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

ravi_ranjan
ravi_ranjan Newcomer

...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 }
}
}

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    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"
    }
    }
    }

Answers