Data Service
The data resource contains all the complex data types like TimeSeries and Curve
Data REST API​
The Data REST API lets you search, filter and read the complex data types, and delete them, and is accessed through the following URL:
https://api.opendatadsl.com/api/data
note
You save data through the Object service: a data entity always belongs to an object, so saving an object with data properties saves those data entities. The data service reads them, deletes them, and runs functions on them.
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} | v1 | List the sources you can read: public, private, and morningstar if you have Morningstar credentials |
| GET | {release}/{source}/{key} | v1/private/TEST:SPOT | Retrieve a single data item using its id |
| GET | {release}/{source}/{key}/{version} | v1/private/TEST:SPOT/2 | Retrieve a version of a data item |
| GET | {release}/{source}/{key}/* | v1/private/TEST:SPOT/* | List the versions of a data item |
| GET | {release}/all | v1/all?_id=TEST:SPOT&_id=%23ECB_FX.EURGBP:SPOT | Retrieve several data items from public and private in one call |
| PUT | {release}/{source}/{key}/{version}/{tag} | v1/private/TEST:SPOT/2/PROD | Tag a version of a data item |
| PUT | {release}/{source}?_function=identity | v1/private?_function=identity | Read or set the identities (external codes) of data items, see Identities |
| DELETE | {release}/{source}/{key} | v1/private/TEST:SPOT | Roll back to the previous version of a data item, or delete it if it has only one version |
| DELETE | {release}/{source}/{key}/* | v1/private/TEST:SPOT/* | Delete a data item and all its versions |
note
A smart curve or smart timeseries that other smart curves or timeseries use as their base or as an input cannot be deleted completely: the request fails and the error lists the items that use it. Rolling back to an earlier version is still allowed. Use the dependents function to see what uses an item.
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. You can also put the tenor at the end of the id, e.g. TEST:CURVE:M01 |
| _function=list | Curve | _function=list | Lists all the relative tenors available in this curve |
| _ondate | Curve | _ondate=2026-10-23 | The curve date to use with the dynamic curve dates -ONDATE, <ONDATE and -ABSOLUTE, see Data ids |
| _run | Smart data | _run=true | Rebuilds a smart curve or timeseries instead of reading the stored build |
| expression | Curve | expression=BASE * 1.1 | Previews a smart curve built on this curve with the expression, without saving it, see Previewing a smart 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 |
| __timefactor | Any | __timefactor=24 | When used in conjunction with unit conversion, this overrides the time factor used to convert between energy and power units |
Data ids​
A data id is the object id and the data property name, separated by a colon, for example #ECB_FX.EURGBP:SPOT. A curve adds its curve date: #IPEX.EL.IT.BL.MTE.FWD.CURVE:PRICE:2023-12-12. You can add one more part to the id to read the data in a different way:
| Id | Example | What you get |
|---|---|---|
| curve:L | TEST:CURVE:L | The latest curve |
| curve:L-n | TEST:CURVE:L-1 | The curve n dates before the latest one |
| curve:-date | TEST:CURVE:-2026-10-23 | The curve for the date, or the latest one before it |
| curve:<date | TEST:CURVE:<2026-10-23 | The latest curve before the date |
| curve:tenor | TEST:CURVE:M01 | A timeseries of the values of one tenor, one value for each curve date |
| curve:date:TS | TEST:CURVE:2026-10-23:TS | The curve converted to a timeseries of its delivery periods |
| curve:date:MX | TEST:CURVE:2026-10-23:MX | The curve converted to a matrix |
| timeseries:MX | TEST:SPOT:MX | The timeseries converted to a matrix |
| curve:-ONDATE | TEST:CURVE:-ONDATE?_ondate=2026-10-23 | The curve for the _ondate, or the latest one before it |
| curve:<ONDATE | TEST:CURVE:<ONDATE?_ondate=2026-10-23 | The latest curve before the _ondate |
| curve:-ABSOLUTE | TEST:CURVE:-ABSOLUTE?_ondate=2026-10-23 | The curve for the _ondate or the latest one before it, rolled forward to the _ondate so its tenors are relative to that date |
| options:date | NGE.EUA:OPTIONS:2026-09-16 | The options (an option chain per tenor) for the date, see Options. L, L-n and -date work as for curves |
| options:tenor:strike:C or P | NGE.EUA:OPTIONS:2026M09:85:C | A timeseries of one option's main value, one value for each ondate |
| options:tenor:strike:C or P:column | NGE.EUA:OPTIONS:2026M09:85:C:OPTION_VOLATILITY | A timeseries of one column of one option |
Functions​
Functions are run with the _function query parameter:
| Function | Method | Example | Description |
|---|---|---|---|
| list | GET | v1/public/%23DCE.AG.CN.A.NO1_SOYBEAN.FUT:SETTLE?_function=list | List the tenors available in a curve |
| info | GET | v1/private/TEST:SPOT?_function=info | The data item without its values. For an event timeseries it adds the start and end of the events |
| dependents | GET | v1/private/TEST:CURVE?_function=dependents | The smart curves and timeseries that use this item as their base or as an input |
| matrix | GET | v1/private/TEST:SPOT?_function=matrix(day) | Converts a timeseries or curve to a matrix with one row per day, week, month or year. For a timeseries, an optional second parameter of true fills the missing values, e.g. matrix(day,true) |
| convert | GET | v1/all?_function=convert | Reads the data items whose ids are in the JSON array in the request body, applying the query parameters (such as currency and units) to each |
| help-curve | GET | v1/public?_function=help-curve | The functions you can use in a smart curve expression. Pass script to name a script other than #CurveScript |
| help-timeseries | GET | v1/public?_function=help-timeseries | The functions you can use in a smart timeseries expression. Pass script to name a script other than #TimeSeriesScript |
| identity | PUT | v1/private?_function=identity | Read or set the identities of data items, see Identities |
Identities​
Data items can carry identities: the codes other systems use for them, kept in the _identity property by identity provider. Use a PUT with _function=identity.
To read the identities of some data items, set action to GET, list the ids and, optionally, the identity providers you want (all of them if empty):
PUT https://api.opendatadsl.com/api/data/v1/private?_function=identity
Authorization: Bearer {{token}}
Content-Type: application/json
{
"action": "GET",
"_id": ["NGE.POWER.DE:BASE", "NGE.GAS.TTF:MID"],
"identity": ["ETRM"]
}
The response has a data list with one entry for each id, holding the identities found and the data type.
To set identities, set action to PUT and give a data list of the data item id and its identities by provider. A provider set to null is removed:
{
"action": "PUT",
"data": [
{"_id": "NGE.POWER.DE:BASE", "ETRM": "PWR_DE_BASE"}
]
}
Previewing a smart curve​
Add an expression query parameter to a curve request to see what a smart curve built on that curve would give, without saving it. The curve in the path is the base curve. You can also pass script, currency, units and timezone, and other query parameters become properties of the smart curve: a value with a colon is a reference to another data item, for example gas=NGE.GAS.TTF:MID.
GET https://api.opendatadsl.com/api/data/v1/private/NGE.POWER.DE:BASE:2026-10-23
?expression=BASE - gas * 2
&gas=NGE.GAS.TTF:MID
Authorization: Bearer {{token}}
Options​
Options data is stored as events, one per ondate, tenor, call or put, and strike. An EventOptions data item says which events to use, and the options are built from them when you read it. See the Options topic.
| Id | Example | What you get |
|---|---|---|
| options | NGE.EUA:OPTIONS | The ondates: _type VarOptionsDates, a list of dates each referencing the options for that date. _range works as for curve dates |
| options:date | NGE.EUA:OPTIONS:2026-09-16 | The options for the date (_type VarOptions), not found when there are no events that day |
| options:L | NGE.EUA:OPTIONS:L | The latest options |
| options:tenor:strike:C or P | NGE.EUA:OPTIONS:2026M09:85:C | A daily timeseries of the call's main value (P for the put). The tenor can be absolute or relative |
| options:tenor:strike:C or P:column | NGE.EUA:OPTIONS:2026M09:85:C:OPTION_VOLATILITY | A daily timeseries of one column |
A positions view (an EventOptions with positions set) is read the same way and returns only the options held, with POSITION_VOLUME and TRADED_PRICE added. See Traded options.
Options Entity​
| Name | Description | Type |
|---|---|---|
| _id | The id of the options, ending with the ondate | String |
| _type | Always VarOptions | String |
| _subtype | Always VarEventOptions | String |
| ondate | The ondate (YYYY-MM-DD) | String |
| name, description | The name and description of the options | String |
| currency, units | The currency and units codes | String |
| timezone | The timezone of the ondate | String |
| value | The main value column | String |
| columns | The columns of each call and put, in order | String[] |
| tenors | The tenors in delivery order | OptionTenor[] |
| properties | event, modified, and for a positions view positions, positionDate and unpriced | Object |
| _identity | The configured identities | Object |
| _objid, _dataid, _objtype | The object, data id and object type the options belong to | String |
OptionTenor Entity​
| Name | Description | Type |
|---|---|---|
| tenor | The tenor (the value of the tenor property, e.g. 2026M09) | String |
| absolute | The absolute period code | String |
| relative | The relative period code on the ondate | String |
| start, end | The delivery period (the end is the last day) | String(Date) |
| expiry | The expiry date of the options | String(Date) |
| strikes | The strikes in ascending order: strike, and call and put objects with a value per column. A side with no option, and a column with no value, are left out | Object[] |
Entities​
There are currently 2 types of data entities (and their sub-entities):
- TimeSeries
- TimeValue
- Status
- TimeValue
- Curve
- Contract
- Status
- Contract
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?_function=list
Authorization: Bearer {{token}}
### Get the options for an ondate
GET https://api.opendatadsl.com/api/data/v1/private/NGE.EUA:OPTIONS:2026-09-16
Authorization: Bearer {{token}}
### Get the latest options
GET https://api.opendatadsl.com/api/data/v1/private/NGE.EUA:OPTIONS:L
Authorization: Bearer {{token}}
### Get the volatility of one option over time
GET https://api.opendatadsl.com/api/data/v1/private/NGE.EUA:OPTIONS:2026M09:85:C:OPTION_VOLATILITY?_range=from(2026-09-01)
Authorization: Bearer {{token}}
### Get the options held for an ondate (a positions view)
GET https://api.opendatadsl.com/api/data/v1/private/NGE.EUA:POSITIONS_VIEW:2026-09-16
Authorization: Bearer {{token}}