question

Upvotes
Accepted
1 1 1 4

how to get the LIBOR01​ from IDN_RDF

elektronrefinitiv-realtimetreprfac#.net
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
Accepted
13k 32 12 18

@mohamed.abdalrehim You can use RFA.NET example such as QuickStartConsumer and subscribe to RIC: "LIBOR01" to get data. This particular RIC produces a string based result which is oriented for displaying page data on screens. Here is the sample output:

Symbol name: LIBOR01
FieldList's entry count: 32
    FieldEntry: PROD_PERM  (1)         3345
    FieldEntry: RDNDISPLAY (2)         151
    FieldEntry: CURRENCY   (15)        0
    FieldEntry: RECORDTYPE (259)       249
    FieldEntry: ROW80_1    (315)       10:55 02AUG18    THOMSON REUTERS ICE LIBOR* RATES      UK67516           LIBOR01
    FieldEntry: ROW80_2    (316)       ICE BENCHMARK ADMINISTRATION INTEREST SETTLEMENT RATES     Alternative to <3750>
    FieldEntry: ROW80_3    (317)       [02/08/18]       RATES AT 11:00 LONDON TIME 02/08/2018    Disclaimer <LIBORDISC>
    FieldEntry: ROW80_4    (318)       *FORMERLY KNOWN AS BBA LIBOR                             LIBOR Guide <LIBORMENU>
    FieldEntry: ROW80_5    (319)                 USD        GBP        CAD        EUR        JPY      EUR 365          
    FieldEntry: ROW80_6    (320)        O/N    1.92025    0.55963              -0.44729 SN-0.06167                     
    FieldEntry: ROW80_7    (321)        1WK    1.94900    0.68638              -0.42143   -0.05933                     
    FieldEntry: ROW80_8    (322)        2WK                                                                            
    FieldEntry: ROW80_9    (323)        1MO    2.08019    0.70538              -0.40443   -0.06817                     
    FieldEntry: ROW80_10   (324)        2MO    2.18206    0.73500              -0.37943   -0.05583                     
    FieldEntry: ROW80_11   (325)        3MO    2.34050    0.80650              -0.35900   -0.03467                     
    FieldEntry: ROW80_12   (326)                                                                                       
    FieldEntry: ROW80_13   (327)        4MO                                                                            
    FieldEntry: ROW80_14   (328)        5MO                                                                            
    FieldEntry: ROW80_15   (329)        6MO    2.53050    0.90819              -0.31729    0.01500                     
    FieldEntry: ROW80_16   (330)                                                                                       
    FieldEntry: ROW80_17   (331)        7MO                                                                            
    FieldEntry: ROW80_18   (332)        8MO                                                                            
    FieldEntry: ROW80_19   (333)        9MO                                                                            
    FieldEntry: ROW80_20   (334)                                                                                       
    FieldEntry: ROW80_21   (335)       10MO                                                                            
    FieldEntry: ROW80_22   (336)       11MO                                                                            
    FieldEntry: ROW80_23   (337)       12MO    2.82775    1.06238              -0.23086    0.12300                     
    FieldEntry: ROW80_24   (338)       BBA NZD,DKK,SEK,AUD,CAD, EURSD & EUR365 discontinued. Please see <BBALEGACY>.   
    FieldEntry: ROW80_25   (339)       <0#LIBORSUPERRICS> RICs for above  <0#LIBORRICS> Contributor RICs               
    FieldEntry: CONTEXT_ID (5357)      3015
    FieldEntry: DDS_DSO_ID (6401)      12403
    FieldEntry: SPS_SP_RIC (6480)      .[SPSLIBL1
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
9.7k 49 38 60

Hi @mohamed.abdalrehim,

You can retrieve these rates by simply using the above code you provided (LIBOR01) when requesting data from your market data service. For example, I'm using the SpeedGuide tool within the developer community to retrieve this instrument:

However, the data does come in as a reuters page which you will need to scrape values within rows of data. For example, this is what the page looks like at the message level:


ahs.png (81.0 KiB)
ahs.png (54.2 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea