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How can I know whether the return data I get from refinitiv ElektronTimeseries API is in cent or in dollars.
For example, when i query Universal_Close_Price for RIC Chain 0#W+, the unit of the price is cent, while if I query Universal_Close_Price for RIC Chain 0#CL+, the unit is in dollars.
You can use the "Currency Code" field. The request looks like this:
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
"ContentFieldNames": [
"Instrument ID",
"RIC",
"Open",
"High",
"Low",
"Last",
"Volume",
"VWAP",
"Number of Price Moves",
"Trade Date",
"Currency Code"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"Identifier": "0#W+",
"IdentifierType": "ChainRIC"
}
],
"ValidationOptions":{
"AllowHistoricalInstruments": true
}
},
"Condition": {
"ReportDateRangeType": "Range",
"QueryStartDate": "2021-05-01",
"QueryEndDate": "2021-05-20"
}
}
}
The output is:
Instrument ID,RIC,Open,High,Low,Last,Volume,VWAP,Number of Price Moves,Trade Date,Currency Code 0#W+,W615E2,,,,,,,,2021/05/03,USc 0#W+,W615E2,,,,,,,,2021/05/04,USc
