how to get the LIBOR01 from IDN_RDF
Best Answer
@mohamed.abdalrehim You can use RFA.NET example such as QuickStartConsumer and subscribe to RIC: "LIBOR01" to get data. This particular RIC produces a string based result which is oriented for displaying page data on screens. Here is the sample output:
Symbol name: LIBOR01
FieldList's entry count: 32
FieldEntry: PROD_PERM (1) 3345
FieldEntry: RDNDISPLAY (2) 151
FieldEntry: CURRENCY (15) 0
FieldEntry: RECORDTYPE (259) 249
FieldEntry: ROW80_1 (315) 10:55 02AUG18 THOMSON REUTERS ICE LIBOR* RATES UK67516 LIBOR01
FieldEntry: ROW80_2 (316) ICE BENCHMARK ADMINISTRATION INTEREST SETTLEMENT RATES Alternative to <3750>
FieldEntry: ROW80_3 (317) [02/08/18] RATES AT 11:00 LONDON TIME 02/08/2018 Disclaimer <LIBORDISC>
FieldEntry: ROW80_4 (318) *FORMERLY KNOWN AS BBA LIBOR LIBOR Guide <LIBORMENU>
FieldEntry: ROW80_5 (319) USD GBP CAD EUR JPY EUR 365
FieldEntry: ROW80_6 (320) O/N 1.92025 0.55963 -0.44729 SN-0.06167
FieldEntry: ROW80_7 (321) 1WK 1.94900 0.68638 -0.42143 -0.05933
FieldEntry: ROW80_8 (322) 2WK
FieldEntry: ROW80_9 (323) 1MO 2.08019 0.70538 -0.40443 -0.06817
FieldEntry: ROW80_10 (324) 2MO 2.18206 0.73500 -0.37943 -0.05583
FieldEntry: ROW80_11 (325) 3MO 2.34050 0.80650 -0.35900 -0.03467
FieldEntry: ROW80_12 (326)
FieldEntry: ROW80_13 (327) 4MO
FieldEntry: ROW80_14 (328) 5MO
FieldEntry: ROW80_15 (329) 6MO 2.53050 0.90819 -0.31729 0.01500
FieldEntry: ROW80_16 (330)
FieldEntry: ROW80_17 (331) 7MO
FieldEntry: ROW80_18 (332) 8MO
FieldEntry: ROW80_19 (333) 9MO
FieldEntry: ROW80_20 (334)
FieldEntry: ROW80_21 (335) 10MO
FieldEntry: ROW80_22 (336) 11MO
FieldEntry: ROW80_23 (337) 12MO 2.82775 1.06238 -0.23086 0.12300
FieldEntry: ROW80_24 (338) BBA NZD,DKK,SEK,AUD,CAD, EURSD & EUR365 discontinued. Please see <BBALEGACY>.
FieldEntry: ROW80_25 (339) <0#LIBORSUPERRICS> RICs for above <0#LIBORRICS> Contributor RICs
FieldEntry: CONTEXT_ID (5357) 3015
FieldEntry: DDS_DSO_ID (6401) 12403
FieldEntry: SPS_SP_RIC (6480) .[SPSLIBL1
You can retrieve these rates by simply using the above code you provided (LIBOR01) when requesting data from your market data service. For example, I'm using the SpeedGuide tool within the developer community to retrieve this instrument:
However, the data does come in as a reuters page which you will need to scrape values within rows of data. For example, this is what the page looks like at the message level:
