Dear Refinitiv API team,
I have a Refinitiv Workspace license. I am working on a project with IT where I need to extract:
Main Global Majors FX Rates (e.g. GBP / EUR, GBP / USD etc.) Bid / Ask / Close prices for 10+ currencies at specific times of day: For example at:
- 9am, 3pm and 6pm (Note: I understand the FX end of day close price is settled at 4pm.)
IT have requested this data call would be run once a day or at the fixed times of day (stated above). The data needs to be stored in SQL Server Integration Services SSIS (SSIS). Environment is Windows.
IT preference for ongoing maintenance is to use the Eikon Side by Side Interoperability API.
- Would it be best to use an intraday API data call to store bid / ask / close prices at these fixed times?
- The FX rates bid / ask / close data calls may also need to be checked dynamically live. Therefore would it be best to pull in live bid / ask FX rates in memory and store those data points by writing a script or is there an alternative better solution? Note I have live FX rates on my license.
- I would like to know can these intraday data calls be done directly using the Eikon Side by Side Interoperability API instead using GET / POST requests (IT preference for ongoing maintenance) and have an example guidance / code to run so It can test.
- I would like to know the code in Python main Eikon API to extract FX rates at specific intraday time intervals (as stated above).
- I would like to know the code in Python main Eikon API to extract FX rates live and store these from memory to SQL.
- How to extract all major codes automatically in Python and Eikon Side by Side Interoperability API code for all countries instead of manually stating?
- What are limits on intraday historical data?
Please kindly advise.