Where can I find the methodology used to derive the Reuters generic FX Swap points (e.g. RON1M= o...

michal
michal Newcomer
in Eikon Data APIs
Where can I find the methodology used to derive the Reuters generic FX Swap points (e.g. RON1M= or EUR5Y=). Are these calculated or do they show last ticks from other contributors? What is the logic behind?
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    These are contributed rates. You can see the contributor for the last quote and the contributor geographic location in fields CTBTR_1 and CTB_LOC1 respectively.

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