How to convert timeseries quotes from original currency to e.g. EUR?

Sascha K
Sascha K Newcomer
in Eikon COM

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.

Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Sascha K

    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

Answers

Categories