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POST
Calculate historical prices for contracts.

Authorizations

Authorization
string
header
required

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

Body

JSON request with a non-empty-by-intent Contracts list, meaningful RunDate, reporting currency, optional market-data override, one accessible market-data environment, and a coherent observation-window definition using FirstObservationDate/HistoricalStartDateRule, LastObservationDate/HistoricalEndDateRule, and Horizon. Relative-rule syntax, ranges, and precedence are not specified here.

Requests historical price series for supplied contracts over an observation window.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsRequest, Derivitec.Web.Core
market_data_environment_name
string | null

Name of the market-data environment to use. Supply either this name or provider_id, not both.

Example:

"Example market data"

provider_id
string | null

Opaque identifier of the market-data provider to use. Supply either this identifier or market_data_environment_name, not both.

id
string<uuid>

Correlation identifier for this price-series request; a new identifier is generated when the object is constructed.

Example:

"00000000-0000-0000-0000-000000000001"

contracts
object[] | null

Contracts to price at each selected historical observation.

Polymorphic base role shared by public contract definitions.

run_date
string<date-time>

Date used for both pricing and market data in this historical price-series request.

reporting_currency
string | null

Currency in which returned contract prices are reported.

market_data_override
object

Optional market-data substitutions supplied with pricing, risk, or report calculations.

first_observation_date
string<date-time> | null

Optional explicit first observation date supplied to the historical-window selection.

historical_start_date_rule
string | null

Optional date rule used to select the start of the historical observation window.

last_observation_date
string<date-time> | null

Optional explicit last observation date supplied to the historical-window selection.

historical_end_date_rule
string | null

Optional date rule used to select the end of the historical observation window.

horizon
integer<int32>

Historical return horizon supplied to the price-series calculation.

Response

Returns historical observations and error messages.

Returns historical and scenario price histories for the requested contracts.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.RiskEngine.ApiCalculateHistoricalPriceSeriesForContractsResponse, 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.

var_results
object

Collects base and scenario price histories with validation and market-data diagnostics.