Retrieve equity-pair correlations for market dates.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"correlation_descriptors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core",
"asset1_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"asset2_identifier": {
"$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/GetEquityEquityCorrelation"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"correlation_descriptors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core",
"asset1_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"asset2_identifier": {
"$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.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
correlation_descriptors: [
{
$type: 'Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core',
asset1_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
asset2_identifier: {
$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/GetEquityEquityCorrelation', 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/GetEquityEquityCorrelation",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'correlation_descriptors' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core',
'asset1_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'asset2_identifier' => [
'$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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"correlation_descriptors\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core\",\n \"asset1_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"asset2_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"correlation_descriptors\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core\",\n \"asset1_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"asset2_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"correlation_descriptors\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core\",\n \"asset1_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"asset2_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"equity_equity_correlation_data": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationData, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"correlation": 123,
"date": "2023-11-07T05:31:56Z",
"asset1_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"asset2_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
}
}
]
}Retrieve equity-pair correlations for market dates.
Use this operation to retrieve correlations between pairs of equities for requested market dates. Results are limited to the caller’s authorised provider and organisation scopes. Unsupported identifiers are reported while correlations for supported pairs can still be returned, and no market data is modified.
POST
/
api
/
MarketData
/
GetEquityEquityCorrelation
Retrieve equity-pair correlations for market dates.
curl --request POST \
--url https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json-patch+json' \
--data '
{
"$type": "Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"correlation_descriptors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core",
"asset1_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"asset2_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
}
}
],
"market_dates": [
"2023-11-07T05:31:56Z"
]
}
'import requests
url = "https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation"
payload = {
"$type": "Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core",
"market_data_environment_name": "Example market data",
"provider_id": "<string>",
"correlation_descriptors": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core",
"asset1_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"market_identification_code": "<string>"
},
"asset2_identifier": {
"$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.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core',
market_data_environment_name: 'Example market data',
provider_id: '<string>',
correlation_descriptors: [
{
$type: 'Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core',
asset1_identifier: {
$type: 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
code: '<string>',
market_identification_code: '<string>'
},
asset2_identifier: {
$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/GetEquityEquityCorrelation', 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/GetEquityEquityCorrelation",
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([
'$type' => 'Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core',
'market_data_environment_name' => 'Example market data',
'provider_id' => '<string>',
'correlation_descriptors' => [
[
'$type' => 'Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core',
'asset1_identifier' => [
'$type' => 'Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core',
'code' => '<string>',
'market_identification_code' => '<string>'
],
'asset2_identifier' => [
'$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 $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation"
payload := strings.NewReader("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"correlation_descriptors\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core\",\n \"asset1_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"asset2_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json-patch+json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json-patch+json")
.body("{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"correlation_descriptors\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core\",\n \"asset1_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"asset2_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.riskportal.activeviam.com/api/MarketData/GetEquityEquityCorrelation")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json-patch+json'
request.body = "{\n \"$type\": \"Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core\",\n \"market_data_environment_name\": \"Example market data\",\n \"provider_id\": \"<string>\",\n \"correlation_descriptors\": [\n {\n \"$type\": \"Derivitec.Web.Core.MarketData.EquityEquityCorrelationDescriptor, Derivitec.Web.Core\",\n \"asset1_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n },\n \"asset2_identifier\": {\n \"$type\": \"Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core\",\n \"code\": \"<string>\",\n \"market_identification_code\": \"<string>\"\n }\n }\n ],\n \"market_dates\": [\n \"2023-11-07T05:31:56Z\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"$type": "Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationResponse, Derivitec.Web.Core",
"is_success": true,
"error_messages": [
"<string>"
],
"equity_equity_correlation_data": [
{
"$type": "Derivitec.Web.Core.MarketData.EquityEquityCorrelationData, Derivitec.Web.Core",
"provider_id": "<string>",
"derivitec_created": "<string>",
"derivitec_modified": "<string>",
"uploaded_date_time": "<string>",
"derivitec_modified_by": "<string>",
"uploaded_by": "<string>",
"rolled": false,
"correlation": 123,
"date": "2023-11-07T05:31:56Z",
"asset1_identifier": {
"$type": "Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core",
"code": "<string>",
"identifier_type": "Derivitec",
"market_identification_code": "<string>"
},
"asset2_identifier": {
"$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 containing equity-to-equity CorrelationDescriptors, date-only MarketDates, and optional provider or environment scope. Each descriptor supplies the two equity identifiers.
Queries dated correlations for selected equity pairs.
Available options:
Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationRequest, Derivitec.Web.Core Name of the market-data environment to use. Supply either this name or provider_id, not both.
Example:
"Example market data"
Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.
Equity pairs whose correlations are requested.
Show child attributes
Show child attributes
Market dates of the requested equity-pair correlations.
Response
Returns available dated correlations with provider and upload metadata, plus errors for unsupported identifiers or missing request inputs.
Returns the selected equity-pair correlations.
Available options:
Derivitec.Web.Core.MarketData.ApiGetEquityEquityCorrelationResponse, 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.
Dated correlation observations for the requested equity pairs.
Show child attributes
Show child attributes
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