Request CF_LAST in a particular currency.

aquilesjlp300

I'm using CF_LAST to get last traded price on a stock. I'd like to get the given price in given currency, let's say USD. Is there a direct way to do that? It doesn't seem to be a setting available for that CF_ factor that allows me to do so.

I could try using the FX pair options provided indeed, but is that the only way to achieve this? I'd like to know.

Thanks for your time,

Aquiles

Alex Putkov.1

At the backend we can only convert to another currency historical prices available through TR. fields. CF_ fields come from the real-time streaming datafeed, which does not have the capability to convert prices to another currency. The only way to convert to another currency most recent market data coming from real-time streaming datafeed is to do it in a client application. Mind that if you're looking to provide comprehensive currency conversion for global stocks, it's not a trivial task. You have to take into account that in the FX market by convention most currencies are quoted to USD directly (i.e. in units of the currency per 1 USD), but some currencies (e.g. EUR, GBP, AUD) are quoted indirectly (i.e. in USD per unit of the currency). You also have to take into account that in some markets, e.g. UK, South Africa, Israel stocks are quoted in minor (pennies, agorot) rather than major (pounds, shekels) currency units.

jason.ramchandani01

@aquilesjlp300 Yes you can get the last price using the PriceClose field:'TR.PriceClose(Curn=USD)'

The parameter 'Curn=' can be any currency RIC eg CAD, JPY etc

I hope this can help.

aquilesjlp300

https://community.developers.refinitiv.com/discussion/comment/38725#Comment_38725

Thanks for this reply @jason.ramchandani01, the thing is, TR.PriceClose only gives me the closing price, CF_LAST indeed at some point of the day becomes the closing price for a given market, but what if I request it at a particular moment of the day, where market close has not yet arrived (?)

That's why I'm not considering using TR.PriceClose as an option.

jason.ramchandani01

https://community.developers.refinitiv.com/discussion/comment/38726#Comment_38726

@aquilesjlp300 Apols misread your question - can you try 'TR.CLOSEPRICE(Curn=USD)' to get last traded price.

You can use the Data Item Browser App in Eikon (DIB) to discover data items with both values, descriptions and parameter settings.

aquilesjlp300

https://community.developers.refinitiv.com/discussion/comment/38717#Comment_38717

Yes, I totally agree and aware of the points you're mentioning @Alex Putkov.1, that's one of the reasons why I wanted to know if Eikon had a more straightforward method to do this (like it does with TR.PriceClose, that lets you select the currency in which you desire it to be).

But that's ok, looks like that's going to be the way I'll proceed at the moment because like you guessed, I'm working with real-time streaming and that's the only way at the moment.

Still, thanks a lot for the feedback on this!