5 Decimal Places data for EUR/USD

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sushant2
sushant2 Newcomer
in TRTH

Hi Everyone,

We are using the tickhistoryv2 datascope platform and trying to download historical data for the RIC EUR=

The issue we are facing is that the data downloaded for fields like Open, High, Close, etc, is only upto 4 decimal places, while we require data for upto 5 decimal places. Can anyone confirm if it is possible to get the data for upto 5 decimal places either through the GUI or the API ? I have tried searching in the community for some answers but so far I have got conflicting answers regarding this.

Also is there any other RIC I can use that has 5 decimal places of data for a minimum of 12 years.

Any help would be greatly appreciated.

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @sushant2,

    EUR= is published with only 4 decimal places, if you look in Eikon you see that trading units mentions 4DP:

    image

    That is why the API does not deliver more.

    EUR=W is the offshore composite spot rate, which comes from many contributors (if you have Eikon you can see them using 0#EUR=:

    image

    The issue is that most of these contributor Open Access RICs will not deliver data if you make an Elektron Time Series request.

    So what can you use ?

    1) Elektron Time Series request and EUR=W (result: between 4 and 5 decimals):

    EUR=W,EUR=W,1.1606,1.1628,1.156,,,,,2018/10/01
    EUR=W,EUR=W,1.15779,1.15801,1.1502,,,,,2018/10/02
    EUR=W,EUR=W,1.1546,1.15935,1.1462,,,,,2018/10/03
    EUR=W,EUR=W,1.1475,1.15419,1.146,,,,,2018/10/04
    EUR=W,EUR=W,1.1512,1.1549,1.14816,,,,,2018/10/05
    EUR=W,EUR=W,1.15181,1.1534,1.1456,,,,,2018/10/08

    2) Tick History Intraday Summary (i.e. 1h bars) and EUR=ASAN (Asian Pacific Bank spot rate) or EUR=MDMB (Moscow Business World Bank spot rate). Only these two will deliver 6 decimals, as you can see in this comparison of 1 hour bars for the 4 RICs we discussed:

    #RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Volume,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks
    EUR=,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.1357,1.1359,1.1341,1.1347,7635,1.1358,1.1361,1.1346,1.1348,7635
    EUR=ASAN,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.135735,1.135845,1.134525,1.134625,551,1.137465,1.137465,1.137465,1.137465,0
    EUR=MDMB,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.135725,1.135835,1.134525,1.134645,520,1.135815,1.135925,1.134615,1.134715,526
    EUR=W,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.1355,1.1359,1.134,1.1347,7596,1.1359,1.1363,1.13459,1.1348,7596

    Note that for these 2 RICs to deliver data you must set validation to Allow Open Access Instruments:

    "ValidationOptions": { "AllowOpenAccessInstruments": true },
    "UseUserPreferencesForValidationOptions": false

Answers

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG

    Hi @sushant2

    In this case, the 4 decimal places is likely limited by content of this RIC, not API, since I am able to get more than 4 decimal places for <EUR=W> RIC. You may need to contact Content support team to provide alternative RICs.

    Bid,Ask,High,Low,Instrument ID,Last,Volume,Trade Date
    1.057653,1.057825,1.06333,1.0557,EUR=W,,,2017/02/14
    1.06,1.0601,1.060875,1.0518,EUR=W,,,2017/02/15

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