Retrieve equity volatility surfaces for market dates.
Use this operation to retrieve complete equity volatility surfaces for requested instruments and market dates within the caller’s authorised provider scopes. Unsupported identifiers or dates without surfaces are reported while other available surfaces can still be returned. This operation does not modify market data.
Authorizations
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.
Derivitec.Web.Core.MarketData.ApiGetEquityVolSurfacesRequest, 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.
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 market data"
Instrument selectors whose equity volatility surfaces are requested.
Instrument code qualified by an identifier namespace and optional market code.
- Option 1
- Option 2
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.
Derivitec.Web.Core.MarketData.ApiGetEquityVolSurfacesResponse, Derivitec.Web.Core Whether the operation completed successfully. The default is true; error outcomes set it to false.
true
Messages explaining operation-level failures. The collection is empty by default.
Equity volatility surfaces returned by the query.
Equity volatility surface with benchmark coordinates and a spot reference.
- Option 1
- Option 2
- Option 3