Introduction

The Instrument Analytics service supports the current computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives.

Error handling

This API uses standard HTTP response codes to indicate whether a method completed successfully. A 200 response always indicates success. A 400 type response is some sort of failure, and a 500 type response usually indicates an internal system error.

Methods

Get a small number of analytics for a single instrument

Get the values of any number of analytics for a given instrument. If no analytics are specified, the theoretical price will be computed. Use this for small number of analytics.

GET /api/v1/instrument/{id}
Request

Path Parameters

  • instrument ID

Query Parameters

  • comma-separated list of analytics

Response

Status Code

  • Success. The results contains the instrument ID, scenario, and an array of analytics for a given instrument.

  • The request format is wrong.

  • The request is not authenticated.

  • The requested method is not allowed.

  • An internal error has occured.

No Sample Response

This method does not specify any sample responses.

Get a large number of analytics for a single instrument

Returns the value for all of the requested analytics for a given instrument. Use this call for a large number of analytics.

POST /api/v1/instrument/{id}
Request

Path Parameters

  • instrument ID

list of analytics

Response

Status Code

  • Success. The results include an annary of analytics for the instrument.

  • The request format is wrong.

  • The request is not authenticated.

  • The requested method is not allowed.

  • An internal error has occured.

No Sample Response

This method does not specify any sample responses.

Get analytics for multiple instruments

Returns the value for the specified analytics for all of the specified instruments.

POST /api/v1/instruments
Request

Specifies the parameters to use when computing analytics on securities

Response

Status Code

  • Success. Returns an array of results for each valid instrument ID and the value for each specified analytic.

  • The request format is wrong.

  • The request is not authenticated.

  • The requested method is not allowed.

  • An internal error has occured.

No Sample Response

This method does not specify any sample responses.