Cross Scaling Factors for Eikon API

Hello,

I was curious if it is possible to get the scaling factors for cross rates through the Eikon Python API. For example, using the ek.get_timeseries method for JPYUSD returns a value of 0.89 while the real rate here should be 0.0089. I have not come across anything in the documentation that indicates whether scaling is necessary or what the scaling factor should be. Is there something I am missing here? What is the best way to recalculate these values so that they are correct?

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Accepted answers

Alex Putkov.1

You can use get_data method of Eikon Python API to retrieve the field named SCALING, which gives you the scaling factor for FX RICs, e.g.

ek.get_data('JPYUSD=R','SCALING')

returns 100.

All comments

Zhenya Kovalyov

Unfortunately, it is not possible with the Scripting API

The only API that currently supports reference data for FX/MM instruments is Adfin COM, through AdStyleStructure() function call, you can test it in Eikon Excel by using the following formula:

=AdStyleAttribute("CROSS","JPYUSD","QU")

Where

CROSS - Cross-currency style table
JPYUSD - Cross-currency code
QU - quotation units

Alex Putkov.1

You can use get_data method of Eikon Python API to retrieve the field named SCALING, which gives you the scaling factor for FX RICs, e.g.

ek.get_data('JPYUSD=R','SCALING')

returns 100.

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