Build a rolled bond-futures series.
Use this operation to build a continuous series for a recognised bond-futures market prefix across an
inclusive date range. The start is moved to the following weekday and the end to the preceding weekday.
The series rolls from the front contract RollDays business days before expiry and returns each
observation with its corresponding Bloomberg contract code. The operation is read-only.
Authorizations
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
The query payload containing the market FuturesPrefix, the number of business days before expiry at which to roll, and start/end values interpreted as date-only boundaries.
Builds a dated continuous bond-futures series from a futures prefix and roll setting.
Derivitec.Web.Core.MarketData.ApiGetBondFuturesSeriesRequest, Derivitec.Web.Core Futures prefix selecting the requested bond futures series.
Number of business days before contract expiry at which the continuous series rolls.
Inclusive lower date-only boundary for the requested observations.
Inclusive upper date-only boundary for the requested observations.
Response
Returns the rolled bond-futures observations and errors for an unknown prefix, unavailable contracts or prices, invalid dates, or series construction failures.
Returns the dated observations in a continuous bond-futures series.
Derivitec.Web.Core.MarketData.ApiGetBondFuturesSeriesResponse, 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.
Bond-futures observations in the continuous series.