SDR Trades
Trade details of all transactions on a given day in a specific instrument or list of instruments published by an SDR
Parameter | Description | Default | Options |
---|---|---|---|
ticker Required |
The BBG Ticker or list of tickers for the Swap instrument. | See Tickers. | |
reportDate Optional |
The report date in YYYY-MM-DD format. | 2024-11-21 | |
cleared Optional |
Cleared or uncleared trades. | C,U | C , U |
sef Optional |
Swap Execution Facility, refers to whether the transaction was On SEF or Off SEF or both. | On,Off,NA | NA , Off , On |
source Optional |
The Swap Data Repositories to use as the source of trades. | BBG,CME,DTCC,ICE | BBG , CME , DTCC , ICE |
columns Optional |
Columns to show in result | - | additional_price_notation , additional_price_notation_type , asset_class , block_trades_and_large_notional_off_facility_swaps , c_adjusteddv01 , c_adjustednotionalamount , c_adjustedprice , c_bbgticker , c_clearing_mandatory , c_dv01 , c_executiondate , c_forwardterm , c_id , c_ismat , c_notionalcapped , c_npv , c_package , c_packageid , c_platform_type , c_sdr , c_subtype , c_tenor , cleared , day_count_convention , dissemination_id , effective_date , embeded_option , end_date , execution_timestamp , execution_venue , indication_of_collateralization , indication_of_end_user_exception , indication_of_other_price_affecting_term , notional_currency_1 , notional_currency_2 , option_currency , option_expiration_date , option_family , option_lock_period , option_premium , option_strike_price , option_type , original_action , original_dissemination_id , payment_frequency_1 , payment_frequency_2 , platform_id , price_forming_continuation_data , price_notation , price_notation2 , price_notation2_type , price_notation3 , price_notation3_type , price_notation_type , reset_frequency_1 , reset_frequency_2 , rounded_notional_amount_1 , rounded_notional_amount_2 , settlement_currency , sub_asset_class_for_other_commodity , taxonomy , underlying_asset_1 , underlying_asset_2 |
import clarus response = clarus.sdr.trades(ticker='ADSW10,ADSW5') print (response)
import com.clarusft.api.model.sdr.TradesRequest import com.clarusft.api.model.sdr.TradesResponse ApiClient clarus = ApiClient.getDefault(); TradesResponse response = clarus.request(new TradesRequest().withTicker("ADSW10,ADSW5")); System.out.println(response);
import Clarus response = Clarus.Sdr.trades(ticker="ADSW10,ADSW5") 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('sdr', 'Trades', ticker='ADSW10,ADSW5')
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('sdr', 'Trades', ticker='ADSW10,ADSW5')
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 = ('ticker' => 'ADSW10,ADSW5');
my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'sdr/';
my $name = 'Trades';
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 = {'ticker', 'ADSW10,ADSW5'}
r = request('sdr', 'Trades', params)
ca = toCellArray(r);
ca
Example of REST API query URL (GET)
CSV
https://apieval.clarusft.com/api/rest/v1/sdr/trades.csv?ticker=ADSW10,ADSW5
TSV
https://apieval.clarusft.com/api/rest/v1/sdr/trades.tsv?ticker=ADSW10,ADSW5
JSON
https://apieval.clarusft.com/api/rest/v1/sdr/trades.json?ticker=ADSW10,ADSW5
HTML
https://apieval.clarusft.com/api/rest/v1/sdr/trades.html?ticker=ADSW10,ADSW5
Request Body
Submit to generate...
Response
Submit to generate...
{
"ticker" : "ADSW10,ADSW5"
}