Market Data Groups
Market Data Group Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Name | The name of the market data group | Free text |
| Pricing Slot | The pricing slot associated with the market data group (optional) | See permissible pricing slot values |
| Shared between companies | Whether the market data group will be accessible across all companies | Boolean |
| Companies |
The company(ies) that will have access to the market data group Applicable only if Shared between companies = FALSE |
Any existing company See company configuration |
| Shared between teams | Whether the market data group will be accessible across all teams | Boolean |
| Teams |
The team(s) that will have access to the market data group Applicable only if Shared between Teams = FALSE |
Any existing team(s) See creating a team |
Market Data Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Provider | The raw market data’s provider |
Any existing data provider See data |
| Date | The raw market data’s historical curve date | YYYY-MM-DD (ISO 8601) |
| Ticker | The raw market data’s ticker | Free text (e.g. EURUSDV1Y) |
| Bid/Mid/Ask | The market data side | Bid | Mid | Ask |
| Value | The raw market data’s historical value (unscaled) | Numeric |
Fixings
Fixing Rate Attributes and Permissible Values
| Field Name | Description | Permissible Values |
|---|---|---|
| Index | The projection index |
Any projection index See permissible indices |
| Value | The fixing rate’s historical value | Numeric |
| Date | The fixing rate’s historical date | YYYY-MM-DD (ISO 8601) |
| Publication Date (*) | The date the fixing was published (only applicable to inflation fixings) | YYYY-MM-DD (ISO 8601) |
