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POST
Build an FX volatility time series for selected pairs and dates.

Authorizations

Authorization
string
header
required

OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header

Body

The query payload. Supply FX pair codes, inclusive StartDate and EndDate values, a strike and strike type, and Maturity in days; ProviderId optionally selects the market-data provider.

Queries a dated FX-volatility series at one maturity and strike coordinate.

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

Name of the market-data environment to use. Supply either this name or provider_id, not both.

Example:

"Example market data"

provider_id
string | null

Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.

fx_pairs
string[] | null

FX pairs that narrow the FX volatility time series operation.

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.

strike
number<double>

Strike locating the requested FX volatility time series values.

maturity
integer<int32>

Maturity in days locating the requested FX volatility time-series values.

strike_type
enum<string>

Strike type locating the requested FX volatility time series values.

Available options:
absolute,
logarithmic,
normalized,
logarithmic_spot

Response

Returns volatility observations grouped by FX pair, together with any retrieval or evaluation errors.

Returns the dated FX-volatility observations matching the requested coordinate.

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

volatility_data
object[] | null

Dated FX-volatility observations returned by the query.