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Get market data

Get market data

Request

Get rates from market data sets (MDSs) managed by the Integral Pricing engine.

The MDS workflow determines the parameters you need to send and the type of rates you receive.

Regular workflow

A regular MDS contains active market rates.

Required parameter values for regular rates:

  • id: you must include the ID of a regular MDS.
  • org: you must omit this parameter for regular rates. If you specify the id of a regular MDS and the org parameter, an error is returned.
  • symbol: you must include either symbol or symbols. If neither is included, an error is returned.
  • symbols: you must include either symbol or symbols. If neither is included, an error is returned.

Example: regular rates for a single currency pair, SPOT, for today's business date

/v2/marketdataset?id=RealTimeMDS&symbol=EUR/USD

Example: regular rates for multiple currency pairs, 1-week outright, for today's business date

/v2/marketdataset?id=RealTimeMDS&symbols=EUR/USD,USD/JPY,USD/CAD&tenor=1W

End-of-day workflow

An end-of-day MDS contains reference rates and is active after a specific time, typically after the end of the business day.

Required parameter values for end-of-day rates:

  • id: you must include the ID of an end-of-day MDS.
  • org: you must omit this parameter for end-of-day rates. If you specify the id of a end-of-day MDS and the org parameter, an error is returned.
  • symbol: you must include either symbol or symbols. If neither is included, an error is returned.
  • symbols: you must include either symbol or symbols. If neither is included, an error is returned.

Example: end-of-date rates for a single currency pair, SPOT, for today's business date

/v2/marketdataset?id=EODMDS&symbol=EUR/USD

Example: end-of-date rates for a single currency pair, SPOT, for a specific date

/v2/marketdataset?id=EODMDS&symbol=EUR/USD&date=2024-10-24

Fixed-period workflow

A fixed-period MDS contains rates generated at a specific time and that are active and valid during a specified time window with a start and end time.

Required parameter values for fixed-period rates:

  • id: you must include either id or org. Do not include both. Specify the MDS ID for fixed-period rates from a specific fixed-period MDS.
  • org: you must include either id or org. Do not include both. Specify the organization ID for rates from all fixed-period MDSs for the organization.

Example: fixed-period rates for a single currency pair, SPOT, for today's business date

/v2/marketdataset?id=FixedPeriodMDS&symbol=EUR/USD

Example: fixed-period rates for a single currency pair, SPOT, for a specific date, active during a specific time window

/v2/marketdataset?id=FixedPeriodMDS&symbol=EUR/USD&date=2024-10-24&timeWindow=1500-1700

Example: all fixed-period MDSs for an organization, SPOT, for a specific date, active during a specific time window

/v2/marketdataset?org=organizationID&date=2024-10-24&timeWindow=1500-1700

Security
SSO_TOKEN
Query
idstring, <= 30 characters

ID of market data set from the Integral Pricing Engine.

Required for regular market data sets.

Optional for EOD and fixed-period market data sets.

If not included, you must include org. Do not include both id and org in your request.

Examples:
You must include an ID for regular market data.
id=RealTimeMDS
Include an EOD market-data set ID for exclusively EOD market data. You may omit the ID to receive EOD and fixed-period market data.
id=EODMDS
Include a fixed-period market-data set ID for exclusively fixed-period market data. You may omit the ID to receive EOD and fixed-period market data.
id=FixedPeriodMDS
orgstring, <= 30 charactersrequired

ID of the organization that the market-data-set pricing stream is assigned to by the Integral Pricing Engine.

Omit for regular market data sets.

If not included, you must include id.

Do not include both id and org in your request.

Example:org=BNK1-4HOrg
symbolstring, <= 35 charactersrequired

Base and term currency separated by a slash "/". Optional for fixed-period workflow. For regular and end-of-day workflows, you must include either symbol or symbols. If neither is included, an error is returned.

Example:symbol=EUR/USD
symbolsstring, <= 255 charactersrequired

Comma-separated list of currency pairs. Each currency pair consists of base and term currencies separated by a slash "/" (for example EUR/USD,USD/JPY,NZD/USD). Optional for fixed-period workflow. For regular and end-of-day workflows, you must include either symbol or symbols. If neither is included, an error is returned.

Example:symbols=EUR/USD,USD/JPY
datestring, <= 20 characters

Business date for the market data set in the format YYYY-MM-DD.

If not specified, the current business date is used.

Applicable only to end-of-day and fixed-period MDSs. Ignored for regular MDSs.

Default:"Current business date"
Example:date=2024-10-24
tenorstring, <= 20 characters

MDS tenor. If not specified, all rates configured in the MDS are returned.

  • Today: today
  • TOD: today
  • ON: overnight (today)
  • TN: tomorrow
  • SP: spot
  • SPOT: spot
  • SN: spot next (spot+1)
  • nD: a number of days after the current business date (for example, 1D, 2D, 10D)
  • nW: a number of weeks after the current business date (for example, 1W, 2W, 3W)
  • nM: a number of months after the current business date (for example, 1M, 2M, 3M)
  • nY: a number of years after the current business date (for example, 1Y, 2Y, 3Y)
  • nIMM: The next International Monetary Market (IMM) settlement date. IMM dates are the third Wednesday of the last month of every quarter (March, June, September, December). IMM results in the next IMM date on or after the spot date. 2IMM results in two IMM dates after the spot date.
  • SnIMM: (spot + IMM) for swaps
  • TnIMM: (tomorrow + IMM) for swaps
Default:"SPOT"
timeWindowstring, <= 53 characters

Time in 24-hour format during which the market date set is active, either a discrete time hhmm or a time period with a start time and end time hhmm-hhmm. If not specified, currently active market data sets are returned.

Default:"Currently active market data sets"
Example:timeWindow=1500-1700
GET
/v2/marketdataset
JavaScript
const query = new URLSearchParams({
  id: 'RealTimeMDS',
  org: 'BNK1-4HOrg',
  symbol: 'EUR/USD',
  symbols: 'EUR/USD,USD/JPY',
  date: '2024-10-24',
  tenor: 'SPOT',
  timeWindow: '1500-1700'
}).toString();

const resp = await fetch(
  `https://docs.fxinside.net/_mock/openapi/integral-api-reference/rest/v2/marketdataset?${query}`,
  {
    method: 'GET',
    headers: {
      SSO_TOKEN: 'YOUR_API_KEY_HERE'
    }
  }
);

const data = await resp.text();
console.log(data);

Responses

A market data set object containing one or more rates.

Bodyapplication/json
Array [
idstring, <= 30 characters

ID of market data set as defined in the Integral Pricing Engine.

datestring or null, <= 20 characters

Business date of the current market data set in the format YYYY-MM-DD. Applicable to end-of-day and fixed-period MDSs only. Null for regular MDSs.

timeWindowstring or null, <= 53 characters

Applicable to fixed-period market data sets only. Time window when the rates in the market data set are active. Specified in 24-hour format from start time to end time (hhmm-hhmm).

namestring, <= 50 characters

Descriptive name of market data set.

createdTimestring or null, <= 32 characters

Market data set creation date/time in the 24-hour format yyyy-MM-dd HH:mm:ss,SSS Z.

activationTimestring or null, <= 32 characters

Applicable to fixed-period market data sets only. Market data set activation date/time in the 24-hour format yyyy-MM-dd HH:mm:ss,SSS Z.

validUntilstring or null, <= 32 characters

Applicable to fixed-period market data sets only. Date/time the market data set is valid until in the 24-hour format yyyy-MM-dd HH:mm:ss,SSS Z.

nextCreationTimestring or null, <= 32 characters

Applicable to fixed-period market data sets only. Date/time in 24-hour GMT the next market data set creation in the format yyyy-MM-dd HH:mm:ss,SSS Z.

expirationTimestring or null, <= 32 characters

Applicable to fixed-period market data sets only. Date/time at which the market data set expires in the format yyyy-MM-dd HH:mm:ss,SSS Z. The time is calculated by adding the Create Frequency value from the MDS configuration in the pricing engine to the activationTime value.

ratesArray of objects

Collection of rates.

]
Response
[
  {
    "id": "RealTimeMDS",
    "date": null,
    "timeWindow": null,
    "name": "Real-time market data",
    "createdTime": null,
    "activationTime": null,
    "validUntil": null,
    "nextCreationTime": null,
    "expirationTime": null,
    "rates": [ … ]
  }
]