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FX Rates Datascope API specification request
Hi All, We would like to use DSS REST API to extract FX rates from Datascope Select I was provided this link: https://developers.lseg.com/en/api-catalog/datascope-select/datascope-select-rest-api It sounds I cannot connect here https://amers1.identity.ciam.refinitiv.net/auth/UI/Login How to get the API specification we…
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Need some help in understanding how can we get the Tokyo 3pm rates of LSEG.
We are currently calling the Datascope EndOfDay template endpoint to get the London Market closure rates. We need to fetch the Tokyo 3pm rates instead. Can someone please help me understand which endpoint do we need to call for the same?
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Intraday FX data from DataScope Select API
Hey everyone, I'm trying to retrieve tick-level FX traded price data from the REST API. However, the code I'm using (attached below) isn't returning any data. I’d really appreciate any help—thanks in advance! { "ExtractionRequest": { "@odata.type":…
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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…
