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IPA Financial Contracts for Fx Cross api - error responses
I am using the IPA Financial Contracts for Fx Cross api to resolve Fx prices. I have made the same request (see payload below) several times over a period of 2-3 hours. Sometimes I receive an error response, sometimes I get a successful response. The error response was: QPS-Pricer.8020:Market data: No Fx Spot Point…
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How to enforce the same time-period when downloading FX and forwards?
Hi, I want to extract daily spot and forward FX data at the exact same time of the day. It seems that ek.get_timeseries is not using standardized time and I want to enforce that. I am using the code: ek.get_timeseries(RICs, fields, start_date, end_date, interval = "daily") However, for a simple example of "EUR=" and "JPY="…
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How to get FX rates from DSS rest API using python? any prerequisites needs to be done from our a...
How to get FX rates from DSS rest API using python? any prerequisites needs to be done from our application?
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EMA JAVA Connectivity with Using SCS relay
Hi Team Can you please help us connect EMA code with SCS relay Like going through documentation , i understood that ETA can be replaced with EMA by trading off little performance , but I am not able to find a suitable doc which will help connect EMA java code with SCS relay I want to stream prices and publish Market By…
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Canadian Dollar Zero Coupon Yield Curve
I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting. I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting. I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does…
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Fx rate and Inverse Rate Marker in RDP
Hi there, When we retrieve FX rate using datascope API we get an output "Inverse Rate Marker" which tells us how that value is represented in proportionate to USD. e.g. * 1 USD = x Non USD * or 1 Non USD = x USD We have not been able to find "Inverse Rate Marker" or its equivalent value in output of RDP api's. API we are…
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Real time optimized - How to get volume and market board information(depth) in websocket ?
I can connect and get real time data by using below, but I can not find how to get volume and market board information(depth) by using websocket API. I am using this python file [market_price_rdpgw_service_discovery.py]. As for FX(ric = 'JPY='), I can not see the volume at all. I am glad if you tell me how to get these…
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MID_PRICE discrepancy between Excel & Python API
For the 6pm Malta FX, below is the code: rd.get_history(fx_list, ['MID_PRICE'], interval='minute', end=this_date, count=1) Generally, this is working and we are getting the same rates EXCEPT for a few instances, and I would like to know why there are these differences…
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Historical FX tick data in python?
Is there a way to get historical FX (forex) tick data using Refinitiv APIs using Python? I tried the below and only got NAs: df2 = ek.get_timeseries(rics = "GBP=", fields = ['BID', 'ASK'], interval="tick", # count=2000, start_date="2022-05-19", end_date="2022-05-20") # start_date="2022-05-19T10:00:00",…
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Cannot find symbol from refinitiv workspace in Python API
I haven't been able to query non-equity (foreign exchange forward) series using Python API (beta version, as of 3/23/2022) that I was able to on refinitiv workspace desktop app and the request table on a excel sheet with the refinitiv add-on. An example series is "BBGBP1F" which is USD to UK Pound 1M forward, and it can be…
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FX volatility smile
Hi, I have a doubt regarding the volatility smile that can be retrieved through the quantitative-analytics-curves-and-surfaces/v1/surfaces endpoint. I am making the http request with this body: { "universe": [ { "underlyingType": "Fx", "surfaceTag": "FxVol-GBPEUR", "underlyingDefinition": { "fxCrossCode": "GBPEUR" },…
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ND Forward Curves triangulation
Hi, I have been with the API downloading forward curves. When there is a forward curve with two currencies, one with just NDF contracts and the other with both NDF and outrights, I have realized that the triangulation checks out both NDF curves are used. I would like to know, why do you think this is the best approach? For…
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How do I adjust Values of yAxis displayed on Matrix of FX Volatility Surface IPA?
I am retrieving matrix of IPA FX Volatility surface by using sample file on Github: https://github.com/Refinitiv-API-Samples/Article.RDPLibrary.Python.VolatilitySurfaces_Curves However, Values of yAxis seems not correctly displayed on Matrix of FX Volatility Surface IPA. Although setting up yValues as below in parameter of…
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How do I set up call/put in parameter for IPA FX Volatility surface API ?
A way to set up Call/Put in parameter for IPA FX Volatility surface API is not mentioned in the document"IPA Volatility Surfaces : FX". In Eikon FXVE, call delta and put delta are automatically come up in the bottom section by selecting "delta" as Y axis on the top left of the app: (Y axis=delta) (Call delta/Put delta)…
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FX Prices return zero
Hi, Could you provide a sample on how to pull an FX quote using Excel? After reading the DDE usage guide, i tried =RediLink|FXQ!'AUD/USD;CROSS,SB' which will return the pair in the first cell (as desired) and then zero as the spot bid. It does the same when i replace SB with SA for spot ask. Thanks
