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RDP Instrument Pricing Analytics (IPA API) what FX instruments (Crosses) are supported - is there list?
A client (Monex) is using the IPA API for FX rates. They have some cross rates that are unsupported (return a null) such as the Guatemalan Quetzal (RIC is GTQ= on Eikon).. I looked on the IPA API page on our Dev portal but cannot see a list of supported currency crosses. Is there such a list please?
Hello @mark.ringrose
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Thanks,
AHS
Hello @mark.ringrose
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
Hi,
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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Hi Mark,
This looks like a defect. All active currencies should work with IPA.
You can try for instance EURGTQ.
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Hello Mark,
we support the following list of Fx Instruments:
FxSpot,
FxForward,
FxNonDeliverableForward,
FxSwap,
FxTimeOptionForward
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Thank you - my question is more detailed though. Sorry if this was not clear - the client would like an explicit list of currencies they can cross with this API. For example GTQ= is a currency we cover on Elektron, but it cannot be used, it seems, as a cross-rate using this API, e.g. GTQUSD or USDGTQ. Do we have an explicit list of all the cross currencies that are available?
