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POST
Build a rolled bond-futures series.

Authorizations

Authorization
string
header
required

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.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetBondFuturesSeriesRequest, Derivitec.Web.Core
futures_prefix
string | null

Futures prefix selecting the requested bond futures series.

roll_days
integer<int32>

Number of business days before contract expiry at which the continuous series rolls.

start_date
string<date-time>

Inclusive lower date-only boundary for the requested observations.

end_date
string<date-time>

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.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.MarketData.ApiGetBondFuturesSeriesResponse, Derivitec.Web.Core
is_success
boolean

Whether the operation completed successfully. The default is true; error outcomes set it to false.

Example:

true

error_messages
string[] | null

Messages explaining operation-level failures. The collection is empty by default.

bond_futures_data
object[] | null

Bond-futures observations in the continuous series.