportRequest

xmlns="http://www.reuters.com/Datascope/ReportRequest.xsd">

<InputList>

<InputListAction>Replace</InputListAction>

<Name>EWBccyList</Name>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>AUDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>BHDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>CADAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>CHFAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>CNYAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>DKKAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>EGPAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>EURAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>GBPAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>HKDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>INRAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>IQDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>JODAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>JPYAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>KWDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>LBPAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>LKRAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>MADAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>NOKAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>OMRAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>PKRAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>QARAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>SARAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>SEKAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>SGDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>TRYAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>TWDAED=R</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>AED=</Identifier>

</Instrument>

<Instrument>

<IdentifierType>RIC</IdentifierType>

<Identifier>ZARAED=R</Identifier>

</Instrument>

</InputList>

<ReportTemplate>

<ReportAction>Replace</ReportAction>

<Name>EWBFields</Name>

<IntradayPricing>

<OutputFormat>CSV</OutputFormat>

<Delimiter>None</Delimiter>

<Delivery>None</Delivery>

<ColumnHeaders>Yes</ColumnHeaders>

<Body>

<DataField>

<Name>RIC</Name>

<FieldNumber>0</FieldNumber>

<DataFieldType>Text</DataFieldType>

</DataField>

<DataField>

<Name>Ask Price</Name>

<FieldNumber>1</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Bid Price</Name>

<FieldNumber>2</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Security Description</Name>

<FieldNumber>4</FieldNumber>

<DataFieldType>Text</DataFieldType>

</DataField>

<DataField>

<Name>Close Price</Name>

<FieldNumber>4</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Mid Price</Name>

<FieldNumber>5</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Open Price</Name>

<FieldNumber>6</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Pricing Date</Name>

<FieldNumber>7</FieldNumber>

<DataFieldType>Date</DataFieldType>

<DateFormat>yyyyMMdd</DateFormat>

</DataField>

<DataField>

<Name>Universal Ask Price</Name>

<FieldNumber>8</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Universal Bid Price</Name>

<FieldNumber>9</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

<DataField>

<Name>Universal Close Price</Name>

<FieldNumber>10</FieldNumber>

<DataFieldType>Numeric</DataFieldType>

</DataField>

</Body>

</IntradayPricing>

</ReportTemplate>

<Schedule>

<ScheduleAction>Replace</ScheduleAction>

<Name>EOD Daily Schedule</Name>

<EODPricingSchedule>

<InputList>

<Name>EWBccyList</Name>

<Type>Instrument</Type>

</InputList>

<ReportTemplate>

<Name>EWBFields</Name>

<Type>EndOfDayPricing</Type>

</ReportTemplate>

<OutputFileName>Currencyratess.csv</OutputFileName>

<ScheduleImmediate>

<Type>CurrentDay</Type>

</ScheduleImmediate>

</EODPricingSchedule>

</Schedule>

</ReportRequest>

Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @mashab.aamir

    Thank you for reaching out to us.

    According to the provided values, it should be 0.2806 / 100 which is equal to 0.002806.

    The EndOfDayPricingExtractionRequest supports the "FXIR Scaling Factor" field which is multiplier or divisor applied to price for Foreign Exchange and Interest Rate quotes in order to derive the true value.

    However, please contact the DSS support team directly via MyRefinitiv to verify how to use the value in the "FXIR Scaling Factor" field.

Answers

  • mashab.aamir
    mashab.aamir Newcomer

    We have added the additional column "Cross scaling Factor " in our report in which we are getting the dividable value, we have managed to get the actual rate by dividing the rates with the cross-scaling factor.

    Thanks for your support

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