Retrieve dividend-index volatility surfaces.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": [
"<string>"
],
"market_data_environment_name": "Example market data",
"dividend_index_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
],
"futures_codes": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": ["<string>"],
"market_data_environment_name": "Example market data",
"dividend_index_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
],
"futures_codes": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<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.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core',
provider_id: '<string>',
market_data_environment_names: ['<string>'],
market_data_environment_name: 'Example market data',
dividend_index_ids: [
{
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
],
futures_codes: [
{
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
],
market_dates: ['2023-11-07T05:31:56Z']
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces', 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/GetDividendIndexVolSurfaces",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core',
'provider_id' => '<string>',
'market_data_environment_names' => [
'<string>'
],
'market_data_environment_name' => 'Example market data',
'dividend_index_ids' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
]
],
'futures_codes' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"dividend_index_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"futures_codes\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<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/GetDividendIndexVolSurfaces")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"dividend_index_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"futures_codes\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"dividend_index_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"futures_codes\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"dividend_index_vol_surfaces": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexVolSurface, 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
],
"dividend_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"futures_code": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
]
}Retrieve dividend-index volatility surfaces.
Use this operation to retrieve dividend-index volatility surfaces either by dividend-index identifier or by futures code. A futures code requests the contract expiry applicable to each market date. At least one identifier or futures code is required, and results are limited to the caller’s authorised provider scopes.
POST
/
api
/
MarketData
/
GetDividendIndexVolSurfaces
Retrieve dividend-index volatility surfaces.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": [
"<string>"
],
"market_data_environment_name": "Example market data",
"dividend_index_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
],
"futures_codes": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core",
"provider_id": "<string>",
"market_data_environment_names": ["<string>"],
"market_data_environment_name": "Example market data",
"dividend_index_ids": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
],
"futures_codes": [
{
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<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.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core',
provider_id: '<string>',
market_data_environment_names: ['<string>'],
market_data_environment_name: 'Example market data',
dividend_index_ids: [
{
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
],
futures_codes: [
{
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
}
],
market_dates: ['2023-11-07T05:31:56Z']
})
};
fetch('https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces', 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/GetDividendIndexVolSurfaces",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core',
'provider_id' => '<string>',
'market_data_environment_names' => [
'<string>'
],
'market_data_environment_name' => 'Example market data',
'dividend_index_ids' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
]
],
'futures_codes' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"dividend_index_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"futures_codes\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<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/GetDividendIndexVolSurfaces")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"dividend_index_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"futures_codes\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetDividendIndexVolSurfaces")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, Derivitec.Web.Core\",\n \"provider_id\": \"<string>\",\n \"market_data_environment_names\": [\n \"<string>\"\n ],\n \"market_data_environment_name\": \"Example market data\",\n \"dividend_index_ids\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"futures_codes\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"dividend_index_vol_surfaces": [
{
"$type": "Derivitec.Web.Core.MarketData.DividendIndexVolSurface, 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
],
"dividend_index_id": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"futures_code": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<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. Provide at least one entry across DividendIndexIds and FuturesCodes, non-empty date-only MarketDates, and optional provider or environment scope; neither identifier collection may be null.
Queries dividend-index volatility surfaces by index, futures code, and market date.
Available options:
Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesRequest, 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"
Dividend index IDs selecting the requested dividend index volatility surfaces.
Instrument code qualified by an identifier namespace and optional market code.
- Option 1
- Option 2
Show child attributes
Show child attributes
Futures codes selecting the requested dividend index volatility surfaces.
Instrument code qualified by an identifier namespace and optional market code.
- Option 1
- Option 2
Show child attributes
Show child attributes
Market dates on which dividend index volatility surfaces are requested.
Response
Returns matching dividend-index surfaces plus unsupported or ambiguous futures-code, unsupported-index, validation, and missing-data errors.
Returns dividend-index volatility surfaces and query errors.
Available options:
Derivitec.Web.Core.MarketData.ApiGetDividendIndexVolSurfacesResponse, 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.
Dividend-index volatility surfaces returned by the query.
Show child attributes
Show child attributes
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