Data Service

The data resource contains all the complex data types like TimeSeries and Curve

Data REST API

The Data REST API is a read-only API allowing you to search and filter the complex data types and is accessed through the following URL:

https://api.opendatadsl.com/api/data

note

The API is read-only because you must relate the data entity to an object entity - so saving and deleting object entities with data properties will save and delete those related data entities

REST Methods

The API consists of the following calls:

Method	Path	Example	Description
GET			Get the build information for this service
GET	{release}/{source}	'v1/public' 'v1/private'	List public or private data items
GET	{release}/{source}/{key}	v1/private/TEST:SPOT	Retrieve a single data item using its id

Query Parameters

Below is a table of the query parameters that are usable with the data REST API

Parameter	Usable On	Example	Description
tenor	Curve	tenor=M01	Retrieves an historic TimeSeries of a specific tenor of a curve
listTenors	Curve	listTenors	Lists all the relative tenors available in this curve
_range last	TimeSeries	_range=last(3)	Returns the last n observations
_range from	TimeSeries	_range=from(2021-03-01)	Returns all observations from the specified date
_range from	TimeSeries	_range=from(2021-03-01,Europe/Paris)	Returns all observations from the specified date converted to the specified timezone
_range between	TimeSeries	_range=between(2021-03-01,2021-03-31)	Returns only the observation within the specified range
_range between	TimeSeries	_range=between(2021-03-01,2021-03-31,Europe/Paris)	Returns only the observation within the specified range in the specified timezone
_id	Any	_id=MYCURVE:2021-03-01	Used when retrieving multiple data entities from anywhere (use all as source)
currency	Any	currency=USD	Converts the TimeSeries or Curve to the supplied currency
units	Any	units=MT	Converts the TimeSeries or Curve to the supplied units
__density	Any	__density=980	When used in conjunction with unit conversion, this overrides the default density of the product being converted

Entities

There are currently 2 types of data entities (and their sub-entities):

• TimeSeries
  • TimeValue
    • Status
• Curve
  • Contract
    • Status

TimeSeries Entity

Here are the properties of a TimeSeries

Name	Description	Type
_id	Unique id for the TimeSeries (or object id if this is not the latest version)	String
_type	The type of the entity - always VarTimeSeries	String
description	A description of the TimeSeries	String
start	The start timestamp of the TimeSeries	String(DateTime)
calendar	The code for the calendar that this TimeSeries maps to	String
timezone	The timezone of the observations	String
currency	The currency code	String
units	The units code	String
properties	An object containing custom dynamic properties	Object
_objid	The id of the object that this belongs to	String
_dataid	The name of the data id in the object	String
_access	The data access role that this data belongs to	String
_objtype	The object type of the object that this belongs to	String
_oid	The id of the calendar - will match _id if this is the latest version of the calendar	String
_timestamp	Timestamp of when this calendar version was created	String(DateTime)
_user	The user id (email) of the user that created this calendar verision	String
_tag	A list of version tag names for this calendar version	String[]
_version	The version number of this calendar version	int
data	The time series observations	TimeValue[]

TimeValue Entity

The TimeValue entity represents a single observation on a TimeSeries

Name	Description	Type
time	The time point for this observation	String(DateTime)
value	The value of this observation	String or Numeric
status	A status object	Status

Status Entity

The Status entity represents the quality, source and reliability status of a TimeValue or Contract entity

Name	Description	Type
quality	The data quality 'UNCHECKED' 'VALID' 'FAILED'	String
source	The data source 'NEW' 'CHANGED' 'IMPLIED' 'FILLED' 'CONVERTED' 'CALCULATED'	String
reliability	The reliability status 'UNKNOWN' 'QUOTED' 'OBSERVED' 'UNOBSERVED'	String

note

Each status value can optionally be suffixed with a ':' and some information about the status, e.g. quality=FAILED:Failed Spike Check of 5%

Curve Entity

Here are the properties of a curve

Name	Description	Type
_id	Unique id for the curve (or object id if this is not the latest version)	String
_type	The type of the entity - always VarCurve	String
ondate	An object representing a CurveDate	CurveDate
currency	The currency code	String
units	The units code	String
properties	An object containing custom dynamic properties	Object
_objid	The id of the object that this belongs to	String
_dataid	The name of the data id in the object	String
_access	The data access role that this data belongs to	String
_objtype	The object type of the object that this belongs to	String
_oid	The id of the calendar - will match _id if this is the latest version of the calendar	String
_timestamp	Timestamp of when this calendar version was created	String(DateTime)
_user	The user id (email) of the user that created this calendar verision	String
_tag	A list of version tag names for this calendar version	String[]
_version	The version number of this calendar version	int
contracts	An array of Contract entities	Contract[]

Contract Entity

The contract entity represents a single tenor or contract on a forward curve

Name	Description	Type
tenor	The tenor period code	String
value	The value of this tenor	Numeric
status	The status object	Status
ondate	An object representing a CurveDate	CurveDate
properties	An object containing some standard properties and any custom dynamic properties	Object

The standard properties on a Contract are:

• absolute - The absolute period code of the tenor
• relative - The relative period code of the tenor
• expiry - The expiry or last trading date of the tenor
• start - The start of delivery if it is a delivered commodity
• end - The end of delivery if it is a delivered commodity

Examples

### Get build info
GET https://api.opendatadsl.com/api/data
Authorization: Bearer {{token}}

### Get all public data types
GET https://api.opendatadsl.com/api/data/v1/public?_distinct=_objtype
Authorization: Bearer {{token}}

### Get a public data
GET https://api.opendatadsl.com/api/data/v1/public/%23ECB_FX.EURGBP:SPOT
Authorization: Bearer {{token}}

### Get a time-series range using last(n)
GET https://api.opendatadsl.com/api/data/v1/public/%23ECB_FX.EURGBP:SPOT?_range=last(3)
Authorization: Bearer {{token}}

### Get a time-series range using from(d)
GET https://api.opendatadsl.com/api/data/v1/public/%23ECB_FX.EURGBP:SPOT?_range=from(2021-03-08)
Authorization: Bearer {{token}}

### Get a time-series range using between(d,d)
GET https://api.opendatadsl.com/api/data/v1/public/%23ECB_FX.EURGBP:SPOT?_range=between(2021-02-26,2021-03-01)
Authorization: Bearer {{token}}

### Get a time-series range for a list of data
GET https://api.opendatadsl.com/api/data/v1/public
    ?_filter={"_objtype":"%23ForeignExchange"}
    &_range=last(1)
Authorization: Bearer {{token}}

### Get a time-series range for a list of data using object filtering
GET https://api.opendatadsl.com/api/object/v1/public
    ?_filter={"_type":"%23ForeignExchange"}
    &_profile=SPOT
    &_range=last(1)
Authorization: Bearer {{token}}

### Get a time-series range using from(n) with a rule date
GET https://api.opendatadsl.com/api/data/v1/public/%23ECB_FX.EURGBP:SPOT?_range=from(t-D1h0m0s0)
Authorization: Bearer {{token}}

### Get a curve
GET https://api.opendatadsl.com/api/data/v1/private/TUTORIAL_ODSL_CURVE:PREMIUM:2021-07-06
Authorization: Bearer {{token}}

### Get ALL
GET https://api.opendatadsl.com/api/data/v1/public
    ?_project={"_type":1}
    &_sort={"_id":1}
    &_limit=-1
Authorization: Bearer {{token}}

### Get data for multiple ids both private and public
GET https://api.opendatadsl.com/api/data/v1/all
    ?_id=%23ECB_FX.EURGBP:SPOT
    &_id=tsobj:SPOT
Authorization: Bearer {{token}}

### Get data for multiple ids both private and public
GET https://api.opendatadsl.com/api/data/v1/all
    ?_id=%23DCE.AG.CN.A.NO1_SOYBEAN.FUT:OI:2021-11-30
    &_id=TUTORIAL_ODSL_CURVE:PREMIUM:2021-07-06
Authorization: Bearer {{token}}

### Get Curve TimeSeries
GET https://api.opendatadsl.com/api/data/v1/public/%23DCE.AG.CN.A.NO1_SOYBEAN.FUT:OI?tenor=M02
Authorization: Bearer {{token}}

### List curve tenors
GET https://api.opendatadsl.com/api/data/v1/public/%23DCE.AG.CN.A.NO1_SOYBEAN.FUT:SETTLE?listTenors
Authorization: Bearer {{token}}