Retrieve commodity forward points.
Use this operation for a weekly forward series from the effective market date to approximately ten years. A market date on or after the server’s current date is replaced by the latest available market-data date; weekend dates move forward to a weekday. This legacy action uses shared Derivitec commodity data, so inherited provider selectors do not narrow the series. It is read-only and completes before returning.
Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
A commodity name/exchange Identifier and date-only MarketDate; this action has no explicit expiration-date input.
Selects a commodity and market-data date for an ordered forward curve.
Derivitec.Web.Core.MarketData.ApiCommodityGetForwardsRequest, Derivitec.Web.Core Commodity business key formed from name and exchange.
Market date used by the derived request.
Opaque identifier of a single market-data provider to use instead of either environment-name option.
Access classification associated with the selected market-data environment.
view, edit, owner, blocked Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.
Single market-data environment name to use instead of market_data_environment_names or provider_id.
"Example market data"
Response
Returns ordered forward dates, forwards, discount factors, and convenience factors, or unavailable-commodity or forward errors.
Returns commodity forward points in ascending date order.
Derivitec.Web.Core.MarketData.ApiCommodityGetForwardsResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Commodity forward points ordered from the earliest date to the latest.