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EUR Ratings based curves validity
Hi, I need EUR sovereign, ratings based curves history and I found the following, for example for 2Y tenor: EUSOVAAAEUR2Y,EUSOVAEUR2Y, EUSOVBBEUR2Y,EUSOVBEUR2Y. How reliable are these curves? What data cleaning steps do you recommend? I will calculate their VaR so to winsor the percentiles wont work. My another question…
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Extracting historical market data for the following RIC using Python (ZARONZ=R & ZARONIA=RBMN)
I am trying to extract historical market data on the following RIC: ZARONZ=R & ZARONIA=RBMN. For ZARONZ=R what field can I use as I have tried using the following formula but it's not working: df_close = rd.get_history(universe=['ZARONZ=R'], fields=['TR.CF_CLOSE(Frq=D,SDate=2025-07-24,EDate=2025-09-25)']) For ZARONIA=RBMN,…
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RawExtractionResults return outdated rate for KPWUSD
The RawExtractionResults service is returning an outdated exchange rate for KPWUSD
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FX conversion rates
Is there a way to retrieve the FX conversion rates, specifically the ones used in the DIB parameters? We would need both PeriodEnd and PeriodAvg. If they can’t be pulled directly, could you share the methodology (if possible) so we can calculate PeriodAvg ourselves — and clarify whether these are official ECB exchange…
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Why Are Rate Changes Sent as Refresh Messages on EMA for Low-Frequency RICs?
We are analyzing FX rate data by comparing what we receive from the EMA and SSL channels. During this process, we noticed a difference for some low-frequency RICs, which are updated only a few times a day. For example, for the RIC 'TRYTDR=CBTA': On the SSL channel, when the rate changes, we receive it as an Update…
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Which exchange rate to choose?
I am interested in knowing the USD/INR exchange rate df=ld.get_history( universe=['INR=X'], start='2025-07-01', end='2025-07-07', interval='1D' ) Since, I was not sure which field to choose, i didnt specify any to check what all is available. I got the following: headers for the above code: BID ASK BID_HIGH_1 BID_LOW_1…
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How to get spot currency historical_data from Refinitiv Workspace
this is my code: def get_historical_data(rics: list, start_datetime: str, end_datetime: str): """ Retrieve historical pricing data for a given ticker and time range. Args: rics (list): The list of RICs (e.g., ['AAPL.O', 'GOOG.O']) start_datetime (str): Start datetime in ISO format (e.g., '2023-04-07T15:14:25.165')…
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How to verify If a RIC is Valid FX RIC ?
How to verify If a RIC is Valid FX RIC? I am specifically interested in FX. I am using RFA 8.2.3 C++ API.
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Do you have API connection or RFS to stream live pricing for USDPHP EURUSD or any other pairs?
Do you have API connection or RFS to stream live pricing for USDPHP EURUSD or any other pairs?
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FX Rates Datascope API specification request
Hi All, We would like to use DSS REST API to extract FX rates from Datascope Select I was provided this link: https://developers.lseg.com/en/api-catalog/datascope-select/datascope-select-rest-api It sounds I cannot connect here https://amers1.identity.ciam.refinitiv.net/auth/UI/Login How to get the API specification we…
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Need some help in understanding how can we get the Tokyo 3pm rates of LSEG.
We are currently calling the Datascope EndOfDay template endpoint to get the London Market closure rates. We need to fetch the Tokyo 3pm rates instead. Can someone please help me understand which endpoint do we need to call for the same?
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Intraday FX data from DataScope Select API
Hey everyone, I'm trying to retrieve tick-level FX traded price data from the REST API. However, the code I'm using (attached below) isn't returning any data. I’d really appreciate any help—thanks in advance! { "ExtractionRequest": { "@odata.type":…
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IPA Financial Contracts for Fx Cross api - error responses
I am using the IPA Financial Contracts for Fx Cross api to resolve Fx prices. I have made the same request (see payload below) several times over a period of 2-3 hours. Sometimes I receive an error response, sometimes I get a successful response. The error response was: QPS-Pricer.8020:Market data: No Fx Spot Point…
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How to enforce the same time-period when downloading FX and forwards?
Hi, I want to extract daily spot and forward FX data at the exact same time of the day. It seems that ek.get_timeseries is not using standardized time and I want to enforce that. I am using the code: ek.get_timeseries(RICs, fields, start_date, end_date, interval = "daily") However, for a simple example of "EUR=" and "JPY="…
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How to get FX rates from DSS rest API using python? any prerequisites needs to be done from our a...
How to get FX rates from DSS rest API using python? any prerequisites needs to be done from our application?
