Eti.Definition
Summary
The method is used to create the Definition for an Eti.
Methods
Definition(instrumentCode: string)
Allows you to create an Eti data Definition object
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| instrumentCode | No | - | string | It is passed as parameter, it will be used as instrumentCode from Eti.Params. |
Returned value: a Definition object
Definition(params: Eti.Params)
Allows you to create an Eti data Definition object
Eti.Params properties:
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| instrumentCode | No | - | string | The code that represents the instrument. That is, RIC is for Equities and Indices, and RICROOT is for Futures. |
| cleanInstrumentCode | Yes | - | string | - |
| exchange | Yes | - | string | Specifies the exchange to be used to retrieve the underlying data. |
| isFutureUnderlying | Yes | - | boolean | - |
| surfaceLayout | Yes | - | enum | This object property contains the properties that may be used to control how the surface is displayed. See Eti.Layout bellow |
| surfaceTag | Yes | - | string | This is a user-defined string that is used to identify the output of the calculation |
| surfaceParameters | Yes | - | Eti.CalculationParams[] | This object property contains the properties that may be used to control the calculation. See Eti.CalculationParams bellow |
| outputs | Yes | - | Output[] | See Eti.Output |
| extendedParams | Yes | - | {[key: string]: any} | Specifies the parameters that will be merged with the request |
Eti.Layout
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| format | No | - | enum | See Eti.LayoutFormat |
| dataPoints | Yes | - | LayoutDataPoint[] | See Eti.LayoutDataPoint bellow |
| xPointCount | Yes | - | number | - |
| xValues | Yes | - | string[] | - |
| yPointCount | Yes | - | number | - |
| yValues | Yes | - | string[] | - |
| zPointCount | Yes | - | number | - |
| zValues | Yes | - | string[] | - |
Eti.LayoutDataPoint
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| x | No | - | number | - |
| y | No | - | number | - |
Eti.CalculationParams
| Property | Is Optional | Default Value | Description |
|---|---|---|---|
| xAxis | No | - | enum |
| yAxis | No | - | enum |
| calculationDate | Yes | - | string |
| filters | Yes | - | Eti.SurfaceFilters[] |
| inputVolatilityType | Yes | - | enum |
| moneynessType | Yes | - | enum |
| priceSide | Yes | - | enum |
| timeStamp | Yes | - | enum |
| volatilityModel | Yes | - | enum |
| weights | Yes | - | MoneynessWeight[] |
Eti.SurfaceFilters
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| atmToleranceIntervalPercent | Yes | - | number | ITM options are excluded from the list of input options. |
| ensurePricesMonotonicity | Yes | - | boolean | |
| maturityFilterRange | Yes | - | Eti.MaturityFilter[] | Allows to specify the range of option expiries to be used to build the surface. See Eti.MaturityFilter bellow |
| strikeRangePercent | Yes | - | Eti.StrikeFilter[] | Allows to specify the range of option strikes to be used to build the surface. See Eti.StrikeFilter bellow |
| useOnlyCalls | Yes | - | boolean | - |
| useOnlyPuts | Yes | - | boolean | - |
| useWeeklyOptions | Yes | - | boolean | Filter on the weekly options. |
Eti.MoneynessWeight
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| maxMoneyness | No | - | number | Specifies the upper bound of the range. |
| minMoneyness | No | - | number | Specifies the lower bound of the range. |
| weight | No | - | number | Specifies the weight which should be applied to the strike moneyness. |
Eti.MaturityFilter
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| maxMaturity | Yes | - | string | Max Maturity to consider in the filtering. (expressed in tenor) |
| minMaturity | Yes | - | string | Min Maturity to consider in the filtering. (expressed in tenor) |
| minOfMedianNbOfStrikesPercent | Yes | - | number | Remove maturities whose number of strikes is less than the MinOfMedianNbOfStrikesPercent of the Median number of Strikes. |
Eti.StrikeFilter
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| maxOfMedianImpliedVol | No | - | number | Remove strikes whose implied volume is more than MaxOfMedianImpliedVolPercent x Median implied Vol. |
| minOfMedianImpliedVol | No | - | number | Remove strikes whose implied volume is less than MinOfMedianImpliedVolPercent x Median implied Vol. |
Returned value: a Definition object
getData(session: Session)
Sends a request to the data platform to retrieve the data described by the Definition object.
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| session | No | - | Session | Session instance |
Returned value: a ContentResponse
Learn more
For more information, please follow the link: https://developers.refinitiv.com/en/api-catalog/