Market data APIs

The 5.4-beta version of Atoti Market Risk includes two market data APIs, with distinct data models and services.

Deprecated market data API

This API combines retrieval and interpolation into a single market data retrieval service. The data model does not differentiate between market data types based on the number of axes.

For detailed information about the implementation, see the following sections:

New market data retrieval service

An API providing a new data model, backwards compatible with the current market data input file format, with retrieval and interpolation services split by the number of axes of the market data.

To enable the default implementation of the new API, declare the Market Data API Spring Boot Starter module as a dependency:

<dependency>
    <groupId>com.activeviam.apps</groupId>
    <artifactId>market-data-api-spring-boot-starter</artifactId>
    <version>${project.version}</version>
</dependency>

For detailed information about the implementation and configuration, please refer to: