Trading Venue Spot Prices

Eduard Kruger @ BB
Eduard Kruger @ BB Explorer
in RFA

Good day,

I am currently using the RFA.NET API to retrieve currency market price information, which, working through the examples in the RFA package, is easy enough.

I have an additional requirement where I need to get the Spot Price information for the currencies as well. I can see this info on the Eikon Application/Eikon Web Interface, i.e. MTD%, YTD%, 3M % Change, 6M% change, etc.

Can I also retrieve this information from Reuters using the RFA API, or would it require another API to get this specific information?

Thank you,

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Best Answer

  • David Thomas
    David Thomas LSEG
    Answer ✓

    @Eduard Kruger @ BB

    If the data you are looking for is available within the payload of an instrument on the Elektron Real-time network then it is possible to use RFA.NET to retrieve the appropriate fields. If you are using Eikon you can use the Data Item Browser to view the RIC content, the screen shot below shows the PCTCHG_MTD field from GBP= ;

    image

    The Data Item Browser allows you to lookup data items and their
    definitions. It can also be used to browse the entire data offering for a
    given instrument or security.

    Browse
    for real-time, fundamental and referential content

    Find
    data using data-item filters and keyword search

    Copy
    and use data-items in Excel and API requests

    Learn
    about data-items, their definitions and their properties.

    View
    available data for a given security.

    How to Access

    Search for DIB or Data Item
    Browser in the main command line. This will also be available via the App
    Library and right-click menu.

    *Only available
    in Eikon - Version 4 and above

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