Skip to main content
POST
Retrieve equity volatility surfaces for market dates.

Authorizations

Authorization
string
header
required

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

Body

The query payload. Identifiers and MarketDates must both be non-empty; dates are interpreted as date-only market dates, and provider or environment fields select authorised sources.

Queries equity volatility surfaces by instrument and market date.

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

Opaque identifier of a single market-data provider to use instead of either environment-name option.

entity_access_type
enum<string>

Access classification associated with the selected market-data environment.

Available options:
view,
edit,
owner,
blocked
market_data_environment_names
string[] | null

Names of the market-data environments to use. Do not combine this list with the single-name or provider-ID alternatives.

market_data_environment_name
string | null

Single market-data environment name to use instead of market_data_environment_names or provider_id.

Example:

"Example market data"

identifiers
object[] | null

Instrument selectors whose equity volatility surfaces are requested.

Instrument code qualified by an identifier namespace and optional market code.

market_dates
string<date-time>[] | null

Market dates on which equity volatility surfaces are requested.

Response

Returns matching equity volatility surfaces and any invalid-provider, unsupported-identifier, missing-surface, or retrieval errors.

Returns equity volatility surfaces and query errors.

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

equity_vol_surfaces
object[] | null

Equity volatility surfaces returned by the query.

Equity volatility surface with benchmark coordinates and a spot reference.