Is it possible to extract the scaling factor from the DSS tick history api?
I am using this api to retrieve historical currency prices and short of storing the scaling factor for each currency pair I have no idea what the scaling factor is. An example of where this would be useful is INRGBP. On the quantitative analytics api I get a result of 0.94 with scaling factor of 100, but from tick history I have no indication of the scaling factor.
Thanks.
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Scaling factor for DSS tickhistory request
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Thank you for reaching out to us.
You can try the TermsAndConditionsExtractionRequest extraction that supports the FXIR Scaling Factor field. Send the request to the Extractions/ExtractWithNotes endpoint.
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TermsAndConditionsExtractionRequest",
"ContentFieldNames": [
"RIC",
"CUSIP",
"ISIN",
"SEDOL",
"Issuer OrgID",
"Currency Code",
"FXIR Scaling Factor"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "INRGBP=R", "IdentifierType": "Ric" }
],
"ValidationOptions": {
"AllowHistoricalInstruments": true
}
}
}
}
The output is:
{
"IdentifierType": "Ric",
"Identifier": "INRGBP=R",
"RIC": "INRGBP=R",
"CUSIP": null,
"ISIN": null,
"SEDOL": null,
"Issuer OrgID": null,
"Currency Code": "GBP",
"FXIR Scaling Factor": 100
}
