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Question by bmd · Aug 06, 2020 at 10:03 AM · fxforward fx pricefx carry

FX Carry Trade

I noticed that there is an "FX Carry Trade" app on Eikon. I have several of questions about the topic
- Is there a way for me to call this app through the API?
- Is there a way for me to call the time series behind the app?
- What are exactly the time series behind the app? Is this a time series of forward contracts that is appended?
- Can we add additional constraints to the backtest such as 3rd party data or other kind of data found on eikon?
- There are several elements of the "FX Carry Trade" table that aren't clear (eg: Type, Proxy, Tenor). Can we have documentation on those?

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Answer by chavalit.jintamalit · Aug 06, 2020 at 03:26 PM

Hi @bmd

Eikon Data API cannot access to specific Eikon app data.

Eikon Data API can access to time series data using get_timeseries() but I do not know if this is the same data the app is using or not.

If you want to know more about the "FX Carry Trade" app specification, you can contact helpdesk to clarify the data the app is using.

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