Market data API data model

A simplified data model, split by the number of axes of the market data.

All store and retriever configuration classes can be found in the com.activeviam.marketdata.api.configuration.retrievers package of the market-data-api module. For using all the preview market data stores and their associated retrievers at once, please use the provided Spring Boot Starter.

Spot market data

Market data defined as a single value per instrument (e.g. spot prices). The store and retriever are defined in SpotMarketDataRetrievalConfig.

Curve market data

Market data defined along a single tenor axis (e.g. UK CPI). The store and retriever are defined in CurveMarketDataRetrievalConfig.

Surface market data

Market data defined along two axes (tenors and moneyness). The store and retriever are defined in SurfaceMarketDataRetrievalConfig.

Cube market data

Market data defined along three axes (tenors, moneyness and underlying maturities). The store and retriever are defined in CubeMarketDataRetrievalConfig.

FX rate market data

Market data for FX rates. The store and retriever are defined in FxRateMarketDataRetrievalConfig.

For details of each datastore, see MarketData.