Overview

Summary

A Surfaces.Eti allows to retrieve Eti data within a specific session.

Example of usage

import { IPA } from '@refinitiv-data/data';

const session = /* session creation is omitted */

(async () => {
    try {
        await session.open();

        // single Eti full definition
        const definition = IPA.Surfaces.Eti.Definition({
            instrumentCode: 'BNPP.PA@RIC',
            surfaceTag: '1',
            surfaceLayout: {
                format: IPA.Surfaces.Eti.LayoutFormat.Matrix,
                yPointCount: 10,
            },
            surfaceParameters: {
                priceSide: IPA.Surfaces.Eti.PriceSide.Mid,
                volatilityModel: IPA.Surfaces.Eti.VolatilityModel.SVI,
                xAxis: IPA.Surfaces.Eti.AxisUnit.Date,
                yAxis: IPA.Surfaces.Eti.AxisUnit.Strike,
            },
        });

        const etiSurfaceResponse = await definition.getData(session);
        console.log('VolatilitySurfaces Eti data: ', etiSurfaceResponse.data);

        // several Eti instruments in single definition (second parameter - short definition)
        const multiVSEti = IPA.Surfaces.Definition({
            definitions: [definition, IPA.Surfaces.Eti.Definition('USD')],
        });
        const multiEtiSurfaceResponse = await multiVSEti.getData(session);
        console.log('VolatilitySurfaces multiple Eti data: ', multiEtiSurfaceResponse.data);
    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();