DSS - Currency Scaling in POST { {protocol}}{ {host}}{ {api}}Extractions/ExtractWithNotes
We are trying to extract historical data for currency cross-rates using the service POST { {protocol}}{ {host}}{ {api}}Extractions/ExtractWithNotes. Let us assumer for example we are looking for the historical data for IDR/EUR (i.e. Ric: IDREUR=R). In this case our call to the service layer looks as follows:
{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.TimeSeriesExtractionRequest",
"ContentFieldNames": [
"Trade Date",
"Universal Close Price",
"Currency Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "IDREUR=R", "IdentifierType": "Ric"}
]
},
"Condition":
"LastPriceOnly": false,
"StartDate": "2019-12-01T00:00:00.000Z",
"EndDate": "2019-12-04T00:00:00.000Z"
}
}
}
We noticed that the currency rates returned by the above call are scaled (i.e. there is a factor of 10'000). For example according to DSS data EUR/IDR (EURIDR=R) on 2019-12-02 was 15640.72 while IDR/EUR (IDREUR=R) on the same date was 0.6386. This indicates there is a 10000 scaling factor applied to IDR/EUR on the prices returned by the service.
Is it possible to pass a parameter in the above service call to return the data without any scaling?
I cannot find this option for TimeSeriesExtractionRequest. You are able to get the scaling factor of this RIC in the "FXIR Scaling Factor" of the TermAndConditionExtractionRequest. Below is the sample of results.
{
"IdentifierType": "Ric",
"Identifier": "IDREUR=R",
"FXIR Scaling Factor": 10000
}
According to Release note for DSS version 13.2, the TimeSeries Pricing will removed, you may need to use PriceHistoryExtractionRequest instead.
As announced in PCN 10897, the legacy Timeseries Pricing and Single Historical Price reports will be removed from the DataScope Select historical pricing offering and replaced with the newer Price History and Single Price History reports as of 28 February 2020.
