RDP Instrument Pricing Analytics (IPA API) what FX instruments (Crosses) are supported - is there...

mark.ringrose1 · March 2020

... list?

A client (Monex) is using the IPA API for FX rates. They have some cross rates that are unsupported (return a null) such as the Guatemalan Quetzal (RIC is GTQ= on Eikon).. I looked on the IPA API page on our Dev portal but cannot see a list of supported currency crosses. Is there such a list please?

lamya.mrani · May 2020

Hi Mark,

This looks like a defect. All active currencies should work with IPA.

You can try for instance EURGTQ.

Kamel.Dridi · March 2020

Hello Mark,
we support the following list of Fx Instruments:
FxSpot,
FxForward,
FxNonDeliverableForward,
FxSwap,
FxTimeOptionForward

mark.ringrose1 · March 2020

Thank you - my question is more detailed though. Sorry if this was not clear - the client would like an explicit list of currencies they can cross with this API. For example GTQ= is a currency we cover on Elektron, but it cannot be used, it seems, as a cross-rate using this API, e.g. GTQUSD or USDGTQ. Do we have an explicit list of all the cross currencies that are available?