How to get spot currency historical_data from Refinitiv Workspace

Jwan622
Newcomer
this is my code:
def get_historical_data(rics: list, start_datetime: str, end_datetime: str):
"""
Retrieve historical pricing data for a given ticker and time range.
Args: rics (list): The list of RICs (e.g., ['AAPL.O', 'GOOG.O']) start_datetime (str): Start datetime in ISO format (e.g., '2023-04-07T15:14:25.165') end_datetime (str): End datetime in ISO format (e.g., '2023-04-07T15:15:25.165') Returns: list: List of dictionaries containing historical data records """ try: # Open a session sesh = rd.open_session() logger.info(f"Session opened for historical data request: {sesh}") # Validate date formats try: start_dt = datetime.fromisoformat(start_datetime.replace('Z', '+00:00')) end_dt = datetime.fromisoformat(end_datetime.replace('Z', '+00:00')) # Check if start date is after end date if start_dt > end_dt: error_msg = f"Invalid date range: start date ({start_datetime}) is after end date ({end_datetime})" logger.error(error_msg) return {"error": error_msg} except ValueError as e: logger.error(f"Invalid date format: {e}") return {"error": f"Invalid date format: {e}"} logger.info(f"Making API request for {rics} between {start_datetime} and {end_datetime}") # Make the API request response = historical_pricing.events.Definition( universe=rics, start=start_datetime, end=end_datetime, eventTypes=EventTypes.TRADE ).get_data()
How do I get spot currency data (time and sales) for Canadian dollar, euro, mexican peso. I am trying to pass in CAD=
and 0#CD:
and 0#CAD=
but nothing works. What can I do? it works for futures CDU25
works but not spot.
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Answers
-
Hello @Jwan622
There are no trades in the FX - these instruments are not matched on an exchange. You can invoke the get history method without any fields parameters to get a list of all the available fields for a currency pair. Most likely you will need to use some format of Bid/Askor Mid price as a spot rate.
df = ld.get_history( universe="CAD=", interval="1D", start="2025-01-01", end="2025-04-01", count=1000 )
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