How to retrieve historical FX spot rates and forward rates using DataScope Select Rest API in Pyt...

ravi_ranjan

...hon?

I am using the following to get FX rates but I believe it gives spot rates, How can I get historical forward rates for currency exchanges ?

  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [ "RIC", "Ask Price", "Bid Price", "Trade Date" ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [
        { "Identifier": "EUR=", "IdentifierType": "Ric" },
        { "Identifier": "GBP=", "IdentifierType": "Ric" }
      ]
    },
    "Condition": { "ScalableCurrency": true }
  }
}

zoya faberov

Hello @ravi_ranjan,

Forward RICs end with F, for example "EURF=",

They are not quote rics, but chains, try this:

{
   "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": [ "RIC", "Ask", "Bid", "Trade Date" ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", 
      "InstrumentIdentifiers": [
        { "Identifier": "EURF=", "IdentifierType": "ChainRIC" },
        { "Identifier": "GBPF=", "IdentifierType": "ChainRIC" }
      ]
    },
   "Condition": {
            "ReportDateRangeType": "Range",
            "QueryStartDate": "2015-12-01T00:00:00.000Z",
            "QueryEndDate": "2015-12-02T00:00:00.000Z"
        }
  }
}