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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…
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="…
How to get FX rates from DSS rest API using python? any prerequisites needs to be done from our application?
Hi Team Can you please help us connect EMA code with SCS relay Like going through documentation , i understood that ETA can be replaced with EMA by trading off little performance , but I am not able to find a suitable doc which will help connect EMA java code with SCS relay I want to stream prices and publish Market By…
I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting. I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting. I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does…
Hi there, When we retrieve FX rate using datascope API we get an output "Inverse Rate Marker" which tells us how that value is represented in proportionate to USD. e.g. * 1 USD = x Non USD * or 1 Non USD = x USD We have not been able to find "Inverse Rate Marker" or its equivalent value in output of RDP api's. API we are…
I can connect and get real time data by using below, but I can not find how to get volume and market board information(depth) by using websocket API. I am using this python file [market_price_rdpgw_service_discovery.py]. As for FX(ric = 'JPY='), I can not see the volume at all. I am glad if you tell me how to get these…
For the 6pm Malta FX, below is the code: rd.get_history(fx_list, ['MID_PRICE'], interval='minute', end=this_date, count=1) Generally, this is working and we are getting the same rates EXCEPT for a few instances, and I would like to know why there are these differences…
Is there a way to get historical FX (forex) tick data using Refinitiv APIs using Python? I tried the below and only got NAs: df2 = ek.get_timeseries(rics = "GBP=", fields = ['BID', 'ASK'], interval="tick", # count=2000, start_date="2022-05-19", end_date="2022-05-20") # start_date="2022-05-19T10:00:00",…
I haven't been able to query non-equity (foreign exchange forward) series using Python API (beta version, as of 3/23/2022) that I was able to on refinitiv workspace desktop app and the request table on a excel sheet with the refinitiv add-on. An example series is "BBGBP1F" which is USD to UK Pound 1M forward, and it can be…
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