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sushant2 avatar image
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5 Decimal Places data for EUR/USD

Hi Everyone,

We are using the tickhistoryv2 datascope platform and trying to download historical data for the RIC EUR=

The issue we are facing is that the data downloaded for fields like Open, High, Close, etc, is only upto 4 decimal places, while we require data for upto 5 decimal places. Can anyone confirm if it is possible to get the data for upto 5 decimal places either through the GUI or the API ? I have tried searching in the community for some answers but so far I have got conflicting answers regarding this.

Also is there any other RIC I can use that has 5 decimal places of data for a minimum of 12 years.

Any help would be greatly appreciated.

tick-history-rest-apihistorical
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Christiaan Meihsl avatar image   Christiaan Meihsl

@sushant2, thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

Alex Putkov.1 avatar image   Alex Putkov.1

@sushant2
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
-AHS

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Christiaan Meihsl avatar image
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@sushant2,

EUR= is published with only 4 decimal places, if you look in Eikon you see that trading units mentions 4DP:

That is why the API does not deliver more.

EUR=W is the offshore composite spot rate, which comes from many contributors (if you have Eikon you can see them using 0#EUR=:

The issue is that most of these contributor Open Access RICs will not deliver data if you make an Elektron Time Series request.

So what can you use ?

1) Elektron Time Series request and EUR=W (result: between 4 and 5 decimals):

EUR=W,EUR=W,1.1606,1.1628,1.156,,,,,2018/10/01
EUR=W,EUR=W,1.15779,1.15801,1.1502,,,,,2018/10/02
EUR=W,EUR=W,1.1546,1.15935,1.1462,,,,,2018/10/03
EUR=W,EUR=W,1.1475,1.15419,1.146,,,,,2018/10/04
EUR=W,EUR=W,1.1512,1.1549,1.14816,,,,,2018/10/05
EUR=W,EUR=W,1.15181,1.1534,1.1456,,,,,2018/10/08

2) Tick History Intraday Summary (i.e. 1h bars) and EUR=ASAN (Asian Pacific Bank spot rate) or EUR=MDMB (Moscow Business World Bank spot rate). Only these two will deliver 6 decimals, as you can see in this comparison of 1 hour bars for the 4 RICs we discussed:

#RIC,Alias Underlying RIC,Domain,Date-Time,GMT Offset,Type,Open,High,Low,Last,Volume,No. Trades,Open Bid,High Bid,Low Bid,Close Bid,No. Bids,Open Ask,High Ask,Low Ask,Close Ask,No. Asks
EUR=,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.1357,1.1359,1.1341,1.1347,7635,1.1358,1.1361,1.1346,1.1348,7635
EUR=ASAN,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.135735,1.135845,1.134525,1.134625,551,1.137465,1.137465,1.137465,1.137465,0
EUR=MDMB,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.135725,1.135835,1.134525,1.134645,520,1.135815,1.135925,1.134615,1.134715,526
EUR=W,,Market Price,2018-10-30T11:00:00.000000000Z,+0,Intraday 1Hour,,,,,,,1.1355,1.1359,1.134,1.1347,7596,1.1359,1.1363,1.13459,1.1348,7596

Note that for these 2 RICs to deliver data you must set validation to Allow Open Access Instruments:

"ValidationOptions": { "AllowOpenAccessInstruments": true },
"UseUserPreferencesForValidationOptions": false

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●14

Hi @sushant2

In this case, the 4 decimal places is likely limited by content of this RIC, not API, since I am able to get more than 4 decimal places for <EUR=W> RIC. You may need to contact Content support team to provide alternative RICs.

Bid,Ask,High,Low,Instrument ID,Last,Volume,Trade Date
1.057653,1.057825,1.06333,1.0557,EUR=W,,,2017/02/14
1.06,1.0601,1.060875,1.0518,EUR=W,,,2017/02/15
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