...ractWithNotes
We are trying to extract historical data for currency cross-rates using the service POST {{protocol}}{{host}}{{api}}Extractions/ExtractWithNotes. Let us assumer for example we are looking for the historical data for IDR/EUR (i.e. Ric: IDREUR=R). In this case our call to the service layer looks as follows:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Universal Close Price",
"Currency Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "IDREUR=R", "IdentifierType": "Ric"}
]
},
"Condition":
"LastPriceOnly": false,
"StartDate": "2019-12-01T00:00:00.000Z",
"EndDate": "2019-12-04T00:00:00.000Z"
}
}
}We noticed that the currency rates returned by the above call are scaled (i.e. there is a factor of 10'000). For example according to DSS data EUR/IDR (EURIDR=R) on 2019-12-02 was 15640.72 while IDR/EUR (IDREUR=R) on the same date was 0.6386. This indicates there is a 10000 scaling factor applied to IDR/EUR on the prices returned by the service.
Is it possible to pass a parameter in the above service call to return the data without any scaling?
