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ifetisov avatar image
21 ●2 ●3 ●2

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.

dss-rest-apidatascope-selectdssricsrest-apiforex
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1 Answer

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Christiaan Meihsl avatar image
13.7k ●26 ●8 ●12

@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:

Would that help ?

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

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