CubeMarketData

Market data defined along three axes (tenors, moneyness and underlying maturities).

CubeMarketData store

Store Field	Key	CanBeNull	Type	Description
AsOfDate	Y	N	Object	Indicates the date of the file. The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the Atoti Server datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
MarketDataSet	Y	N	String	String defining the market data set.
CubeId	Y	N	String	The identifier of the cube.
Tenor	Y	N	String	Tenor labels, such as 3M, 5Y, and so on.
Moneyness	Y	N	String	Moneyness labels.
UnderlyingMaturity	Y	N	String	Maturity labels, such as 3M, 5Y, and so on.
Quote	N	N	Double	The quote for the tenor x moneyness x maturity combination.

A secondary index is created on the AsOfDate, MarketDataSet, and CubeId fields.