COM RHistory API, Historical Series & Currency Conversion

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olivier.r
olivier.r Explorer
in Eikon COM

Bonjour,

I' asking to the experts : it seems that to the contrary of DEX2 there is no currency conversion in the RHistory API ?

Pretty annoying if this is the case ...

Merci,

O.

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @olivier.r, there is none, as it is a pure time series API. There is a way to get standard time series through DEX2 and use the currency return parameter.

    1. On Eikon, type in "YOUR_RIC DIB" into the command bar and press Enter; Data Item Browser will open;
    2. In the filters section go to 'Content Classification' and select Time Series Data and click on done;
    3. Data Item Browser will show all the fields that you can use with the value (if any)

Answers

  • olivier.r
    olivier.r Explorer

    Bonjour, merci that is pretty poor since some historical data are not available through DEX2 (example .BCUSA) and we need to use RHistory. However if we want the data in EUR we then need to convert by ourselves (means additional coding) as Rhistory does not manage currency conversion (!).

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