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Hi, in Excel Addin or API from Bloomberg, you can get the BID and ASK price from a forex like this:
bdp(securities = "EUR/USD N 102320@091620 Curncy",
fields = c('PX_BID', 'PX_ASK'))
Is there something similar to get exchange on specific future date on historical date?
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AHS
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Thanks,
AHS
As in the use case discussed on this thread, you can utilize Refinitiv Data Platform Library for the purpose of calculating FX Fwd points or outrights for a given Fwd end date as of a historical date.
from refinitiv.dataplatform.content.ipa.contracts import cross from refinitiv.dataplatform.content.ipa import FinancialContracts as fc fwd_contract = cross.Definition(fx_cross_code='EURUSD', fx_cross_type='FxForward', legs = [cross.LegDefinition( end_date = '2020-10-23')]) calc_params = cross.CalculationParams(valuation_date = '2020-09-16', price_side = 'Ask') response = fc.get_cross_analytics(fwd_contract, fields = ['ValuationDate', 'StartDate', 'EndDate', 'FxSwapsCcy1Ccy2', 'FxOutrightCcy1Ccy2'], calculation_params = calc_params) display(response.data.df)
Hi @ty
You may consider using RDP Library(Desktop session)
Please install refinitiv.dataplatform Python package:
pip install refinitiv.dataplatform
And this is sample code:
Actually, this solution just gives the historical price of 1M tenor. This Bloomberg formula gives the price of a currency in a reference date, so if the consulting date is greater than the reference date, it gives the swap point interpolation value for that date. It’s real useful if I want historical MtM for an active in my wallet based on a forward curve.
Considering the other question I did on another post, I think there is no solution from Refinitiv.
