- Introduction
- Concepts and Design
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SESSION LAYER
- About the Session Layer
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Session
- Session object
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Session object methods
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Session.Platform
- Definition object
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Definition methods
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Session.Desktop
- Definition object
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Definition methods
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Session.Container
- Definition object
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Definition methods
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Functions
- Session events
- Session event codes
- Session states
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CONTENT LAYER
- About the Content Layer
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Fundamental and Reference
- About Fundamental and Reference
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Definition
- Definition object
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Definition methods
- RowHeaders
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Historical Pricing
- About Historical Pricing
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Events
- About Events
- Definition object
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Definition methods
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Summaries
- About Summaries
- Definition object
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Definition methods
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TimeSeries
- Definition object
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Definition methods
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Stream
- Stream object
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Stream methods
- StreamEvents
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Historical Pricing Metadata
- About Historical Pricing Metadata
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Metadata Global
- Definition object
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Definition methods
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Metadata Instrument
- Definition object
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Definition methods
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Metadata Partialbar
- Definition object
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Definition methods
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Metadata Viewlist
- Definition object
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Definition methods
- Event Types
- Adjustments
- Market Sessions
- Timestamp Labels
- Time Series Types
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News
- About News
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News Headlines
- Definition object
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Definition methods
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News Story
- Definition object
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Definition methods
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Pricing
- About Pricing
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Pricing.Definition
- Definition object
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Definition methods
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Pricing.Stream
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Pricing.Chain
- About Pricing.Chain
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Pricing.Chain.Definition
- Definition object
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Definition methods
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Pricing.Chain.Stream
- Stream object
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Stream methods
- Pricing.Chain.Events
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Search
- About Search
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Search.Definition
- Definition object
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Definition methods
- Search View
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SymbolConversion
- About SymbolConversion
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Definition
- Definition object
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Definition methods
- Asset Class
- Asset State
- Country Code
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IPA
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FinancialContracts
- About FinancialContracts
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Definition
- Definition object
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Definition methods
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Bond
- Bond.Definition object
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Bond.Definition methods
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Interfaces & Enumerations
- PricingParameters
- CreditSpreadType
- InflationMode
- QuotationMode
- QuoteFallbackLogic
- VolatilityTermStructureType
- VolatilityType
- ProjectedIndexCalculationMethod
- RedemptionDateType
- BenchmarkYieldSelectionMode
- Rounding
- AmortizationFrequency
- AmortizationItemDefinition
- AmortizationType
- IndexAverageMethod
- IndexCompoundingMethod
- IndexObservationMethod
- RoundingType
- YieldType
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BondFuture
- BondFuture.Definition object
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BondFuture.Definition methods
- BondFuture.UnderlyingContract
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CapFloor
- CapFloor.Definition object
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CapFloor.Definition methods
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Interfaces & Enumerations
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CDS
- CDS.Definition object
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CDS.Definition methods
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Interfaces & Enumerations
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FxCross
- FxCross.Definition object
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FxCross.Definition methods
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Interfaces & Enumerations
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IRSwap
- IRSwap.Definition object
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IRSwap.Definition methods
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Interfaces & Enumerations
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Option
- Option.Definition object
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Option.Definition methods
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Interfaces & Enumerations
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Repo
- Repo.Definition object
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Repo.Definition methods
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Interfaces & Enumerations
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
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Interfaces & Enumerations
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TermDeposit
- TermDeposit.Definition object
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TermDeposit.Definition methods
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Interfaces & Enumerations
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Curves
- About Curves
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ForwardCurve
- ForwardCurve.Definition object
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ForwardCurve.Definition methods
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Interfaces & Enumerations
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ForwardCurves
- ForwardCurves.Definition object
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ForwardCurves.Definition methods
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ZcCurve
- ZcCurve.Definition object
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ZcCurve.Definition methods
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Interfaces & Enumerations
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ZcCurves
- ZcCurves.Definition object
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ZcCurves.Definition methods
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ZcCurveDefinition
- ZcCurveDefinition.Definition object
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ZcCurveDefinition.Definition methods
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ZcCurveDefinitions
- ZcCurveDefinitions.Definition object
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ZcCurveDefinitions.Definition methods
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Interfaces & Enumerations
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Surfaces
- About Surfaces
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Surfaces.Definition
- Surfaces.Definition object
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Surfaces.Definition methods
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Cap
- Cap.Definition object
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Cap.Definition methods
- CalculationParams
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Eti
- Eti.Definition object
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Eti.Definition methods
- CalculationParams
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Fx
- Fx.Definition object
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Fx.Definition methods
- CalculationParams
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
- CalculationParams
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Interfaces & Enumerations
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DatesAndCalendars
- About Dates And Calendars
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AddPeriods
- AddPeriods.Definition object
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AddPeriods.Definition methods
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AddPeriods.Definitions
- Definitions object
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Definitions methods
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CountPeriods
- CountPeriods.Definition object
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CountPeriods.Definition methods
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CountPeriods.Definitions
- Definitions object
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Definitions methods
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DateSchedule
- About DateSchedule
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DateSchedule.Definition
- Definition object
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Definition methods
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Holidays
- Holidays.Definition object
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Holidays.Definition methods
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Holidays.Definitions
- Definitions object
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Definitions methods
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IsWorkingDay
- IsWorkingDay.Definition object
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IsWorkingDay.Definition methods
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IsWorkingDay.Definitions
- Definitions object
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Definitions methods
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Interfaces & Enumerations
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- Content Response
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DELIVERY LAYER
- About the Delivery Layer
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Endpoint Request
- About EndpointRequest
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EndpointRequest.Definition
- Definition object
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Definition methods
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OMM streams
- About OMM streams
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OMMStream.Definition
- Definition object
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Definition methods
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OMMStream
- OmmStream object
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OMMStream methods
- OMMStream events
- OMMStream states
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RDP streams
- About RDP streams
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RDPStream.Definition
- Definition object
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Definition methods
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RDPStream
- RDPStream object
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RDPStream methods
- RDPStream events
- RDPStream response state
- RDPStream states
About the Content Layer
The Content layer refers to logical market data objects, representing financial items like level 1 market data prices and quotes, Order Books, News, Historical Pricing, Company Research data and so on.
These objects are built on top of the Delivery layer and provide value-add capabilities to manage and access the content within the interface.
For example, the Pricing.Stream interface is a thin layer on top of the data services offering realtime market data.
In addition, interfaces such as Historical Pricing and Environmental & Social Governance (ESG) are available to allow intuitive access to request and process results.
While the native back-end data format supports JSON structured messages, the Content layer conveniently prepares data messages in a user-friendly format specific to the programming language. For example, Pandas DataFrames for Python, JSON in TypeScript/JavaScript and .NET.
Because Content layer objects are designed to simplify access to specific Web Services exposed by the Delivery Platform (formerly Refinitiv Data Platform), these objects have a strong dependency on specific API versions of these services.
They are easy to use but also service dependant. This is not the case for the object of the Delivery layer that are lower level but also service agnostic. Please refer to the Delivery layer documentation to learn more about these objects and when to use them.
The Content layer can easily be used by both professional developers and financial coders. It provides great flexibility for familiar and commonly used financial data models.