> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # Data retrieval The Atoti Market Data Library can retrieve the following: * a single market data corresponding to a key defining the market data * all the market data corresponding to a curve, a surface, or a cube ## Market data retrieval interfaces Interfaces for market data retrieval are defined in the packages `com.activeviam.marketdata.lib.retrievers.intf` and `com.activeviam.marketdata.lib.retrievers.contextual.intf`. | Interface | Description | Methods | | --------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------ | | `IMarketDataRetriever` | Interface for a market data retriever that retrieves a single market data value based on the coordinates passed in. | `getMarketData(coordinates)` | | `IDefaultMarketDataRetriever` | Interface for a market data retriever that retrieves a single market data `Double` value based on the coordinates passed in as an `Object[]`. | None, aliasing `IMarketDataRetriever` | | `ISpotMarketDataRetriever` | Interface for a market data retriever for spot data, extending `IDefaultMarketDataRetriever`. | `getMarketData(LocalDate asOfDate, String marketDataSet, String instrumentId)` | | `ICurveMarketDataRetriever` | Interface for a market data retriever for curve (1-axis) market data, extending `IDefaultMarketDataRetriever`. | `getCurve(asOfDate, marketDataSet, curveId)` | | `ISurfaceMarketDataRetriever` | Interface for a market data retriever for surface (2-axis) market data, extending `IDefaultMarketDataRetriever`. | `getSurface(asOfDate, marketDataSet, surfaceId)` | | `ICubeMarketDataRetriever` | Interface for a market data retriever for cube (3-axis) market data, extending `IDefaultMarketDataRetriever`. | `getCube(asOfDate, marketDataSet, cubeId)` | | `IFxMarketDataRetriever` | Interface for a market data retriever for FX rates, extending `IDefaultMarketDataRetriever`. | `getMarketData(asOfDate, marketDataSet, baseCcy, counterCcy)` | | `IContextualMarketDataRetriever` | Interface for a market data retriever for single market data values based on the coordinates passed in. The retrieval may be modified by a provided `MarketDataRetrieverContext`, and a name can be associated with the retriever. | `getName()`, `getMarketData(coordinates, context)` | | `IDefaultContextualMarketDataRetriever` | Interface for a market data retriever for single market data `Double` values based on the coordinates passed in as an `Object[]`. The retrieval may be modified by a provided `MarketDataRetrieverContext`, and a name can be associated with the retriever. | None, aliasing `IContextualMarketDataRetriever` | ## Market data retrieval implementations Implementations for market data retrieval are defined in the `com.activeviam.marketdata.lib.retrievers.impl` and `com.activeviam.marketdata.lib.retrievers.contextual.impl` packages. All retrievers provide Lombok builders. | Class | Description | Details | | ---------------------------------------------------------------------------- | --------------------------------------------------------------------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `SingleTableMarketDataRetriever` | Implements `IDefaultMarketDataRetriever`. | Returns a single market data `Double` value. | | `SpotTableMarketDataRetriever` | Extends `SingleTableMarketDataRetriever`, implements `ISpotMarketDataRetriever`. | Returns spot market data. | | `FxRateTableMarketDataRetriever` | Extends `SingleTableMarketDataRetriever`, implements `IFxRateMarketDataRetriever`. | Returns FX rates and available currencies. | | `CurveTableMarketDataRetriever` | Extends `SingleTableMarketDataRetriever`, implements `ICurveMarketDataRetriever`. | Returns single market dates values from a curve, or whole curves. | | `SurfaceTableMarketDataRetriever` | Extends `SingleTableMarketDataRetriever`, implements `ISurfaceMarketDataRetriever`. | Returns single market dates values from a surface, or whole surfaces. | | `CubeTableMarketDataRetriever` | Extends `SingleTableMarketDataRetriever`, implements `ICubeMarketDataRetriever`. | Returns single market dates values from a cube. | | `AContextualMarketDataRetriever` | Implements `IContextualMarketDataRetriever`. | Returns market data with caching, after translating the requested coordinates using a coordinates translator. Provides abstract methods for creating a cache key and a non-contextual retrieval of market data, to be overridden by any extension. | | `ADefaultContextualMarketDataRetriever` | Extends `AContextualMarketDataRetriever`, implements `IDefaultContextualMarketDataRetriever`. | Creates a cache key based on the translated coordinates, the retriever name and the retrieval operation id. | | `SingleContextualMarketDataRetriever` | Extends `ADefaultContextualMarketDataRetriever`. | Returns market data values using the underlying table retriever. | | `FxContextualMarketDataRetriever` | Extends `SingleContextualMarketDataRetriever`. | Returns FX rates with support for inverse rates and pivot currencies. | | `InterpolatingCurveContextualMarketDataRetriever` | Extends `SingleContextualMarketDataRetriever>`. | Returns single market data values from a curve, interpolating values from the whole curve when necessary. | | `InterpolatingSurfaceContextualMarketDataRetriever` | Extends `SingleContextualMarketDataRetriever>`. | Returns single market data values from a surface, interpolating values from the whole surface when necessary. | ## Market data retrieval containers All contextual market data retrievers are built using a name, table retriever, and coordinate translator. To facilitate their instantiation, we provide containers for the components and a service for their collection. | Class | Description | | ------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------- | | `IMarketDataRetrievalContainer` | An interface for a container for a retriever of type `T`, with an associated `IMarketDataCoordinateTranslator` and a name. | | `MarketDataRetrievalContainer` | An implementation of `IMarketDataRetrievalContainer` as a `record`. | | `IMarketDataRetrievalContainerService` | An interface for a service allowing the selection of `IMarketDataRetrievalContainer` by name. | | `MarketDataRetrievalContainerService` | An implementation of `IMarketDataRetrievalContainerService` collecting `IMarketDataRetrievalContainer` objects. | | `MarketDataRetrievalContainerServiceConfig` | Spring `@Configuration` class publishing a `MarketDataRetrievalContainerService` as an `IMarketDataRetrievalContainerService` bean. | ## MarketDataDateShift The `MarketDataDateShift` defined in the package `com.activeviam.marketdata.lib.dates.impl` is an enum with the following values: | Value | Details | | -------------- | ------------------------------------------------------ | | `CURRENT_DAY` | Retrieves the current day with regard to a base date. | | `NEXT_DAY` | Retrieves the next day with regard to a base date. | | `PREVIOUS_DAY` | Retrieves the previous day with regard to a base date. | ## Retrieval context The market data retrieval context is defined in the class `MarketDataRetrieverContext` in the package `com.activeviam.marketdata.lib.retrievers.intf`. It is used to define: * the name of the retrieval * the query cache that is used * the `MarketDataDateShift` (see above). ## Date retrieval interfaces Interfaces for date retrieval are defined in the package `com.activeviam.marketdata.lib.dates.intf`. | Interface | Description | Details | | -------------------------- | ----------------------------------------------------------------------------------------------------- | ---------------------------------------------------------------------------------------- | | `IDateRetriever` | Interface to retrieve all the asOfDates present in market data inputs. | Used for the retrieval of the previous or the next day with regards to a given asOfDate. | | `IContextualDateRetriever` | Interface for the retrieval of the current, previous or the next day with regard to a given asOfDate. | Takes an asOfDate and a `MarketDataRetrieverContext` object as inputs. | ## Date retrieval implementations Implementations for date retrieval are defined in the package `com.activeviam.marketdata.lib.dates.impl`. | Interface | Description | Details | | --------------------------- | --------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------- | | `TableDateRetriever` | Implementation of `IDateRetriever`. | Returns all the dates present in a given table in an `IDatabase` object. | | `DateShiftingDateRetriever` | Implementation of `IContextualDateRetriever`. | Returns a shifted date (i.e. the current, next or previous date) with an asOfDate and a `MarketDataRetrieverContext` object as inputs. | ## Coordinate Translator Interface The interface for translating market data coordinates used to retrieve market data is defined in the package `com.activeviam.marketdata.lib.translators.intf`. This interface modifies the coordinates based on a given `MarketDataRetrieverContext` (see [Retrieval context](#retrieval-context)). The translation is meant to modify the asOfDate passed in the coordinates in order to return a key containing the previous or next day with regard to the original asOfDate. | Interface | Description | Details | | --------------------------------- | ------------------------------------------------- | ------------------------------------------------------------------------------------------- | | `IMarketDataCoordinateTranslator` | Interface for market data coordinates translators | Uses `IContextualDateRetriever` to translate a key based on a `MarketDataRetrieverContext`. | ## Key Translator Implementation The implementation used to translate a coordinates used to retrieve market data is defined in the package `com.activeviam.marketdata.lib.translators.impl`. | Interface | Description | Details | | --------------------- | ---------------------------------------------------- | --------------------------------------------------------------------------- | | `DateShiftTranslator` | Implementation of `IMarketDataCoordinateTranslator`. | Shifts the provided date by using an underlying `IContextualDateRetriever`. | ## Spring configuration classes To configure the retrieval from a market data store, we now create: * The store, as a @Bean extending `AMarketDataStore`, used by the `IDatastoreConfigurator` * A `TableDateRetriever` on the configured store * A `DateShiftingDateRetriever` wrapping the `TableDateRetriever` with caching and date shifting * An `IMarketDataCoordinateTranslator>`, usually an implementation of `DateShiftingTranslator`, using the `DateShiftingDateRetriever`, to shift the market data retrieval coordinates to the correct date * A retriever of the appropriate type (e.g. a `CubeTableMarketDataRetriever` as an `ICubeMarketDataRetriever`) * A container wrapping the retriever and translator, with a name. In cases where the components held in a container are sufficient for instantiating a contextual retriever, the `IMarketDataRetrievalContainerService` should be used (e.g. for retrieving a point on a curve without interpolation, the `SingleMarketDataPostProcessor` can be instantiated with the `CURVE_MARKET_DATA_RETRIEVER` property). Several Spring configuration classes are provided in the `com.activeviam.marketdata.config.retrievers` package of the `market-data-config` module, providing Datastore Helper (DaSH) stores and retrievers as Spring beans. When you add the `market-data-spring-boot-starter` as a dependency in your project, the `CubeMarketDataRetrievalConfig`, `CurveMarketDataRetrievalConfig`, `FxRateMarketDataRetrievalConfig`, `InstrumentMarketDataRetrievalConfig`, and `SurfaceMarketDataRetrievalConfig` classes will be auto-configured. | Class | Details | | ------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | | `SpotMarketDataStoreConfig` | Publishes a spot store bean along with associated date retrievers and translators. | | `FxRateMarketDataStoreConfig` | Publishes an FX rate store bean along with associated date retrievers and translators. | | `CurveMarketDataStoreConfig` | Publishes a curve store bean along with associated date retrievers and translators. | | `SurfaceMarketDataStoreConfig` | Publishes a surface store bean along with associated date retrievers and translators. | | `CubeMarketDataStoreConfig` | Publishes a cube store bean along with associated date retrievers and translators. | | `MarketDataRetrievalContainerServiceConfig` | Publishes an `IMarketDataRetrievalContainerService` collecting all implementations of `IMarketDataRetrievalContainer` published by the individual configuration classes. | | `AllMarketDataRetrievalConfig` | Imports all other `*MarketDataRetrievalConfig` and `MarketDataRetrievalContainerServiceConfig` classes. |