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Datastream currency conversion for historical price timeseries

Is there a way to get currency converted historical price series using get_data(). For instance:

ds.get_data('<VT.N>',['RI'])

Out[81]:

Instrument <VT.N>

Field RI

Dates

2020-04-09 174.43

...

2021-04-08 265.58

2021-04-09 266.56


Returns the USD values. On datastream, we get the currency converted series for <VT.N>~INR

If i try

ds.get_data('<VT.N>~INR',['RI'])

Out[82]:

Instrument Datatype Value

0 <VT.N>~INR RI $$ER: E100,INVALID CODE OR EXPRESSION ENTERED


I get an error. Appreciate your help in an efficient solution.

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1 Answer

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@rajanraju

According to this answer, it should be:

ds.get_data('<VT.N>',['X(RI)~INR'])
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