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question

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Get historical data in a specific currency

Hi,

How can I set the currency in the price historical data to be downloaded, E.g. EUR?
I am using the following example:

Thank you.

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
"ContentFieldNames": [
"File Code",
"RIC",
"Trade Date",
"Last Trade Price",
"Universal Close Price",
"Alternate Close Price",
"High Price",
"Low Price",
"Open Price",
"Volume Weighted Average Price",
"Turnover",
"Volume",
"Accumulated Volume Unscaled",
"Bid Price",
"Asset Type",
"Quote ID",
"Bid Yield",
"Exchange Code",
"Currency Code"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{ "Identifier": "438516AC0", "IdentifierType": "Cusip" },
{ "Identifier": "ALVG.DE", "IdentifierType": "Ric" },
{ "Identifier": "RTR.L", "IdentifierType": "Ric" }
]
},
"Condition": {
"AdjustedPrices": true,
"QueryStartDate": "2006-05-24T00:00:00.000Z",
"QueryEndDate": "2006-05-31T00:00:00.000Z"
}
}
}

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1 Answer

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14.7k 39 12 18

Hi @modaresi,

The PriceHistoryExtractionRequest does not offer currency conversion. If this is required, your application will have to perform this conversion, by downloading the FX timeseries for the currency pairs of interest, and then scaling the time-series values.

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