LSEG Data Library for TypeScript

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IPA.FinancialContracts.Definition object

Definition allows you to retrieve data regarding financial instruments within a specific session.

Syntax

FinancialContracts.Definition(params: FinancialContracts.Params)

Parameters

Value Description Data type Optional Default value
params An object literal of type FinancialContracts.Params. object No -

Params properties:

Value Description Data type Optional Default value
definitions an array of single definitions from the FinancialContracts group (See FinancialContractsDefinitions below). array No -
fields A list of fields to return with the response. string[] Yes -
outputs An array of outputs (see FinancialContracts.Outputs). enum[] Yes -
extendedParams Additional parameters to apply to the request. object Yes -

FinancialContractsDefinition is an array of single definitions from the FinancialContracts group that include:

Returned value

ContentDefinition object.

Usage

The following example demonstrates how to create a definition for financial contracts:

import { IPA } from '@lsegroup/data';

const bondDefinition = IPA.FinancialContracts.Bond.Definition({ instrumentCode: 'US1YT=RR' });
const bondFutureDefinition = IPA.FinancialContracts.BondFuture.Definition({ instrumentCode: 'FOATc3' });
const capFloorDefinition = IPA.FinancialContracts.IRSwap.Definition({ instrumentCode: 'EURAB6E17Y=TWEB' });

const firstDefinition = IPA.FinancialContracts.Definition([bondDefinition, bondFutureDefinition, capFloorDefinition]);

// or

const secondDdefinition = IPA.FinancialContracts.Definition({
    definitions: [bondDefinition, bondFutureDefinition, capFloorDefinition],
})
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