FX Time-series requests Datastream Web Service

I am using C# to get FX data form Datastream webservice. The request is as follow.


DSGetDataRequest request = new DSGetDataRequest()

{

TokenValue = this.token,

DataRequest = new DSDataRequest()

{

Instrument = instrument,

DataTypes = prgDataTypes,

Date = new DSDate()

{

Kind = DSDateKind.TimeSeries,

Start = startDate.ToString("yyyy-MM-dd"),

End = endDate.ToString("yyyy-MM-dd"),

Frequency = FrequencySymbol

},

}

};

where:

instrument.Value="GBP=,DKK=,EUR=,SEK=".

DataTypes.Value = "ER"

I am getting no data back.

response.Dates = null

I believe the instrument.Value is wrong but I don't what is the correct format.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @youssef.amine

    To use RIC as an instrument, you need to enclose it with angle brackets <>. Therefore, the instrument.Value should be:

    instrument.Value="<GBP=>,<DKK=>,<EUR=>,<SEK=>"