How to convert timeseries quotes from original currency to e.g. EUR?
When requesting bid / ask quotes for e.g. "NEL.OL" following your tutorial I get the values in NOK currency.
Is there a way to convert the values in C# / .NET using the EIKON Desktop Data API to a certain fixed currency, e.g. EUR?
If that is not possible is there an elegant way to get the ISO currency code together with the bid / ask quotes when requesting timeseries data for a RIC?
Thanks a lot in advance for any help.
Best Answer
There is no interface in ITimesSeriesDataService to specify a currency code in the request.
However, you can use the GetCommonData method to get the currency code for a specified instrument RIC.
IMetadataRequest metaRequest = timeSeries.Metadata.GetCommonData("NEL.OL"
,commonData =>
{
Console.WriteLine("Currency: {0}", commonData.Currency.ToString());
}
, error =>
{
Console.WriteLine(error.Message);
} );
The output is:
Currency: NOK
Thank you, Jirapongse. That will work for me.