Retrieve CDS observations by issuer.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/MarketData/GetCdsData \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core",
  "market_data_environment_name": "Example market data",
  "provider_id": "<string>",
  "identifiers": [
    {
      "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
      "code": "<string>"
    }
  ],
  "start_date": "2023-11-07T05:31:56Z",
  "end_date": "2023-11-07T05:31:56Z"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/MarketData/GetCdsData"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core",
    "market_data_environment_name": "Example market data",
    "provider_id": "<string>",
    "identifiers": [
        {
            "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
            "code": "<string>"
        }
    ],
    "start_date": "2023-11-07T05:31:56Z",
    "end_date": "2023-11-07T05:31:56Z"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core',
    market_data_environment_name: 'Example market data',
    provider_id: '<string>',
    identifiers: [
      {
        $type: 'Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core',
        code: '<string>'
      }
    ],
    start_date: '2023-11-07T05:31:56Z',
    end_date: '2023-11-07T05:31:56Z'
  })
};

fetch('https://api.riskportal.activeviam.com/api/MarketData/GetCdsData', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetCdsData",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core',
    'market_data_environment_name' => 'Example market data',
    'provider_id' => '<string>',
    'identifiers' => [
        [
                '$type' => 'Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core',
                'code' => '<string>'
        ]
    ],
    'start_date' => '2023-11-07T05:31:56Z',
    'end_date' => '2023-11-07T05:31:56Z'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/MarketData/GetCdsData"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\"\n    }\n  ],\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetCdsData")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\"\n    }\n  ],\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetCdsData")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\"\n    }\n  ],\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCdsDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "cds_data": [
    {
      "key": {
        "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "identifier_type": "DerivitecBondIssuerId"
      },
      "value": [
        {
          "$type": "Derivitec.Web.Core.MarketData.CdsData, Derivitec.Web.Core",
          "provider_id": "<string>",
          "derivitec_created": "<string>",
          "derivitec_modified": "<string>",
          "uploaded_date_time": "<string>",
          "derivitec_modified_by": "<string>",
          "uploaded_by": "<string>",
          "rolled": false,
          "cds_id": "<string>",
          "issuer_identifier": {
            "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
            "code": "<string>",
            "identifier_type": "DerivitecBondIssuerId"
          },
          "issuer_id": "<string>",
          "seniority": "<string>",
          "doc_clause": "<string>",
          "tenor": "<string>",
          "close": 123,
          "traded_spread": 123,
          "pts_upfront": 123,
          "currency": "<string>",
          "date": "<string>",
          "high": 123,
          "low": 123,
          "open": 123,
          "contributor": "<string>",
          "running_coupon": 123,
          "assumed_recovery": 123,
          "liquidity_score": 123
        }
      ]
    }
  ]
}

Retrieve CDS observations by issuer.

Use this operation to retrieve CDS observations for requested issuer identifiers over an inclusive date range from one authorised provider. Returned records include tenor, seniority, document clause, currency, close, spread, upfront points, running coupon, assumed recovery, and optional price/liquidity fields where available. TradedSpread and RunningCoupon are basis-point values, PtsUpfront is in percentage points, and AssumedRecovery is a decimal fraction. Unsupported issuers or issuers without observations are reported without suppressing other data. The operation is read-only.

POST

api

MarketData

GetCdsData

Retrieve CDS observations by issuer.

curl --request POST \
  --url https://api.riskportal.activeviam.com/api/MarketData/GetCdsData \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json-patch+json' \
  --data '
{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core",
  "market_data_environment_name": "Example market data",
  "provider_id": "<string>",
  "identifiers": [
    {
      "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
      "code": "<string>"
    }
  ],
  "start_date": "2023-11-07T05:31:56Z",
  "end_date": "2023-11-07T05:31:56Z"
}
'

import requests

url = "https://api.riskportal.activeviam.com/api/MarketData/GetCdsData"

payload = {
    "$type": "Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core",
    "market_data_environment_name": "Example market data",
    "provider_id": "<string>",
    "identifiers": [
        {
            "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
            "code": "<string>"
        }
    ],
    "start_date": "2023-11-07T05:31:56Z",
    "end_date": "2023-11-07T05:31:56Z"
}
headers = {
    "Authorization": "Bearer <token>",
    "Content-Type": "application/json-patch+json"
}

response = requests.post(url, json=payload, headers=headers)

print(response.text)

const options = {
  method: 'POST',
  headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json-patch+json'},
  body: JSON.stringify({
    $type: 'Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core',
    market_data_environment_name: 'Example market data',
    provider_id: '<string>',
    identifiers: [
      {
        $type: 'Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core',
        code: '<string>'
      }
    ],
    start_date: '2023-11-07T05:31:56Z',
    end_date: '2023-11-07T05:31:56Z'
  })
};

fetch('https://api.riskportal.activeviam.com/api/MarketData/GetCdsData', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.riskportal.activeviam.com/api/MarketData/GetCdsData",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "POST",
  CURLOPT_POSTFIELDS => json_encode([
    '$type' => 'Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core',
    'market_data_environment_name' => 'Example market data',
    'provider_id' => '<string>',
    'identifiers' => [
        [
                '$type' => 'Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core',
                'code' => '<string>'
        ]
    ],
    'start_date' => '2023-11-07T05:31:56Z',
    'end_date' => '2023-11-07T05:31:56Z'
  ]),
  CURLOPT_HTTPHEADER => [
    "Authorization: Bearer <token>",
    "Content-Type: application/json-patch+json"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"strings"
	"net/http"
	"io"
)

func main() {

	url := "https://api.riskportal.activeviam.com/api/MarketData/GetCdsData"

	payload := strings.NewReader("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\"\n    }\n  ],\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\"\n}")

	req, _ := http.NewRequest("POST", url, payload)

	req.Header.Add("Authorization", "Bearer <token>")
	req.Header.Add("Content-Type", "application/json-patch+json")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetCdsData")
  .header("Authorization", "Bearer <token>")
  .header("Content-Type", "application/json-patch+json")
  .body("{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\"\n    }\n  ],\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\"\n}")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetCdsData")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n  \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, Derivitec.Web.Core\",\n  \"market_data_environment_name\": \"Example market data\",\n  \"provider_id\": \"<string>\",\n  \"identifiers\": [\n    {\n      \"$type\": \"Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core\",\n      \"code\": \"<string>\"\n    }\n  ],\n  \"start_date\": \"2023-11-07T05:31:56Z\",\n  \"end_date\": \"2023-11-07T05:31:56Z\"\n}"

response = http.request(request)
puts response.read_body

{
  "$type": "Derivitec.Web.Core.MarketData.ApiGetCdsDataResponse, Derivitec.Web.Core",
  "is_success": true,
  "error_messages": [
    "<string>"
  ],
  "cds_data": [
    {
      "key": {
        "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
        "code": "<string>",
        "identifier_type": "DerivitecBondIssuerId"
      },
      "value": [
        {
          "$type": "Derivitec.Web.Core.MarketData.CdsData, Derivitec.Web.Core",
          "provider_id": "<string>",
          "derivitec_created": "<string>",
          "derivitec_modified": "<string>",
          "uploaded_date_time": "<string>",
          "derivitec_modified_by": "<string>",
          "uploaded_by": "<string>",
          "rolled": false,
          "cds_id": "<string>",
          "issuer_identifier": {
            "$type": "Derivitec.Web.Core.MarketData.IssuerIdentifier, Derivitec.Web.Core",
            "code": "<string>",
            "identifier_type": "DerivitecBondIssuerId"
          },
          "issuer_id": "<string>",
          "seniority": "<string>",
          "doc_clause": "<string>",
          "tenor": "<string>",
          "close": 123,
          "traded_spread": 123,
          "pts_upfront": 123,
          "currency": "<string>",
          "date": "<string>",
          "high": 123,
          "low": 123,
          "open": 123,
          "contributor": "<string>",
          "running_coupon": 123,
          "assumed_recovery": 123,
          "liquidity_score": 123
        }
      ]
    }
  ]
}

Authorizations

Authorization

string

header

required

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

Body

The query payload. Identifiers must be non-empty issuer identifiers in a supported namespace, StartDate and EndDate are date-only inclusive boundaries, and provider or environment fields select the source.

Queries dated CDS observations by issuer selector and date range.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetCdsDataRequest, 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.

identifiers

object[] | null

Issuer selectors whose CDS observations are requested.

Show child attributes

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 available CDS observations grouped by input issuer identifier and errors for invalid provider scope, unsupported issuers, or missing data.

Returns dated CDS observations for the selected issuers.

$type

enum<string>

required

Available options:

Derivitec.Web.Core.MarketData.ApiGetCdsDataResponse, 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.

cds_data

object[] | null

CDS observations returned for the requested issuers.

Show child attributes

Introduction

Release and upgrades

User guide

Admin user guide

APIs Endpoints

Retrieve CDS observations by issuer.

Authorizations

Body

Response