FX conversion rates

martin_noob_coder
martin_noob_coder Newcomer
edited August 13 in Refinitiv Data Platform Libraries

Is there a way to retrieve the FX conversion rates, specifically the ones used in the DIB parameters? We would need both PeriodEnd and PeriodAvg. If they can’t be pulled directly, could you share the methodology (if possible) so we can calculate PeriodAvg ourselves — and clarify whether these are official ECB exchange rates or spot market mid rates?

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hello @martin_noob_coder

    Since both period end and period average are applicable to the same parameter, it is not possible to extract both the values in a single API call. You can however invoke two separate calls to get both the values.

     ld.get_data(['GE.N', 'MSFT.O'], fields=['TR.F.TotRevenue'], parameters={'Period': 'FY0', 'Curn': 'USD', 'FXRate': 'PeriodEnd'})

and

ld.get_data(['GE.N', 'MSFT.O'], fields=['TR.F.TotRevenue'], parameters={'Period': 'FY0', 'Curn': 'USD', 'FXRate': 'PeriodAvg'})

    To find out the methodology for this calculation, please reach out to content experts at LSEG Support, and refer them to this discussion.

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