Request CF_LAST in a particular currency.

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aquilesjlp300
aquilesjlp300 Contributor
in Eikon Data APIs

I'm using CF_LAST to get last traded price on a stock. I'd like to get the given price in given currency, let's say USD. Is there a direct way to do that? It doesn't seem to be a setting available for that CF_ factor that allows me to do so.

I could try using the FX pair options provided indeed, but is that the only way to achieve this? I'd like to know.

Thanks for your time,

Aquiles

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  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    At the backend we can only convert to another currency historical prices available through TR. fields. CF_ fields come from the real-time streaming datafeed, which does not have the capability to convert prices to another currency. The only way to convert to another currency most recent market data coming from real-time streaming datafeed is to do it in a client application. Mind that if you're looking to provide comprehensive currency conversion for global stocks, it's not a trivial task. You have to take into account that in the FX market by convention most currencies are quoted to USD directly (i.e. in units of the currency per 1 USD), but some currencies (e.g. EUR, GBP, AUD) are quoted indirectly (i.e. in USD per unit of the currency). You also have to take into account that in some markets, e.g. UK, South Africa, Israel stocks are quoted in minor (pennies, agorot) rather than major (pounds, shekels) currency units.

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