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Quotes

flQuoteGetForDate

Get a single quote for a given date

Parameters

NameDescriptionRequired FieldFormatExample
scopeScope within which your market data residesYesString"FinbourneExamples"
providerMarket data providerYesString"EDI"
instrument_id_typeInstrument identifier typeYesString"Figi"
instrument_idUnique instrument identifierYesString"BBG000B9XRY4"
quote_typeFormat of the quoteYesString"Price"
price_sideBid mid or offerYesString"Mid"
effective_dateSpecify EffectiveDateYesYYYY-MM-DD T HH:MM:SS.ms2019-04-10 T 13:30:45.55
price_sourceData provider source typeNoString"Delayed"
as_at_dateSpecify AsAt dateNoYYYY-MM-DD T HH:MM:SS.ms2019-04-10 T 13:30:45.55

flQuotesAdd

Add quotes

Parameters

NameDescriptionRequired FieldFormatExample
scopeScope to which you wish to add the quoteYesString"FinbourneExamples"
quote_idsPopulated table from flQuoteAdd_TemplateYesCell referenceSee template

flQuotesDelete

Delete quotes

Parameters

NameDescriptionRequired FieldFormatExample
scopeScope from which you wish to delete the quoteYesString"FinbourneExamples"
quote_idsPopulated table from flQuoteSeriesId_TemplateYesCell referenceSee template
effective_dateSpecify EffectiveDateYesYYYY-MM-DD T HH:MM:SS.ms2019-04-10 T 13:30:45.55

flQuotesGet

Gets the quotes specified by the Id and Scope

Parameters

NameDescriptionRequired FieldFormatExample
scopeScope from which you wish to get the quoteYesString"FinbourneExamples"
quote_idsPopulated table from flQuoteSeriesId_TemplateYesCell referenceSee template
effective_dateSpecify EffectiveDateNoYYYY-MM-DD T HH:MM:SS.ms2019-04-10 T 13:30:45.55
as_at_dateSpecify AsAt dateNoYYYY-MM-DD T HH:MM:SS.ms2019-04-10 T 13:30:45.55
columnsSelect your result columnsNoComma delimited list of strings"Column1,Column2"