SBSDR 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 | ||
assetClass Optional |
AssetClass | CR | CR , EQ |
productType Optional |
ProductType | CDS , CFD , EXO , FWD , IDX , OPT , Other , TRS | |
productSubtype Optional |
ProductSubtype | ABS , Basket , Corporate , Debt , FixedFixed , Index , Inflation , Other , Single , Sovereign , Swaption | |
issuer Optional |
Issuer | See list of issuers | |
assetId Optional |
AssetID | ||
action Optional |
Retrieve only valid trade records (NEW,CORRECT) or all (NEW,CORRECT,CANCEL and previously cancelled) | NEW,CORRECT | CORRECT , NEW |
transactionType Optional |
TransactionType | Trade | Trade |
cleared Optional |
Cleared or uncleared trades. | C , U , Y | |
currency Optional |
Currency | AED , AUD , BRL , CAD , CHF , CLP , CNY , COP , COU , CZK , DKK , EGP , EUR , GBP , GHS , HKD , HUF , IDR , ILS , INR , ISK , JPY , KES , KRW , KWD , KZT , LKR , MAD , MUR , MXN , MXV , MYR , NGN , NOK , NZD , OMR , PEN , PHP , PKR , PLN , QAR , RON , RSD , RUB , SAR , SEK , SGD , THB , TRY , TWD , UAH , UGX , USD , UZS , VND , ZAR , ZMW | |
executionVenue Optional |
ExecutionVenue | BILT , ICES , NA , OFF , ON | |
tenor Optional |
Tenor | 0D , 10M , 10Y , 11M , 11Y , 12Y , 13Y , 14Y , 15Y , 16Y , 17Y , 18M , 18Y , 19Y , 1D , 1M , 1W , 1Y , 20Y , 21Y , 22Y , 23Y , 24Y , 25Y , 26Y , 27Y , 28Y , 29Y , 2D , 2M , 2W , 2Y , 30M , 30Y , 31Y , 32Y , 33Y , 34Y , 35Y , 36Y , 37Y , 38Y , 39Y , 3D , 3M , 3W , 3Y , 40Y , 41Y , 42Y , 43Y , 45Y , 477Y , 478Y , 48Y , 49Y , 4D , 4M , 4Y , 50Y , 51Y , 57Y , 5D , 5M , 5Y , 6M , 6Y , 77Y , 7975Y , 7976Y , 7977Y , 7978Y , 7979Y , 7980Y , 7981Y , 7982Y , 7983Y , 7984Y , 7985Y , 7991Y , 79Y , 7M , 7Y , 8002Y , 8003Y , 8004Y , 8005Y , 8M , 8Y , 904Y , 91Y , 931Y , 9M , 9Y | |
source Optional |
The Swap Data Repositories to use as the source of trades. | DTCC_SEC , ICE_SEC | |
group Optional |
Group | ReportDate,ProductType,Currency | ReportDate , action , assetClass , assetId , cleared , currency , executionVenue , issuer , productSubtype , productType , source , tenor , transactionType |
sortBy Optional |
Sort By | ||
sortOrder Optional |
Sort Order | ASCENDING , DESCENDING | |
display Optional |
Display | NotionalUSD | Count , Notional , NotionalUSD , Quantity |
drilldown Optional |
Drilldown | false | false , true |
columns Optional |
Columns to show in result | - |
import clarus response = clarus.sbsdr.volume() print (response)
import com.clarusft.api.model.sbsdr.VolumeRequest import com.clarusft.api.model.sbsdr.VolumeResponse ApiClient clarus = ApiClient.getDefault(); VolumeResponse response = clarus.request(new VolumeRequest()); System.out.println(response);
import Clarus response = Clarus.Sbsdr.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('sbsdr', '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('sbsdr', '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 = 'sbsdr/';
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('sbsdr', 'Volume', params)
ca = toCellArray(r);
ca
Example of REST API query URL (GET)
CSV
https://apieval.clarusft.com/api/rest/v1/sbsdr/volume.csv?
TSV
https://apieval.clarusft.com/api/rest/v1/sbsdr/volume.tsv?
JSON
https://apieval.clarusft.com/api/rest/v1/sbsdr/volume.json?
HTML
https://apieval.clarusft.com/api/rest/v1/sbsdr/volume.html?
Request Body
Submit to generate...
Response
Submit to generate...
{ }