# Get market data 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 * End-of-day workflow * Fixed-period workflow Regular workflow A regular MDS contains active market rates. Required parameter values for regular rates: * : you must include the ID of a regular MDS. * : you must omit this parameter for regular rates. If you specify the of a regular MDS and the parameter, an error is returned. * : you must include either or . If neither is included, an error is returned. * : you must include either or . If neither is included, an error is returned. #### Example: regular rates for a single currency pair, SPOT, for today's business date #### Example: regular rates for multiple currency pairs, 1-week outright, for today's business date 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: * : you must include the ID of an end-of-day MDS. * : you must omit this parameter for end-of-day rates. If you specify the of a end-of-day MDS and the parameter, an error is returned. * : you must include either or . If neither is included, an error is returned. * : you must include either or . If neither is included, an error is returned. #### Example: end-of-date rates for a single currency pair, SPOT, for today's business date #### Example: end-of-date rates for a single currency pair, SPOT, for a specific date 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: * : you must include either or . Do not include both. Specify the MDS ID for fixed-period rates from a specific fixed-period MDS. * : you must include either or . 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 #### Example: fixed-period rates for a single currency pair, SPOT, for a specific date, active during a specific time window #### Example: all fixed-period MDSs for an organization, SPOT, for a specific date, active during a specific time window Endpoint: GET /marketdataset Version: 1.0.1 Security: SSO_TOKEN ## Query parameters: - `id` (string, required) 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 . Do not include both and in your request. - `org` (string, required) 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 . Do not include both and in your request. Example: "BNK1-4HOrg" - `symbol` (string, required) Base and term currency separated by a slash "/". Optional for fixed-period workflow. For regular and end-of-day workflows, you must include either or . If neither is included, an error is returned. Example: "EUR/USD" - `symbols` (string, required) Comma-separated list of currency pairs. Each currency pair consists of base and term currencies separated by a slash "/" (for example ). Optional for fixed-period workflow. For regular and end-of-day workflows, you must include either or . If neither is included, an error is returned. Example: "EUR/USD,USD/JPY" - `date` (string) Business date for the market data set in the format . If not specified, the current business date is used. Applicable only to end-of-day and fixed-period MDSs. Ignored for regular MDSs. Example: "2024-10-24" - `tenor` (string) MDS tenor. If not specified, all rates configured in the MDS are returned. - : today - : today - : overnight (today) - : tomorrow - : spot - : spot - : spot next (spot+1) - : a number of days after the current business date (for example, 1D, 2D, 10D) - : a number of weeks after the current business date (for example, 1W, 2W, 3W) - : a number of months after the current business date (for example, 1M, 2M, 3M) - : a number of years after the current business date (for example, 1Y, 2Y, 3Y) - : 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). results in the next IMM date on or after the spot date. results in two IMM dates after the spot date. - : (spot + IMM) for swaps - : (tomorrow + IMM) for swaps - `timeWindow` (string) Time in 24-hour format during which the market date set is active, either a discrete time or a time period with a start time and end time . If not specified, currently active market data sets are returned. Example: "1500-1700" ## Response 200 fields (application/json): - `id` (string) ID of market data set as defined in the Integral Pricing Engine. - `date` (string,null) Business date of the current market data set in the format . Applicable to end-of-day and fixed-period MDSs only. Null for regular MDSs. - `timeWindow` (string,null) 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 (). - `name` (string) Descriptive name of market data set. - `createdTime` (string,null) Market data set creation date/time in the 24-hour format . - `activationTime` (string,null) Applicable to fixed-period market data sets only. Market data set activation date/time in the 24-hour format . - `validUntil` (string,null) Applicable to fixed-period market data sets only. Date/time the market data set is valid until in the 24-hour format . - `nextCreationTime` (string,null) Applicable to fixed-period market data sets only. Date/time in 24-hour GMT the next market data set creation in the format . - `expirationTime` (string,null) Applicable to fixed-period market data sets only. Date/time at which the market data set expires in the format . The time is calculated by adding the value from the MDS configuration in the pricing engine to the value. - `rates` (array) Collection of rates. - `rates.status` (string) Status of the currency pair and tenor in the market data set. * : the currency pair and tenor has rates in the market data set. * : the currency pair and tenor are valid, but there are no rates in the market data set. The HTTP response status code is still 200 (success) for . - `rates.rateId` (string,null) Unique rate identifier. - `rates.tenor` (string) Tenor from the request. - `rates.currencyPair` (string) Symbol from the request. - `rates.bid` (number) Bid price. - `rates.mid` (number,null) Mid price. - `rates.offer` (number) Offer price. - `rates.baseCurrency` (string) Base currency. - `rates.termCurrency` (string) Term currency.