How to get RIC value currency using instrument search in rest api?
I use:
var results = extractionsContext.InstrumentSearch(
IdentifierType.Isin,
CodeISIN,
new[] {
InstrumentTypeGroup.CollatetizedMortgageObligations, InstrumentTypeGroup.Commodities, InstrumentTypeGroup.Equities,
InstrumentTypeGroup.FuturesAndOptions, InstrumentTypeGroup.GovCorp, InstrumentTypeGroup.MortgageBackedSecurities,
InstrumentTypeGroup.Money, InstrumentTypeGroup.Municipals, InstrumentTypeGroup.Funds },
IdentifierType.Ric, //Preferred identifier
10000); //Max results
But this search returns several rics with same ISIN and Source - they have different value currencies. If I want preferably nominal currency what should I do? I've read answer about using Historical search to get currency - I think it is very bad idea - It is consuming a lot of time - and such query costs money for my company.
Best Answer
-
An InstrumentSearch does not allow you to filter results by currency, and I'm not aware of a way to request results that only include the nominal currency.
But if you know the asset class and the currency, other search calls allow that:
Would that help ?
Side note: you might also be interested in this article on ISIN to RIC conversion.
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