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Question by ifetisov · May 16, 2018 at 09:51 AM · rest apicurrencyinstrumentsearch

How to get RIC value currency using instrument search in rest api?

I use:

var results = extractionsContext.InstrumentSearch( IdentifierType.Isin, CodeISIN, new[] { InstrumentTypeGroup.CollatetizedMortgageObligations, InstrumentTypeGroup.Commodities, InstrumentTypeGroup.Equities, InstrumentTypeGroup.FuturesAndOptions, InstrumentTypeGroup.GovCorp, InstrumentTypeGroup.MortgageBackedSecurities, InstrumentTypeGroup.Money, InstrumentTypeGroup.Municipals, InstrumentTypeGroup.Funds }, IdentifierType.Ric, //Preferred identifier 10000); //Max results

But this search returns several rics with same ISIN and Source - they have different value currencies. If I want preferably nominal currency what should I do? I've read answer about using Historical search to get currency - I think it is very bad idea - It is consuming a lot of time - and such query costs money for my company.

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Answer by Christiaan Meihsl · May 17, 2018 at 03:58 AM

@ifetisov,

An InstrumentSearch does not allow you to filter results by currency, and I'm not aware of a way to request results that only include the nominal currency.

But if you know the asset class and the currency, other search calls allow that:

  • CmoAbsSearch
  • CommoditySearch
  • EquitySearch
  • FundSearch
  • FuturesAndOptionsSearch
  • GovCorpSearch

Would that help ?

Side note: you might also be interested in this article on ISIN to RIC conversion.

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