CCP Volume

Parameter Description Default Options
reportDate
Optional
The report date in YYYY-MM-DD format.
startDate
Optional
The start date in YYYY-MM-DD format
endDate
Optional
The end date in YYYY-MM-DD format
ccp
Optional
CCP ASX , ASX (ETD) , Asigna / Mexder , B3 (ETD) , BME , CCIL , CME (ETD) , CME (OTC) , Comder , Eurex , Eurex (ETD) , FINRA-TRACE , HKEX , ICE Clear Credit , ICE Clear Europe , ICE Fut Europe , ICE Fut US , JPX (ETD) , JSCC , KDPW , KRX , LCH (ETD) , LCH CDSClear , LCH ForexClear , LCH SwapClear LLC , LCH SwapClear Ltd , LedgerX , Nasdaq OMX , Nasdaq OMX (ETD) , OCC (ETD) , SGX , Shanghai Clearing , TFX (ETD) , TMX (ETD)
marketType
Optional
MarketType Bond , ETD , OTC
assetClass
Optional
AssetClass CMD , CRD , EQD , FI , FXD , IRD
productType
Optional
ProductType AgrFut , Basis , BondFut , CDS , CDX , CDXFut , CDXSwaption , CMSFut , EngFut , EqIdxFut , EqIdxOpt , FRA , FXFut , Forwards , IRS , Inflation , MMFut , MetFut , NDF , NDO , OIS , OptBondFut , OptMMFut , Option , Spot , SwapFut , Swaption , UST , VNS , XCCY , ZC
productSubtype
Optional
ProductSubtype (N/A) , 1M , 3M , 6M , 6v3 LIBOR , 6v3 TIBOR , 6v3 ZTIBOR , AgrFut: CME CSRW Wheat , AgrFut: CME Corn , AgrFut: CME KC HRW Wheat , AgrFut: CME Lean Hogs , AgrFut: CME Live Cattle , AgrFut: CME Soybean , AgrFut: CME Soybean Meal , AgrFut: CME Soybean Oil , BondFut: ASX Australian Bonds , BondFut: CME Micro Yield , BondFut: CME T-Bond , BondFut: CME T-Note , BondFut: CurveGlobal Bobl , BondFut: CurveGlobal Bund , BondFut: CurveGlobal Long Gilt , BondFut: CurveGlobal Schatz , BondFut: Eurex , BondFut: ICE Long German , BondFut: ICE Long Gilt , BondFut: ICE Long Italian , BondFut: ICE Long Spanish , BondFut: ICE Long Swiss , BondFut: ICE Medium German , BondFut: ICE Medium Gilt , BondFut: ICE Medium Italian , BondFut: ICE Medium Spanish , BondFut: ICE Medium Swiss , BondFut: ICE Short German , BondFut: ICE Short Gilt , BondFut: ICE Short Italian , BondFut: ICE Short Spanish , BondFut: ICE UL German , BondFut: ICE UL Gilt , BondFut: JPX JGB , BondFut: NLX Bobl , BondFut: NLX Bund , BondFut: NLX Long Gilt , BondFut: NLX Schatz , BondFut: TMX CGB Medium , CDS: (Other) , CDS: Single Name CPFin , CDS: Single Name Corp , CDS: Single Name Sov , CDX: (Other) , CDX: CDX EM , CDX: CDX HY , CDX: CDX IG , CDX: iTraxx Asia , CDX: iTraxx Australia , CDX: iTraxx Crossover , CDX: iTraxx Europe , CDX: iTraxx Japan , CDX: iTraxx MSCI ESG , CDXFut: CDX HY , CDXFut: CDX IG , CDXS: HY , CDXS: IG , CDXS: ITRAXX CROSSOVER , CDXS: ITRAXX EUROPE , CMSFut: Eurex , DTIBOR , DTIBOR (Tenors) , DTIBOR v LIBOR , DTIBOR v ZTIBOR , Deliverable , EngFut: CME Brent Crude Oil , EngFut: CME Crude Oil , EngFut: CME Heating Oil , EngFut: CME Natural Gas , EngFut: CME Propane , EngFut: CME RBOB Gas , EngFut: ICE Brent Crude Oil , EqIdxFut: B3 Ibovespa , EqIdxFut: CME Dow , EqIdxFut: CME NIKKEI 225 , EqIdxFut: CME NIKKEI 226 , EqIdxFut: CME NIKKEI 227 , EqIdxFut: CME NIKKEI 228 , EqIdxFut: CME Nasdaq-100 , EqIdxFut: CME Russell 2000 , EqIdxFut: CME S&P 500 , EqIdxFut: CME S&P 500 ESG , EqIdxFut: CME S&P 501 , EqIdxFut: Eurex DAX , EqIdxFut: Eurex DAX 50 ESG , EqIdxFut: Eurex MSCI EAFE , EqIdxFut: Eurex MSCI EAFE ESG , EqIdxFut: Eurex MSCI EM , EqIdxFut: Eurex MSCI EM Asia , EqIdxFut: Eurex MSCI EM ESG , EqIdxFut: Eurex MSCI Europe , EqIdxFut: Eurex MSCI Japan , EqIdxFut: Eurex MSCI Japan ESG , EqIdxFut: Eurex MSCI USA , EqIdxFut: Eurex MSCI USA ESG , EqIdxFut: Eurex MSCI World , EqIdxFut: Eurex MSCI World ESG , EqIdxFut: Eurex SMI , EqIdxFut: Eurex STOXX 50 , EqIdxFut: Eurex STOXX 50 ESG , EqIdxFut: Eurex STOXX 50 LOW C , EqIdxFut: Eurex STOXX 600 , EqIdxFut: Eurex STOXX 600 ESGX , EqIdxFut: Eurex STOXX Banks , EqIdxFut: Eurex STOXX CL IM , EqIdxFut: Eurex STOXX ESG L30 , EqIdxFut: JPX Nikkei 400 , EqIdxFut: Nasdaq OMX 30 , EqIdxFut: Nasdaq OMX 30 ESG , EqIdxOpt: Eurex DAX 50 ESG , EqIdxOpt: Eurex STOXX 50 ESG , EqIdxOpt: Eurex STOXX 600 ESGX , EqIdxOpt: Eurex STOXX ESG L30 , EqIdxOpt: S&P 500 , EqIdxOpt: S&P 500 ESG , FXFut: B3 USD , FXFut: CBOE BTC , FXFut: CME AUD , FXFut: CME BTC , FXFut: CME CAD , FXFut: CME CHF , FXFut: CME EUR , FXFut: CME GBP , FXFut: CME JPY , FXFut: CME MXN , FXFut: CME NZD , FXFut: ICE Bakkt BTC , LIBOR , LIBOR (Tenors) , LIBOR v DTIBOR , LIBOR v OIS , LIBOR v TIBOR , LIBOR v ZTIBOR , MMFut: ASX BankBillFutures , MMFut: ASX CashFutures , MMFut: B3 1D IB Deposit , MMFut: CME BSBY , MMFut: CME ESTR , MMFut: CME Euro$ , MMFut: CME Euro$ Bundle , MMFut: CME EuroYen , MMFut: CME FedFunds , MMFut: CME MXN TIIE , MMFut: CME SOFR , MMFut: CME SONIA , MMFut: CME T-Bill , MMFut: CurveGlobal Euribor , MMFut: CurveGlobal SONIA , MMFut: CurveGlobal Sterling , MMFut: Eurex CHF SARON , MMFut: Eurex EUR Eonia , MMFut: Eurex EUR Euribor , MMFut: Eurex EUR STR , MMFut: Eurex EUR Secured , MMFut: ICE ESTR , MMFut: ICE Euribor , MMFut: ICE Euroswiss , MMFut: ICE SARON , MMFut: ICE SOFR , MMFut: ICE SONIA , MMFut: ICE Sterling , MMFut: JPX TONA , MMFut: NLX Euribor , MMFut: NLX Sterling , MMFut: TFX EuroYen , MMFut: TFX TONA , MMFut: TMX BAX , MMFut: TMX CRA , MetFut: CME Copper , MetFut: CME Gold , MetFut: CME Platinum , MetFut: CME Silver , NSINO , Non-Deliverable , OptBondFut: CME T-Bond , OptBondFut: CME T-Note , OptMMFut: CME Euro$ , OptMMFut: CME Euro$ Midcurve , OptMMFut: CME FedFunds , OptMMFut: CME SOFR , SwapFut: CME BSBY , SwapFut: CME DSF , SwapFut: CME Eris , SwapFut: CME Eris SOFR , SwapFut: CME MAC , SwapFut: CME MAC SOFR , SwapFut: Eurex EuroSwap , SwapFut: ICE Eris , SwapFut: ICE Swapnote , TIBOR , TIIE 28 Day , TONAR , TONAR (Tenors) , TONAR v DTIBOR , TONAR v LIBOR , TONAR v ZTIBOR , UST: TRACE Bills , UST: TRACE FRNs , UST: TRACE Nominal Coupons , UST: TRACE TIPs , ZTIBOR , ZTIBOR (Tenors) , ZTIBOR v DTIBOR , ZTIBOR v LIBOR
currency
Optional
Currency AUD , BRL , BTC , CAD , CHF , CLF , CLP , CNY , COP , CZK , DKK , ETH , EUR , GBP , HKD , HUF , ILS , INR , JPY , KRW , MXN , MYR , NOK , NZD , PLN , SEK , SGD , THB , TWD , USD , ZAR
currencyPair
Optional
CurrencyPair (N/A) , AUDJPY , AUDUSD , BTCUSD , CADJPY , CLFCLP , ETHUSD , EURAUD , EURCHF , EURGBP , EURJPY , EURUSD , GBPUSD , NZDUSD , USDBRL , USDCAD , USDCHF , USDCLP , USDCNH , USDCNY , USDCOP , USDCZK , USDDKK , USDHKD , USDHUF , USDIDR , USDILS , USDINR , USDJPY , USDKRW , USDMXN , USDMYR , USDNOK , USDPEN , USDPHP , USDPLN , USDRUB , USDSEK , USDSGD , USDTHB , USDTRY , USDTWD , USDZAR
tenor
Optional
Tenor 10YR , 11YR , 12YR , 15YR , 18MO , 1MO , 1YR , 20YR , 25YR , 2MO , 2YR , 30YR , 35YR , 3MO , 3YR , 40YR , 4YR , 50YR , 5YR , 6MO , 6YR , 7YR , 8YR , 9MO , 9YR , Other
activity
Optional
Activity Blended , Client , Dealer
dataType
Optional
DataType Derived , Published
derivedDataType
Optional
DerivedDataType (N/A) , CME Compression , Eurex Adjustment , Eurex Compression , Holiday , Missed , OI Pending , Other , Pending , Preliminary , RFR Conversion , Unpublished , Unreportable , Unreported , Volume not reported
exchange
Optional
Exchange ASX , B3 , CBOE , CME , CurveGlobal , Eris , Eurex , ICE , JPX , NLX , OTC , TFX , TMX , TRACE ATSD2D , TRACE D2C
group
Optional
Group ReportDate,CCP,AssetClass activity , assetClass , ccp , currency , currencyPair , dataType , derivedDataType , exchange , marketType , month , productSubtype , productType , reportDate , tenor , week
display
Optional
Display VolumeUSDMM Count , DV01USDMM , OI , OICount , OIUSDMM , Volume , VolumeUSDMM
drilldown
Optional
Drilldown false false , true
excludeFilterParams
Optional
ExcludeFilterParams
sourceReportType
Optional
Source Report Type Daily Daily , MonthlySummary
import clarus

response = clarus.ccp.volume()
print (response)
import com.clarusft.api.model.ccp.VolumeRequest
import com.clarusft.api.model.ccp.VolumeResponse

ApiClient clarus = ApiClient.getDefault();
VolumeResponse response = clarus.request(new VolumeRequest());
System.out.println(response);
import Clarus

response = Clarus.Ccp.volume()
print(response)

##
##Need to install packages once, if not already installed
##install.packages('httr')
##install.packages('readr')
##

library('httr')
##library('readr')

## Manually edit and set key/secret here ##
apiKey <- '...'
apiSecret <-'...'

request <- function(category, functionName, ...){
  restUrl  =  paste0('https://apieval.clarusft.com/api/rest/v1/', category, '/',functionName, '.csv')
  response <- POST(url=restUrl, body=list(...), encode='json', authenticate(apiKey, apiSecret, type='basic'))
  if (response$status_code!=200){
      stop(paste0('Request to ', category, '/', functionName, ' failed with status code: ', response$status_code))
  }
  return (response)
}

dataframe <- function(response){
  return (read.csv(text=content(response, 'text'), sep=',', head=TRUE))
}
## filename <- file.path('C:', 'Temp', 'myfile.csv')
## myvalue <- <- read_file(filename)

r <- request('ccp', 'Volume')
df <- dataframe(r)
print (df)

import requests
import sys
import pandas
import io
#import os

# Example of REST API call to Clarus Microservices #

# Manually edit and set key/secret here #
apiKey = ''
apiSecret = ''

print (sys.version)

def request(category, functionName, **params):
  restUrl = 'https://apieval.clarusft.com/api/rest/v1/' + category + '/' + functionName + '.json'
  r = requests.post(restUrl, json=params, auth=(apiKey, apiSecret))
  r.raise_for_status()
  return r.json()

def dataframe(results):
  return pandas.DataFrame(results['results'])

# filename = os.path.join('C:\\', 'Temp', 'myfile.csv')
# myvalue = open(filename).read()

r = request('ccp', 'Volume')
df = dataframe(r)
print(pandas.DataFrame.head(df))


use strict;
use warnings;
use MIME::Base64;
use JSON;
use REST::Client;

# Example of REST API call to Clarus Microservices #

my $client = REST::Client->new();
$client->addHeader('Content-Type', 'application/json');

# Manually edit and set key/secret here 
my $apiKey = '';
my $apiSecret = '';

my $encoded_auth = encode_base64("$apiKey:$apiSecret", '');
$client->addHeader('Authorization', "Basic $encoded_auth");

my %params = ();

my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'ccp/';
my $name = 'Volume';
my $outputFormat = '.csv'; #can also be '.json' or '.tsv'
my $fullRESTUrl  =  $urlBase . $category . $name . $outputFormat;

$client->POST($fullRESTUrl,encode_json(\%params));

print 'Response: ' . $client->responseContent() . "\n";
print 'Response status: ' . $client->responseCode() . "\n";


printf('Example of REST API call to Clarus Microservices\n');

function r = request(category, functionName, params)

# Manually edit and set key/secret here #
  apiKey = ''
  apiSecret = ''

  restUrl = ['https://' apiKey ":" apiSecret  "@" 'apieval.clarusft.com/api/rest/v1/' category '/' functionName '.csv'];
  [r, status, message] = urlread (restUrl, 'get', params);
  if (status!=1)
      error(['Failed on ' category '/' functionName ': ' message]);
  endif
end

function ca = toCellArray(csvStr)
  header_row = textscan (csvStr, "%s", 1, 'delimiter','\n');
  headers = strsplit(char(header_row), ",");
  numCols = size(headers)(2);
  format = repmat('%s ', [1 numCols]);
  ca = textscan (csvStr, format, 'delimiter',',', 'endofline',"\n");
end

params = {}

r = request('ccp', 'Volume', params)
ca = toCellArray(r);

ca

Request Body

Submit to generate...
Response

Submit to generate...

{ }