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Eduard Kruger @ BB avatar image
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Trading Venue Spot Prices

Good day,

I am currently using the RFA.NET API to retrieve currency market price information, which, working through the examples in the RFA package, is easy enough.

I have an additional requirement where I need to get the Spot Price information for the currencies as well. I can see this info on the Eikon Application/Eikon Web Interface, i.e. MTD%, YTD%, 3M % Change, 6M% change, etc.

Can I also retrieve this information from Reuters using the RFA API, or would it require another API to get this specific information?

Thank you,

treprfarfa-apipricing
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David Thomas avatar image   David Thomas

@Eduard Kruger @ BB

Thank you for your participation in the forum. If the reply below is satisfactory in resolving your query please click the 'Accept' text next to the reply. This will help community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks, AHS

Jirapongse avatar image   Jirapongse

@Eduard Kruger @ BB

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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David Thomas avatar image
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@Eduard Kruger @ BB

If the data you are looking for is available within the payload of an instrument on the Elektron Real-time network then it is possible to use RFA.NET to retrieve the appropriate fields. If you are using Eikon you can use the Data Item Browser to view the RIC content, the screen shot below shows the PCTCHG_MTD field from GBP= ;

The Data Item Browser allows you to lookup data items and their definitions. It can also be used to browse the entire data offering for a given instrument or security.

Browse for real-time, fundamental and referential content

Find data using data-item filters and keyword search

Copy and use data-items in Excel and API requests

Learn about data-items, their definitions and their properties.

View available data for a given security.

How to Access

Search for DIB or Data Item Browser in the main command line. This will also be available via the App Library and right-click menu.

*Only available in Eikon - Version 4 and above


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