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POST
Retrieve time-series data for a completed VaR report run.

Authorizations

Authorization
string
header
required

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

Body

The body containing the opaque ReportId for the completed VaR report run.

Selectors and optional formatting query for retrieving one report run.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.Reports.ApiGetReportDataByIdRequest, Derivitec.Web.Core
report_id
string | null

Opaque identifier of the report run to retrieve or query. The value must not be null or empty.

portfolio_type
enum<string> | null

Portfolio category used to resolve the requested portfolio. It may be omitted when the portfolio name resolves unambiguously.

Available options:
derivitec,
enfusion,
orchestrade,
liquidity_book,
maia,
fund_studio,
not_set
data_table_query
object

Optional filter and column selection for formatted report data.

Response

Returns the time-series data associated with the identified completed VaR report run.

Grouped VaR time-series values and the report context used to produce them.

$type
enum<string>
required
Available options:
Derivitec.Web.Core.Reports.ApiVarReportTimeSeriesDataResponse, 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.

confidence_level
number<double>

Confidence level associated with the VaR report; no scale is established here.

mkt_data_date
string<date-time>

Market-data date used or recorded for the report run.

observation_dates
string<date-time>[] | null

Historical observation dates supplied with the returned VaR time-series values.

portfolio_name
string | null

Portfolio name associated with the report run or saved launcher item.

pricing_date
string<date-time>

Date used to price positions for the report; no time-zone convention is established by this contract.

report_id
string | null

Opaque identifier of the report run.

reporting_currency
string | null

Currency used to express monetary report values; the code format is not constrained here.

time_stamp
string<date-time>

Timestamp recorded for the report run; no time-zone convention is established by this contract.

group_labels_by_group_id
object | null

Display labels keyed by the opaque group identifiers used in the accompanying time series.

time_series_by_group_id
object | null

Time-series values keyed by the same opaque group identifiers used by GroupLabelsByGroupId.

var_horizon
integer<int32>

Horizon recorded for the VaR report; no unit is established here.