- 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
Pricing content objects give your application an easy access to Pricing and Market Data.
Pricing data refers to exchange-traded, contributed, and evaluated data for all financial assets, including :
- commodities,
- derivatives,
- equities,
- fixed income,
- foreign exchange,
- funds,
- indices,
- loans
used by financial market participants.
By using Pricing content objects, your application can retrieve this content as snapshots or as a stream of data that keeps it updated with the latest values.
Examples of usage:
const pricingDefinition: PricingDefinition = Pricing.Definition({
universe: 'EUR=',
fields: ['DSPLY_NAME', 'BID_NET_CH']
});
const stream = await pricingDefinition
.getStream(session)
.onRefresh(refreshCallback)
.onUpdate(refreshCallback)
.onStatus(statusCallback)
.onComplete(completeCallback)
.onError(errorCallback)
.open();