{"openapi":"3.0.4","info":{"title":"MarketDataKeyRule","version":"0.0.1"},"paths":{},"components":{"schemas":{"MarketDataKeyRule":{"required":["dataScope","key","quoteType","supplier"],"type":"object","properties":{"key":{"maxLength":128,"minLength":0,"type":"string","description":"A dot-separated string that defines a pattern for matching market data dependencies.\r\nThe form of the string depends on the type of the dependency; see below for basic types and the Knowledge Base for further info.\r\nQuote lookup: \"Quote.{CodeType}.*\" e.g. \"Quote.RIC.*\" refers to 'any RIC quote'\r\nFx rates: \"Fx.CurrencyPair.*\", which refers to 'any FX rate'\r\nDiscounting curves: \"Rates.{Currency}.{Currency}OIS e.g. \"Rates.USD.USDOIS\" refers to the OIS USD discounting curve\r\n            \r\nFor non-fx and non-quote rules, trailing parameters can be replaced by the wildcard character '*'.\r\ne.g. \"Rates.*.*\" matches any dependency on a discounting curve."},"supplier":{"maxLength":32,"minLength":0,"type":"string","description":"The market data supplier (where the data comes from)"},"dataScope":{"maxLength":256,"minLength":1,"pattern":"^[a-zA-Z0-9\\-_]+$","type":"string","description":"The scope in which the data should be found when using this rule."},"quoteType":{"enum":["Price","Spread","Rate","LogNormalVol","NormalVol","ParSpread","IsdaSpread","Upfront","Index","Ratio","Delta","PoolFactor","InflationAssumption","DirtyPrice","PrincipalWriteOff","InterestDeferred","InterestShortfall","ConstituentWeightFactor"],"type":"string","description":"Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor."},"field":{"maxLength":32,"minLength":0,"type":"string","description":"The conceptual qualification for the field, typically 'bid', 'mid' (default), or 'ask', but can also be 'open', 'close', etc.\r\nWhen resolving quotes from LUSID's database, only quotes whose Field is identical to the Field specified here\r\nwill be accepted as market data.\r\nWhen resolving data from an external supplier, the Field must be one of a defined set for the given supplier.\r\n            \r\nNote: Applies to the retrieval of quotes only. Has no impact on the resolution of complex market data.","nullable":true},"quoteInterval":{"maxLength":16,"minLength":0,"type":"string","description":"Shorthand for the time interval used to select market data. This must be a dot-separated string\r\n            nominating a start and end date, for example '5D.0D' to look back 5 days from today (0 days ago). The syntax\r\n            is <i>int</i><i>char</i>.<i>int</i><i>char</i>, where <i>char</i> is one of\r\n            D(ay), Bd(business day), W(eek), M(onth) or Y(ear).\r\n            Business days are calculated using the calendars specified on the Valuation Request.\r\n            If no calendar is provided in the request, then it will default to only skipping weekends.\r\n            For example, if the valuation date is a Monday, then a quote interval of \"1Bd\" would behave as \"3D\",\r\n            looking back to the Friday. Data with effectiveAt on the weekend will still be found in that window.","nullable":true},"asAt":{"type":"string","description":"Deprecated field which no longer has any effect on market data resolution.","format":"date-time","nullable":true},"priceSource":{"maxLength":256,"minLength":0,"type":"string","description":"The source of the quote. For a given provider/supplier of market data there may be an additional qualifier, e.g. the exchange or bank that provided the quote","nullable":true},"mask":{"maxLength":256,"minLength":0,"type":"string","description":"Allows for partial or complete override of the market asset resolved for a dependency\r\nEither a named override or a dot separated string (A.B.C.D.*).\r\ne.g. for Rates curve 'EUR.*' will replace the resolve MarketAsset 'GBP/12M', 'GBP/3M' with the EUR equivalent, if there\r\nare no wildcards in the mask, the mask is taken as the MarketAsset for any dependency matching the rule.","nullable":true},"sourceSystem":{"maxLength":256,"minLength":0,"type":"string","description":"If set, this parameter will seek an external source of market data.\r\nOptional and, if omitted, will default to \"Lusid\".\r\nThis means that data will be retrieved from the LUSID Quote Store and LUSID Complex Market Data Store.\r\n            \r\nThis can be set to \"MarketDataOverrides\" if Supplier is set to \"Client\".","nullable":true},"fallThroughOnAccessDenied":{"type":"boolean","description":"When a user attempts to use a rule to access data to which they are not entitled,\r\nthe rule will fail to resolve any market data.\r\nBy default, such an access denied failure will stop any further attempts to resolve market data.\r\nThis is so that differently entitled users always receive the same market data from market data resolution,\r\nif they have sufficient entitlements to retrieve the required data.\r\nIf set to true, then an access denied failure will not stop further market data resolution,\r\nand resolution will continue with the next specified MarketDataKeyRule.\r\nOptional, and defaults to false."}},"additionalProperties":false,"description":"When performing analytics, instruments and models have dependencies on market data.\r\nA market data key rule essentially tells lusid to \"resolve dependencies matching the pattern 'X' using data of the form 'Y'\".\r\nThe parameter 'X' is defined by the key of the key rule, and might specify \"all USD rates curves\" or \"all RIC-based prices\".\r\nThe parameter 'Y' is defined by the remaining fields of the key rule, and allows the user to configure things such as\r\nwhere to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be.","title":"MarketDataKeyRule"}}}}