{"openapi":"3.0.4","info":{"title":"MarketDataSpecificRule","version":"0.0.1"},"paths":{},"components":{"schemas":{"MarketDataSpecificRule":{"required":["dataScope","dependencySourceFilter","field","key","quoteType","supplier"],"type":"object","properties":{"key":{"maxLength":128,"minLength":0,"type":"string","description":"The market data key pattern which this is a rule for. A dot separated string (A.B.C.D.*)"},"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, such as bid, mid, or ask.\r\nThe field must be one of a defined set for the given supplier, in the same way as it\r\nis for the Quotes.QuoteSeriesId\""},"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 D(ay), W(eek), M(onth) or Y(ear).","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},"dependencySourceFilter":{"$ref":"/docs/api/lusid/schemas.json#/components/schemas/DependencySourceFilter"},"sourceSystem":{"maxLength":256,"minLength":0,"type":"string","description":"Determines from where LUSID should attempt to find the data. Optional and, if omitted, will default to \"Lusid\".\r\nThis means that data will be retrieved from the Quotes store and the ComplexMarketData store.\r\nThese can be populated using the Quotes and ComplexMarketData endpoints.","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":"Extends market data key rules to be able to catch dependencies depending on where the dependency comes from, as opposed to what the dependency is asking for.\r\nFor example, a market data rule might instruct all rates curves to be retrieved from a particular scope.\r\nThis class gives the ability to set different behaviour depending on what is requesting the rates curve.\r\nUsing two specific rules, one could instruct rates curves requested by bonds to be retrieved from a different scope than rates curves requested by swaps.","title":"MarketDataSpecificRule"}}}}