Hi,
How to get only increments for volatility, Instead of increments we are always getting volatility rate for RIC "EUR10PON=R" in BID and ASK column, Could you please help us to find the column in which we could find only increments for the same. other wise please share the RIC's which will return only increments for the give delta.
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In the meant time, could you please confirm whether SI does exactly what they want.
@Rathish K T Can you please describe what exactly you are looking for. There are fields NETCHG_1 and PCTCHG_1 which display the change from previous close. It is also quite trivial to calculate the change from previous BID/ASK; if that is what you are interested in.
@Gurpreet. I need the volatilites to be represented as increments from the ATM Volatiliy levels. For example If ATM Vol is 5% and Inc for a non-ATM Strike is +0.1, That means Volatilty for the specified non ATM strike is 5.1%. My front office system accepts these increments and that's why I'm wondering there's a way Reuters directly gives these increments for consumption without any calculations from my side.
@Rathish K T TR currently not provide the incremental of Volatility at the streaming data level, but there is a feature in Eikon called Synthetic Instruments (SI) that allows to create a user-defined instrument with simple operations (such as a spread), and to use that instrument as if it was a standard RIC. Anyway, it could only use for fixed delta levels as per VOLSURF RICs, not strike levels.
Defining Synthetic Instruments (SI) at Eikon and requesting (SI RIC's) the same is licensed or free. If licensed could you please share the details.
@Rathish K T @bussaya.kansarn. Eikon synthetic instruments are not applicable in this case, since Rathish is using RFA API and getting data from TREP or Elektron.
So correct answer would be: TR does not provide incremental volatility as a field.
