- Introduction
- Concepts and Design
-
Session Layer
-
Content Layer
- Introduction
-
Pricing
-
SymbolConversion
-
HistoricalPricing
-
News
-
Search
-
FundamentalAndReference
-
IPA FinancialContracts
- Overview
- FinancialContracts.Definition
- Outputs
-
Bond
-
Bond Future
-
Cap Floor
-
CDS
-
Fx Cross
-
IR Swap
-
Option
-
Repo
-
Swaption
-
Term Deposit
-
IPA Curves
- Overview
-
ForwardCurve
-
ForwardCurves
-
ZcCurve
-
ZcCurves
-
ZcCurveDefinition
-
ZcCurveDefinitions
-
IPA Surfaces
- Overview
- VolatilitySurfaces.Definition
- Outputs
-
Cap
-
Eti
-
Fx
-
Swaption
-
Delivery Layer
- Introduction
-
OMMStream
-
RDPStream
-
EndpointRequest
Overview
Summary
Historical Pricing objects enable your application to retrieve Interday / Intraday historical data to perform back testing, quantitative research and analytics.
Example of usage:
const definitionEvents = HistoricalPricing.Events.Definition('IBM');
const definitionSummaries = HistoricalPricing.Summaries.Definition('IBM');
session.open()
.then(() => definitionEvents.getData(session))
.then(console.log)
.then(() => definitionSummaries.getData(session))
.then(console.log)
.catch(console.log)
.finally(() => session.close());