Retrieve commodity volatility surfaces.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": [
"<string>"
],
"market_data_environment_name": "Example market data",
"commodity_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": ["<string>"],
"market_data_environment_name": "Example market data",
"commodity_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
],
"market_dates": ["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.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core',
provider_id: '<string>',
market_data_environment_names: ['<string>'],
market_data_environment_name: 'Example market data',
commodity_ids: [
{
$type: 'Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core',
name: '<string>',
exchange: '<string>'
}
],
market_dates: ['2023-11-07T05:31:56Z']
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces', 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/GetCmdtyVolSurfaces",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core',
'provider_id' => '<string>',
'market_data_environment_names' => [
'<string>'
],
'market_data_environment_name' => 'Example market data',
'commodity_ids' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core',
'name' => '<string>',
'exchange' => '<string>'
]
],
'market_dates' => [
'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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"commodity_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core\",\n \"name\": \"<string>\",\n \"exchange\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"commodity_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core\",\n \"name\": \"<string>\",\n \"exchange\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"commodity_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core\",\n \"name\": \"<string>\",\n \"exchange\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"cmdty_vol_surfaces": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
}
]
}Retrieve commodity volatility surfaces.
Use this operation to retrieve complete volatility surfaces for requested commodity name/exchange pairs
and market dates. Provider ID, one environment name, or multiple environment names can select authorised
source scopes; when none is supplied, the shared Derivitec provider is used. The returned surface
parameters retain their existing decimal volatility conventions, and no market data is modified.
POST
/
api
/
MarketData
/
GetCmdtyVolSurfaces
Retrieve commodity volatility surfaces.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": [
"<string>"
],
"market_data_environment_name": "Example market data",
"commodity_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": ["<string>"],
"market_data_environment_name": "Example market data",
"commodity_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
],
"market_dates": ["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.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core',
provider_id: '<string>',
market_data_environment_names: ['<string>'],
market_data_environment_name: 'Example market data',
commodity_ids: [
{
$type: 'Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core',
name: '<string>',
exchange: '<string>'
}
],
market_dates: ['2023-11-07T05:31:56Z']
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces', 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/GetCmdtyVolSurfaces",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core',
'provider_id' => '<string>',
'market_data_environment_names' => [
'<string>'
],
'market_data_environment_name' => 'Example market data',
'commodity_ids' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core',
'name' => '<string>',
'exchange' => '<string>'
]
],
'market_dates' => [
'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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"commodity_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core\",\n \"name\": \"<string>\",\n \"exchange\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"commodity_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core\",\n \"name\": \"<string>\",\n \"exchange\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetCmdtyVolSurfaces")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"commodity_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core\",\n \"name\": \"<string>\",\n \"exchange\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"cmdty_vol_surfaces": [
{
"$type": "Derivitec.Web.Core.MarketData.CmdtyVolSurface, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"benchmark_fwd_factors": [
123
],
"benchmark_maturities": [
123
],
"call_wings": [
123
],
"put_wings": [
123
],
"reference_date": "2023-11-07T05:31:56Z",
"skews": [
123
],
"smiles": [
123
],
"spot_ref": 123,
"vols": [
123
],
"commodity_id": {
"$type": "Derivitec.Web.Core.MarketData.CommodityId, Derivitec.Web.Core",
"name": "<string>",
"exchange": "<string>"
}
}
]
}Authorizations
oauth2apikey
OAuth2 access-token requested from AWS Cognito and provided as a Auth Bearer header
Body
application/json-patch+jsonapplication/jsontext/jsonapplication/*+json
The query payload. CommodityIds and date-only MarketDates must be non-empty. Populate only one of ProviderId, MarketDataEnvironmentName, or MarketDataEnvironmentNames.
Queries commodity volatility surfaces by commodity and market date.
Available options:
Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesRequest, Derivitec.Web.Core 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.
Available options:
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:
"Example market data"
Commodity IDs selecting the requested commodity volatility surfaces.
Show child attributes
Show child attributes
Market dates on which commodity volatility surfaces are requested.
Response
Returns available commodity volatility surfaces and errors for invalid provider scope, unsupported commodities, or unavailable surfaces.
Returns commodity volatility surfaces and query errors.
Available options:
Derivitec.Web.Core.MarketData.ApiGetCmdtyVolSurfacesResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
Example:
true
Messages explaining operation-level failures. The collection is empty by default.
Commodity volatility surfaces returned by the query.
Show child attributes
Show child attributes
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