Introduction

The Simulated Historical Instrument Analytics service supports the historical computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives over an alternate set of market conditions.

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 analytics for a single instrument

Returns the values of a list of analytics for an instrument at a given date with a given scenario. If no analytics are specified, the theoretical price will be returned.

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

Custom Headers

  • set the value to be multipart/form-data

Path Parameters

  • instrument ID

Query Parameters

  • date used to compute the instrument value

Response

Status Code

  • Success. The results include 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 analytics for multiple instruments

Returns the value for the specified analytics for all of the specified instruments on a given date. If no analytics are specified, the theoretical price is returned.

POST /api/v1/scenario/historical/instruments
Request

Custom Headers

  • Set the value to multipart/form-data because the endpoint requires a file to be uploaded.

Query Parameters

  • Date used to compute the instruments' values

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.