{"openapi":"3.0.4","info":{"title":"List the set of ComplexMarketData","description":"List the set of ComplexMarketData at the specified date/time,\r\nalong with the scope the data was stored in and its identifier in that scope.","version":"0.0.1"},"servers":[{"url":"https://fbn-prd.lusid.com/api"}],"paths":{"/api/complexmarketdata":{"get":{"tags":["Complex Market Data"],"summary":"List the set of ComplexMarketData","description":"List the set of ComplexMarketData at the specified date/time,\r\nalong with the scope the data was stored in and its identifier in that scope.","operationId":"ListComplexMarketData","parameters":[{"name":"asAt","in":"query","description":"The asAt datetime at which to list the ComplexMarketData. Defaults to latest if not specified.","schema":{"type":"string","format":"date-time"},"x-nullable":true},{"name":"effectiveAt","in":"query","description":"The effectiveAt datetime or cut label at which to list the ComplexMarketData. Defaults to latest if not specified.","schema":{"type":"string","format":"dateorcutlabel"}},{"name":"page","in":"query","description":"The pagination token to use to continue listing ComplexMarketData; this\r\n            value is returned from the previous call. If a pagination token is provided, the filter, scope, effectiveAt\r\n            and asAt fields must not have changed since the original request.","schema":{"maxLength":500,"minLength":1,"pattern":"^[a-zA-Z0-9\\+/]*={0,3}$","type":"string"}},{"name":"limit","in":"query","description":"When paginating, limit the results to this number. If not specified, no pagination will be applied. It is\r\nhighly recommended to supply a value for this parameter as the default behaviour will change in the future.","schema":{"maximum":100,"minimum":1,"type":"integer","format":"int32"},"x-nullable":true},{"name":"timelineScope","in":"query","description":"The scope of the Timeline.","schema":{"maxLength":512,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+$","type":"string"}},{"name":"timelineCode","in":"query","description":"The code of the Timeline. This can optionally include a colon followed by the Closed Period ID to use at the head of the timeline, for a timeline with unconfirmed periods.","schema":{"maxLength":512,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+(:[a-zA-Z0-9\\-_]+)?$","type":"string"}},{"name":"closedPeriodId","in":"query","description":"The closed period ID. If this is specified, both timelineScope and timelineCode must be specified.","schema":{"maxLength":512,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+$","type":"string"}},{"name":"filter","in":"query","description":"Expression to filter the result set. The following fields are supported:\r\n            'Scope', 'MarketDataId.MarketAsset', 'MarketDataId.Provider', 'MarketDataId.PriceSource',\r\n            'MarketDataId.Lineage' (the lineage of the stored market data) and 'MarketData.MarketDataType'.\r\n            The market data document contents are not filterable.\r\n            Read more about filtering results from LUSID here https://support.lusid.com/filtering-results-from-lusid.","schema":{"maxLength":16384,"minLength":0,"pattern":"^[\\s\\S]*$","type":"string"}},{"name":"scope","in":"query","description":"Optionally restrict the results to ComplexMarketData in a single scope. If not\r\n            specified, ComplexMarketData from all scopes will be returned.","schema":{"maxLength":64,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+$","type":"string"}}],"responses":{"200":{"description":"The requested ComplexMarketData","content":{"application/json":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/ResourceListOfListComplexMarketDataWithMetaDataResponse"},"example":{"values":[{"scope":"ExampleScope","marketDataId":{"provider":"DataScope","priceSource":"Some Bank Plc","effectiveAt":"2018-03-05T00:00:00.0000000+00:00","marketAsset":"USD/USDOIS"},"marketData":{"baseDate":"1970-01-01T00:00:00.0000000+00:00","dates":["1970-01-01T00:00:00.0000000+00:00"],"discountFactors":[1],"lineage":"SomeLineage","marketDataOptions":{"dayCountConvention":"Actual365","frontExtrapolationType":"Linear","backExtrapolationType":"None","marketDataOptionsType":"CurveOptions"},"marketDataType":"DiscountFactorCurveData"}},{"scope":"ExampleScope","marketDataId":{"provider":"Lusid","effectiveAt":"2021-01-20T00:00:00.0000000+00:00","marketAsset":"EUR/USD/FxFwdCurve"},"marketData":{"baseDate":"2021-01-20T00:00:00.0000000+00:00","domCcy":"EUR","fgnCcy":"USD","tenors":["1D","1W","2W","3W","1M","2M","3M","4M","5M","6M","9M","1Y","15M","18M","2Y","3Y"],"pipRates":[0.6375,1.4975,3.0275,4.5625,6.7525,19.5125,27.3225,34.0625,41.5175,49.2025,74.8125,104.9125,141.1925,176.8375,260.1475,453.2625],"lineage":"","marketDataOptions":{"dayCountConvention":"Actual365","frontExtrapolationType":"Flat","backExtrapolationType":"Flat","marketDataOptionsType":"CurveOptions"},"calendars":[],"spotDaysCalculationType":"SingleCalendar","marketDataType":"FxForwardTenorPipsCurveData"}},{"scope":"ExampleScope","marketDataId":{"provider":"Lusid","effectiveAt":"2021-01-20T00:00:00.0000000+00:00","marketAsset":"USD/JPY/FxVol/Ln"},"marketData":{"baseDate":"2021-01-20T00:00:00.0000000+00:00","assetType":"FxVol","lineage":"Some-market-data-provider-or-other","volatility":0.15,"marketDataType":"ConstantVolatilitySurface"}},{"scope":"ExampleScope","marketDataId":{"provider":"Lusid","effectiveAt":"2021-01-20T00:00:00.0000000+00:00","marketAsset":"InflationCurve/HICPxT"},"marketData":{"buildDate":"2021-01-20T00:00:00.0000000+00:00","instruments":[{"startDate":"2021-01-20T00:00:00.0000000+00:00","maturityDate":"2022-01-20T00:00:00.0000000+00:00","inflationLeg":{"startDate":"2021-01-20T00:00:00.0000000+00:00","maturityDate":"2022-01-20T00:00:00.0000000+00:00","flowConventions":{"currency":"EUR","paymentFrequency":"1T","dayCountConvention":"OneOne","rollConvention":"None","paymentCalendars":[],"resetCalendars":[],"settleDays":0,"resetDays":0,"leapDaysIncluded":true,"accrualDateAdjustment":"Adjusted","businessDayConvention":"None","accrualDayCountConvention":"OneOne"},"calculationType":"ZeroCoupon","inflationIndexConventions":{"inflationIndexName":"HICPxT","currency":"EUR","observationLag":"3M","inflationInterpolation":"Flat","inflationFrequency":"1M","inflationRollDay":1},"notional":1000000,"payReceive":"Pay","instrumentType":"InflationLeg"},"fixedLeg":{"startDate":"2021-01-20T00:00:00.0000000+00:00","maturityDate":"2022-01-20T00:00:00.0000000+00:00","legDefinition":{"conventions":{"currency":"EUR","paymentFrequency":"1T","dayCountConvention":"OneOne","rollConvention":"None","paymentCalendars":[],"resetCalendars":[],"settleDays":0,"resetDays":0,"leapDaysIncluded":true,"accrualDateAdjustment":"Adjusted","businessDayConvention":"None","accrualDayCountConvention":"OneOne"},"notionalExchangeType":"None","payReceive":"Receive","rateOrSpread":0.02,"resetConvention":"InAdvance","stubType":"ShortFront"},"notional":1000000,"overrides":{},"instrumentType":"FixedLeg"},"additionalPayments":[],"instrumentType":"InflationSwap"},{"startDate":"2021-01-20T00:00:00.0000000+00:00","maturityDate":"2023-01-20T00:00:00.0000000+00:00","inflationLeg":{"startDate":"2021-01-20T00:00:00.0000000+00:00","maturityDate":"2023-01-20T00:00:00.0000000+00:00","flowConventions":{"currency":"EUR","paymentFrequency":"1T","dayCountConvention":"OneOne","rollConvention":"None","paymentCalendars":[],"resetCalendars":[],"settleDays":0,"resetDays":0,"leapDaysIncluded":true,"accrualDateAdjustment":"Adjusted","businessDayConvention":"None","accrualDayCountConvention":"OneOne"},"calculationType":"ZeroCoupon","inflationIndexConventions":{"inflationIndexName":"HICPxT","currency":"EUR","observationLag":"3M","inflationInterpolation":"Flat","inflationFrequency":"1M","inflationRollDay":1},"notional":1000000,"payReceive":"Pay","instrumentType":"InflationLeg"},"fixedLeg":{"startDate":"2021-01-20T00:00:00.0000000+00:00","maturityDate":"2023-01-20T00:00:00.0000000+00:00","legDefinition":{"conventions":{"currency":"EUR","paymentFrequency":"1T","dayCountConvention":"OneOne","rollConvention":"None","paymentCalendars":[],"resetCalendars":[],"settleDays":0,"resetDays":0,"leapDaysIncluded":true,"accrualDateAdjustment":"Adjusted","businessDayConvention":"None","accrualDayCountConvention":"OneOne"},"notionalExchangeType":"None","payReceive":"Receive","rateOrSpread":0.02,"resetConvention":"InAdvance","stubType":"ShortFront"},"notional":1000000,"overrides":{},"instrumentType":"FixedLeg"},"additionalPayments":[],"instrumentType":"InflationSwap"}],"quotes":[{"quoteType":"Rate","value":0.02},{"quoteType":"Rate","value":0.021}],"lineage":"Some-market-data-provider-or-other","marketDataType":"InflationCurveData"}}],"href":"https://lusid.com/api/","links":[{"relation":"RequestLogs","href":"http://example.com","description":"A link to the LUSID Insights website showing all logs related to this request","method":"GET"}]}},"text/plain":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/ResourceListOfListComplexMarketDataWithMetaDataResponse"},"example":{"values":[{"scope":"ExampleScope","marketDataId":{"provider":"DataScope","priceSource":"Some Bank 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"description":"A link to the LUSID Insights website showing all logs related to this request","method":"GET"}]}},"text/json":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/ResourceListOfListComplexMarketDataWithMetaDataResponse"},"example":{"values":[{"scope":"ExampleScope","marketDataId":{"provider":"DataScope","priceSource":"Some Bank 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"description":"A link to the LUSID Insights website showing all logs related to this request","method":"GET"}]}}}},"400":{"description":"The details of the input related failure","content":{"application/json":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/LusidValidationProblemDetails"}},"text/plain":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/LusidValidationProblemDetails"}},"text/json":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/LusidValidationProblemDetails"}}}},"default":{"description":"Error response","content":{"application/json":{"schema":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/LusidProblemDetails"}}}}},"security":[{"BearerAuth":[]}],"x-fbn-apistatus":"Stable"}}},"components":{"securitySchemes":{"BearerAuth":{"type":"http","scheme":"bearer"}}}}