In the Bloomberg API, as you point out, to get FX forwards as spreads, not absolute values?

Question

How do you explicitly request fx forwards as outsiders using the bloomberg API?

In the Bloomberg terminal, you can choose whether to receive FX Forwards as absolute bets (outsiders) or as offsets from points (points) by doing XDF by pressing 7, then the option is about halfway down. 0 means "excess" and 1 "value" options.

With most of the default settings, you can explicitly set them in the API, so your code gives the same result no matter which computer you run. How to set this parameter in a V3 API request?

Answer 1

Having a colleague whom the help desk told is impossible, it turns out they are wrong, and it is possible. You override FWD_CURVE_QUOTE_FORMAT as values ​​for absolute values ​​and POINTS as offsets.

Sample Code (Java):

public static void main(String [] args) throws Exception{ Session session = BlpUtil.connectToReferenceData(); Service refDataService = session.getService("//blp/refdata"); Request request = refDataService.createRequest("HistoricalDataRequest"); Element securities = request.getElement("securities"); securities.appendValue("JPY10Y CMPL Curncy"); Element fields = request.getElement("fields"); fields.appendValue("PX_LAST"); request.set("startDate", "20100527"); request.set("endDate", "20100527"); Element overrides = request.getElement("overrides"); Element override1 = overrides.appendElement(); override1.setElement("fieldId", "FWD_CURVE_QUOTE_FORMAT"); override1.setElement("value", "POINTS"); CorrelationID cid = session.sendRequest(request, null); while (true) { Event event = session.nextEvent(); MessageIterator msgIter = event.messageIterator(); while (msgIter.hasNext()) { Message msg = msgIter.next(); if (msg.correlationID() == cid) { System.out.println("msg = " + msg); } } } }