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Netwealth avatar image
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Fx rate and Inverse Rate Marker in RDP

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 looking at specifically is..

 https://api.refinitiv.com/data/historical-pricing/v1/views/interday-summaries


is there any value in RDP API that could specify how a currency value relates to USD.


Thanks

rdp-api#product#contentforex
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raksina.samasiri avatar image   raksina.samasiri

Hi @Netwealth ,

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

2 Answers

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Gurpreet avatar image
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Hi @Netwealth,

Only the content experts at my.refinitiv.com can provide a definitive answer. I recommend that you raise a content ticket for this question.

From what I can see, historical pricing API does not carry this information. You can get a real-time pricing snapshot of an instrument (if you have permission), and check for the value in the fields CURRENCY and GV2_TEXT, which will indicate if the instrument is quoted in USD or opposite.

https://api.refinitiv.com/data/pricing/snapshots/v1/?universe=
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m.bunkowski avatar image
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Hi @Netwealth

Most probably you are looking for this endpoint:

https://api.refinitiv.com/analytics/functions/v1/fx/fx-info

Sample payload:

{
  "universe": [
    {
      "currencyCodes": [
        "CAD"
      ]
    }
  ]
}

and the answer "quotationMode"

{
  "data": [
    {
      "styles": [
        {
          "currencyCode": "CAD",
          "currencyName": "Canadian Dollar (domestic settings)",
          "fxSpotLag": 1,
          "mmSpotLag": 2,
          "calendar": "CAN",
          "quotationMode": "DIRECT",
          "mmYearBasis": 365
        }
      ]
    }
  ]
}
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Gurpreet avatar image Gurpreet
Hi @marcin.bunkowski01​,

This API doesn't seem to have been released yet - it is marked as internal. Is this correct?


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