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foreignexchangerate.ForwardsApi

All URIs are relative to https://api.factset.com/content

Method HTTP request Description
getFXForwards GET /foreign-exchange/v1/forwards Gets Forwards for a list of currency pairs
getFXForwardsForList POST /foreign-exchange/v1/forwards Gets Forwards for a list of currency pairs

getFXForwards

ForwardsResponse getFXForwards(ids, opts)

Gets Forwards for a list of currency pairs

Forward rates are provided in 80+ currencies against the U.S. dollar, British pound, and euro. Forward quotes are provided by Reuters and coverage is determined by the amount of reliable currency trading in a particular currency. Bid, offer, and mid rates are available for 11 `forwardPeriod` periods - Overnight, Tomorrow Next, 1 Week (Spot Week), 1 month, 2 month, 3 month, 6 month, 9 month, 1 year, 2 year, 5 year. All identifiers have spot rates, but not all identifiers have forward rate data.

Example

Important

The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

const { ApiClient, ForwardsApi } = require('@factset/sdk-foreignexchangerate');
const { ConfidentialClient } = require('@factset/sdk-utils');

const apiClient = ApiClient.instance;

// Examples for each supported authentication method are below,
// choose one that satisfies your use case.

// (Preferred) OAuth 2.0: FactSetOAuth2
// See https://github.com/FactSet/enterprise-sdk#oauth-20
// for information on how to create the app-config.json file
//
// The confidential client instance should be reused in production environments.
// See https://github.com/FactSet/enterprise-sdk-utils-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new ConfidentialClient('/path/to/app-config.json');

// Basic authentication: FactSetApiKey
// See https://github.com/FactSet/enterprise-sdk#api-key
// for information how to create an API key
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';

const apiInstance = new ForwardsApi();
const ids = ["USDGBP"]; // [String] | The currency pair requested in the format of a ISO {source}{target}. For a complete list of ISO currencies, please visit [OA 1470](https://my.apps.factset.com/oa/pages/1470)
const opts = {
  'forwardPeriod': ON, // String | Bid, offer, and mid rates are available for the following 11 time periods.  * ON - Overnight  * TN - Tomorrow Next  * SW - One Week (Spot Week)  * 1M - One Month  * 2M - Two Months  * 3M - Three Months  * 6M - Six Months  * 9M - Nine Months  * 1Y - One Year  * 2Y - Two Years  * 5Y - Five Years 
  'startDate': 2019-01-01, // String | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available. 
  'endDate': 2019-12-31, // String | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available. 
  'frequency': D // String | Controls the display frequency of the data returned.   * **D** = Daily   * **W** = Weekly, based on the last day of the week of the start date.   * **M** = Monthly, based on the last trading day of the month.   * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).    * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).   * **AY** = Actual Annual, based on the start date.   * **CY** = Calendar Annual, based on the last trading day of the calendar year. 
};

// Call api endpoint
apiInstance.getFXForwards(ids, opts).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Parameters

Name Type Description Notes
ids [String] The currency pair requested in the format of a ISO {source}{target}. For a complete list of ISO currencies, please visit OA 1470
forwardPeriod String Bid, offer, and mid rates are available for the following 11 time periods. * ON - Overnight * TN - Tomorrow Next * SW - One Week (Spot Week) * 1M - One Month * 2M - Two Months * 3M - Three Months * 6M - Six Months * 9M - Nine Months * 1Y - One Year * 2Y - Two Years * 5Y - Five Years [optional] [default to '1M']
startDate String The start date requested for a given date range in YYYY-MM-DD format. If left blank, the API will default to latest available. [optional]
endDate String The end date requested for a given date range in YYYY-MM-DD format. If left blank, the API will default to latest available. [optional]
frequency String Controls the display frequency of the data returned. * D = Daily * W = Weekly, based on the last day of the week of the start date. * M = Monthly, based on the last trading day of the month. * AM = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.). * CQ = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December). * AY = Actual Annual, based on the start date. * CY = Calendar Annual, based on the last trading day of the calendar year. [optional] [default to 'D']

Return type

ForwardsResponse

Authorization

FactSetApiKey, FactSetOAuth2

HTTP request headers

  • Content-Type: Not defined
  • Accept: application/json

getFXForwardsForList

ForwardsResponse getFXForwardsForList(forwardsRequest)

Gets Forwards for a list of currency pairs

Forward rates are provided in 80+ currencies against the U.S. dollar, British pound, and euro. Forward quotes are provided by Reuters and coverage is determined by the amount of reliable currency trading in a particular currency. Bid, offer, and mid rates are available for 11 `forwardPeriod` periods - Overnight, Tomorrow Next, 1 Week (Spot Week), 1 month, 2 month, 3 month, 6 month, 9 month, 1 year, 2 year, 5 year. All identifiers have spot rates, but not all identifiers have forward rate data.

Example

Important

The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

const { ApiClient, ForwardsApi } = require('@factset/sdk-foreignexchangerate');
const { ConfidentialClient } = require('@factset/sdk-utils');

const apiClient = ApiClient.instance;

// Examples for each supported authentication method are below,
// choose one that satisfies your use case.

// (Preferred) OAuth 2.0: FactSetOAuth2
// See https://github.com/FactSet/enterprise-sdk#oauth-20
// for information on how to create the app-config.json file
//
// The confidential client instance should be reused in production environments.
// See https://github.com/FactSet/enterprise-sdk-utils-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new ConfidentialClient('/path/to/app-config.json');

// Basic authentication: FactSetApiKey
// See https://github.com/FactSet/enterprise-sdk#api-key
// for information how to create an API key
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';

const apiInstance = new ForwardsApi();
const forwardsRequest = new foreignexchangerate.ForwardsRequest(); // ForwardsRequest | Request object for FX Forwards.

// Call api endpoint
apiInstance.getFXForwardsForList(forwardsRequest).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Parameters

Name Type Description Notes
forwardsRequest ForwardsRequest Request object for FX Forwards.

Return type

ForwardsResponse

Authorization

FactSetApiKey, FactSetOAuth2

HTTP request headers

  • Content-Type: application/json
  • Accept: application/json