Event Service

Event REST API

The Event REST API gives to access to Events.

It is accessed through the following URL:

https://api.opendatadsl.com/api/event

Method	Path	Example	Description
GET			Get the build information for this service
GET	{release}/{source}	v1/private	Get a list of events
GET	{release}/{source}/{id}	v1/private/EXAMPLE:EVENTS	Get events for an event list
PUT	{release}/{source}/{id}/{version}/{tag}	v1/private/EXAMPLE:EVENTS:ID_2024-05-30_M03/1/PROD	Tag a version with a name (which can be used instead of the version number when retrieving it)
DELETE	{release}/{source}/{id}	v1/private/EXAMPLE:EVENTS:ID_2024-05-30_M03	Rollback an event to the previous version, if there are no other previous versions, the event will be deleted
DELETE	{release}/{source}/{id}/{version}	v1/private/EXAMPLE:EVENTS:ID_2024-05-30_M03/*	Delete a specific version or use * to delete all versions

info

Note: You cannot update events directly, they must be updated attached to a master data record - see Examples

Event Object

An event is freeform apart from some fixed properties as shown below:

Name	Description	Type
_type	Always 'VarEvent'	String
_id	A unique id for this event, it must be unique within the event list	String
eventtime	Date when the event is recorded	String Date
eventstart	Date the event starts, defaults to eventtime	String date
eventend	Date the event ends, defailts to eventtime	String date

If the event is used to create a curve, the following properties are also required:

Name	Description	Type
absolute	The absolute tenor period code	String
relative	The relative tenor period code	String

Using events

The power of events if to use them to dynamically create timeseries and curves. These are created using VarEventTimeseries and VarEventCurve

Event Timeseries

An event timeseries is dynamically created using events, the configuration of an event timeseries is shown below:

Name	Description	Type
_id	A unique id for the timeseries	String
_type	Always 'VarEventTimeseries'	String
event	The name of the eventlist	String
property	The property name to use for the value of the observations	String
filter	An optional filter to use on the events	String
calendar	An optional calendar to align the indexes, defaults to SPARSE	String
index	Optional date field to use for the index used to build this TimeSeries, defaults to start	String

Event Curve

The configuration of an event curve is shown below:

Name	Description	Type
_id	A unique id for the curve	String
_type	Always 'VarEventCurve'	String
event	The name of the eventlist	String
property	The property name to use for the value of the contracts	String
filter	An optional filter to use on the events	String
tenor	The name of the property in the event that this Curve uses as the tenor/maturity code	String
calendar	The expiry calendar for this Curve	String
holidayCalendar	The holiday calendar for this Curve - this is used to determine what dates this curve should be published on	String
source	Optional source of the events used to build this Curve	String
valueTransformation	Optional value transformation expression to change all values in the curve	String

Additional properties in curve contracts

If you want to add more properties to a curve contract such as a vendor provided identifier you can an include property containing either a string or array of strings, e.g.

{
  "_id": "#ECB_IR.ESTR.EURO_SHORT_TERM_RATE:RATE",
  "_type": "VarEventCurve",
  "currency": "EUR",
  "units": "PCT",
  "name": "Euro short-term rate Curve",
  "description": "",
  "timezone": "UTC",
  "event": "#ECB_IR.ESTR:CURVE",
  "property": "obs_value",
  "tenor": "relative",
  "calendar": "#FEXPESTR",
  "properties": {
    "include": "key"
  }
}

Examples

Example updating events

POST {{url}}/object
Authorization: Bearer {{token}}

{
  "_id":"EXAMPLE",
  "_type":"#Object",
  "EVENTS":[
    {
      "_type": "VarEvent",
      "_id": "ID_2024-05-30_M01",
      "_dsid": "ODSL.TRADER1.NBP",
      "eventtype": "TestEventType",
      "eventtime": "2024-05-30",
      "eventstart": "2024-06-01",
      "eventend": "2024-06-30",
      "absolute": "2024M06",
      "relative": "M01",
      "PRICE": 35.025
    },
    {
      "_type": "VarEvent",
      "_id": "ID_2024-05-30_M02",
      "_dsid": "ODSL.TRADER1.NBP",
      "eventtype": "TestEventType",
      "eventtime": "2024-05-30",
      "eventstart": "2024-07-01",
      "eventend": "2024-07-31",
      "absolute": "2024M07",
      "relative": "M02",
      "PRICE": 35.135
    },
    {
      "_type": "VarEvent",
      "_id": "ID_2024-05-30_M03",
      "_dsid": "ODSL.TRADER1.NBP",
      "eventtype": "TestEventType",
      "eventtime": "2024-05-30",
      "eventstart": "2024-08-01",
      "eventend": "2024-08-31",
      "absolute": "2024M08",
      "relative": "M03",
      "PRICE": 35.155
    }
  ]
}

General examples

### Get example events
GET {{url}}/event/v1/private/EXAMPLE:EVENTS
Authorization: Bearer {{token}}

### Get some events with projection
GET {{url}}/event/v1/private
  ?event=EVENT_TEST:ORDERS
  &_sort=eventtime
  &_project=eventtime,price
Authorization: Bearer {{token}}

### Get an event
GET {{url}}/event/v1/private/EVENT_TEST:ORDERS:ORDER1
Authorization: Bearer {{token}}

### Rollback an event to the previous version
DELETE {{url}}/event/v1/private/EXAMPLE:EVENTS:ID_2024-05-30_M03
Authorization: Bearer {{token}}

### Delete an event
DELETE {{url}}/event/v1/private/EXAMPLE:EVENTS:ID_2024-05-30_M03/*
Authorization: Bearer {{token}}

### Get a list of versions of an event
GET {{url}}/event/v1/private/EVENT_TEST:ORDERS:ORDER1/*
Authorization: Bearer {{token}}

### Get a version of an event
GET {{url}}/event/v1/private/EVENT_TEST:ORDERS:ORDER1/1
Authorization: Bearer {{token}}

### Tag a version of an event
PUT {{url}}/event/v1/private/EVENT_TEST:ORDERS:ORDER1/3/TEST
Authorization: Bearer {{token}}

### Get a tagged version of an event
GET {{url}}/event/v1/private/EVENT_TEST:ORDERS:ORDER1/TEST
Authorization: Bearer {{token}}

Event timeseries and curves

### Create an event timeseries
POST {{url}}/object
Authorization: Bearer {{token}}

{
  "_id": "EVENT_TEST",
  "_type": "#Object",
  "_links": {},
  "ASK_TS": {
    "_id": "ASK_TS",
    "_type": "VarEventTimeSeries",
    "event": "EVENT_TEST:ORDERS",
    "property": "price",
    "filter": "{'side': 'ASK'}"
  }
}

### Create an event curve
POST {{url}}/object
Authorization: Bearer {{token}}

{
  "_id": "PZEM.ZTP.TEST",
  "_type": "#Object",
  "SETTLE": {
    "_id": "SETTLE",
    "_type": "VarEventCurve",
    "event": "PZEM.ZTP.TEST:EVENTS",
    "property": "SETTLEMENT_PRICE",
    "tenor": "absolute",
    "calendar": "#REOD",
    "timezone": "Europe/Amsterdam"
  }
}

### Create an event curve with value transformation
POST {{url}}/object
Authorization: Bearer {{token}}

{
  "_id": "AAA",
  "_type": "#Object",
  "_links": {},
  "VTEC": {
    "_id": "VTEC",
    "_type": "VarEventCurve",
    "name": "test",
    "event": "AAA:ECE",
    "property": "price",
    "valueTransformation": "value * 1.1",
    "tenor": "absolute",
    "calendar": "#REOMB"
  }
}

Event REST API​

Event Object​

Using events​

Event Timeseries​

Event Curve​

Additional properties in curve contracts​

Examples​

Example updating events​

General examples​

Event timeseries and curves​