Hello,
I was curious if it is possible to get the scaling factors for cross rates through the Eikon Python API. For example, using the ek.get_timeseries method for JPYUSD returns a value of 0.89 while the real rate here should be 0.0089. I have not come across anything in the documentation that indicates whether scaling is necessary or what the scaling factor should be. Is there something I am missing here? What is the best way to recalculate these values so that they are correct?
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Cross Scaling Factors for Eikon API
Hi @mohit.kansal,
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Thanks,
AHS
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You can use get_data method of Eikon Python API to retrieve the field named SCALING, which gives you the scaling factor for FX RICs, e.g.
ek.get_data('JPYUSD=R','SCALING')
returns 100.
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Unfortunately, it is not possible with the Scripting API
The only API that currently supports reference data for FX/MM instruments is Adfin COM, through AdStyleStructure() function call, you can test it in Eikon Excel by using the following formula:
=AdStyleAttribute("CROSS","JPYUSD","QU")
Where
- CROSS - Cross-currency style table
- JPYUSD - Cross-currency code
- QU - quotation units
