client request DSS API

Zbigniew_83

Can you please assist ? Client asked for a piece of code (SQL Snowflake or Python API) or the necessary documentation to write that code.

The code has to :

1. Receive a currency pair and a date as input

2. Return the implied volatility for the currency pair that given day.

Another side question, I checked the endpoints you sent and they seem suitable.

but is the API endpoint for the implied volatilities the same for FX rates and Stock,indexes prices ?

We are trying to extract implied volatility surfaces for FX options via LSEG. We are okey with getting this data at close T-1.

I'm looking through the documentation of DataScope API and I've found a few promising fields.
It's about retrieving these implied volatilities.:

1590 47094 FX - Calc Opt Volatility Surfaces1 GL$ LSEG Close Price Mid Price

1590 47094 FX - Calc Opt Volatility Surfaces1 GL$ LSEG Close Price Mid Price

445 47213 FX - Calc Opt Volatility Surfaces3 GL$ LSEG Close Price Mid Price

1763 47601 FX - Calc Opt Volatility Surfaces4 GL$ LSEG Close Price Mid Price

Thank you.

Jirapongse

@Zbigniew_83

Thank you for reaching out to us.

To use the DSS REST API, please refer to the examples and tutorials on the DSS REST API product page.

To get data from the DSS REAT API, you need to know instruments identifiers and report templates that can provide the required data. You can refer to the LSEG DataScope Select Data Content Guide for more information. For historical pricing, you can refer to the REST API Tutorial 4: On Demand price history extraction tutorial. You can use the DSS REST Tutorials Postman collection example. You can also use Postman to generate a snippet code to various programming languages. For more information, please refer to this Generate code for a REST API call using Postman in just a few clicks article.

Otherwise, you can contact the DSS support team directly via LSEG Support and ask for the instruments identifiers, report templates, content fields, and parameters which can be used to extract the required data.