Is there a way to get currency converted historical price series using get_data(). For instance:
ds.get_data('<VT.N>',['RI'])
Out[81]:
Instrument <VT.N>
Field RI
Dates
2020-04-09 174.43
...
2021-04-08 265.58
2021-04-09 266.56
Returns the USD values. On datastream, we get the currency converted series for <VT.N>~INR
If i try
ds.get_data('<VT.N>~INR',['RI'])
Out[82]:
Instrument Datatype Value
0 <VT.N>~INR RI $$ER: E100,INVALID CODE OR EXPRESSION ENTERED
I get an error. Appreciate your help in an efficient solution.