Is this endpoint (and data ["FxSwapsCcy1", "FxSwapsCcy2", "FxSwapsCcy1Ccy2", "FxOutrightCcy1Ccy2"]) the same as AdFxSwpToSwp in Excel?
https://api.refinitiv.com/data/quantitative-analytics/v1/financial-contracts
{
"fields": [
"FxSwapsCcy1",
"FxSwapsCcy2",
"FxSwapsCcy1Ccy2",
"FxOutrightCcy1Ccy2"
],
"universe":[
{
"instrumentDefinition": {
"instrumentTag": "00102700008910C",
"fxCrossType": "FxForward",
"fxCrossCode": "AUDUSD",
"legs": [
{
"startDate":"2021-01-29T00:00:00Z",
"endDate":"2021-02-01T00:00:00Z"
}
]
},
"pricingParameters": {
"valuationDate": "2020-12-31T00:00:00Z",
"priceSide": "Mid"
},
"instrumentType": "FxCross"
}
],
"outputs": [
"Data",
"Headers"
]
}
