currency rates in major currency

nimesh.jain
nimesh.jain Newcomer

How can i send currency scaling while fetching prices byrest api.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    I found this information regarding currency scaling in DSS.

    This option lets you extract prices in major currencies instead of the minor currencies in which some equity, funds, futures & options, and money/foreign exchange instruments are denominated.
    Examples of minor currencies include Great Britain pence (GBp), South African Cents (ZAc), and Israeli Agora (ILa).

    • When Perform Currency Scaling is selected in the Report Information tab via Extractions > Report Templates, Thomson Reuters DataScope Select will apply a scaling factor (in most cases 100.0) and output the price in the instrument's major currency.
    • Note that only the price is translated. If you include Currency Code as an output field, that code does not get updated.
    • Currency scaling can be defined in End Of Day(EOD), Intraday Pricing and Premium EOD Pricing reports created via the Thomson Reuters DataScope Select GUI or uploaded via FTP. Note that currency scaling is available for equity and futures & options instruments in Premium EOD Pricing reports.

    In REST API, you can specify it by setting ScalableCurrency to true in the Condition field of the request message. For example:

    {
    "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.IntradayPricingExtractionRequest",
    "ContentFieldNames": [
    "30-Day Implied Volatility - Call"
    ],
    "IdentifierList": {
    ...
    },
    "Condition": {
    "ScalableCurrency": true
    }
    }
    }

    ScalableCurrency is supported in:

    • CompositeExtractionRequest
    • IntradayPricingExtractionRequest
    • PremiumEndOfDayPricingExtractionRequest
    • EndOfDayPricingExtractionRequest.

    See the DataScope Select Data Content Guide (“Scaled Currency Field” column) for supported
    fields. For more information about currency scaling, please refer to USER GUIDE FOR DATASCOPE SELECT 11.3 GUI and search for "Currency Scaling".

Answers

  • [quote]


    Answer by jirapongse.phuriphanvichai

    Mar 28, 2018 at 11:54 PM

    I found this information regarding currency scaling in DSS.

    This
    option lets you extract prices in major currencies instead of the minor
    currencies in which some equity, funds, futures & options, and
    money/foreign exchange instruments are denominated. Your Books On Time accounting firms near me small accounting firms near me.

    Examples of minor currencies include Great Britain pence (GBp), South African Cents (ZAc), and Israeli Agora (ILa).

    • When Perform Currency Scaling is selected in the Report Information tab via Extractions > Report Templates,
      Thomson Reuters DataScope Select will apply a scaling factor (in most
      cases 100.0) and output the price in the instrument's major currency.
    • Note that only the price is translated. If you include Currency Code as an output field, that code does not get updated.
    • Currency
      scaling can be defined in End Of Day(EOD), Intraday Pricing and Premium
      EOD Pricing reports created via the Thomson Reuters DataScope Select
      GUI or uploaded via FTP. Note that currency scaling is available for
      equity and futures & options instruments in Premium EOD Pricing
      reports.

    In REST API, you can specify it by setting ScalableCurrency to true in the Condition field of the request message. For example:


    [/quote]

    ok!