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jiah avatar image
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Best way to get USDSOFR= Bid/Ask in C#

I need to get the Bid/Ask for USDSOFR= in C#.

This value doesn't update often, so I don't need streaming or any such real-time updating.

I just need to query once and get whatever the value is at that moment in time.

Can you please let me know what the preferred way of doing this is using the C# data API?

eikon-data-api#product
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wasin.w avatar image   wasin.w

Hi @jiah

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS

4 Answers

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Gurpreet avatar image
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Hi @jiah,

You can use the Refinitiv Data Library for .NET. For getting data from Eikon, use the desktop session in the configuration.

See the realtime snapshot example for polling the real time data.

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jiah avatar image
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Thank you Gurpreet. I have looked at those examples and see they are using the RDP method of doing things. Right now, my account is not provisioned for that. I have had success doing raw queries before using the Desktop method. Can you let me know if this same price snapshot query for USDSOFR= is possible to do using the Desktop method?


Thanks.

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Gurpreet avatar image
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Hi @jiah,

The streaming cache example should work with the desktop session.

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jiah avatar image
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I have this working, thank you.

For anyone interested, the symbols to query are: 

"USDSOFR=",
"/.SR1M",
"/.SR3M",
"/.SR6M",
"/.SR1Y"

And the fields are:

"DSPLY_NAME", "CF_LAST"
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