> ## 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.

# CORRELATION_MARKET_DATA

The CORRELATION\_MARKET\_DATA table is used to contain market data related to the correlation between risk factors.
It is an isolated table and not part of any cube facts.

<table><thead><tr><th>Column Name</th><th>Type</th><th>Not Null</th><th>Default Value<sup id="fnref:1"><a class="footnote-ref" href="#fn:1" role="doc-noteref">1</a></sup></th><th>Description</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td><td>DATE</td><td>Y</td><td /><td>Timestamp (at close of business) for the data.</td></tr><tr><td>MARKET\_DATA\_SET</td><td>STRING</td><td>Y</td><td /><td>String defining the market data set, for example “Trader marks” or “Official EOD”.</td></tr><tr><td>RISK\_FACTOR\_ID</td><td>STRING</td><td>Y</td><td /><td>The first risk factor in the correlation.</td></tr><tr><td>RISK\_FACTOR\_ID2</td><td>STRING</td><td>Y</td><td /><td>The second risk factor in the correlation.</td></tr><tr><td>QUOTE</td><td>DOUBLE</td><td>Y</td><td /><td>The correlation value.</td></tr></tbody></table>

## Unique Key

<table><thead><tr><th>Columns</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td></tr><tr><td>MARKET\_DATA\_SET</td></tr><tr><td>RISK\_FACTOR\_ID</td></tr><tr><td>RISK\_FACTOR\_ID2</td></tr></tbody></table>

***

1. If the default value is marked as empty, it means that the default value is 'null' for nullable fields, and that a value needs to be explicitly set for non-nullable fields.
    [↩︎](#fnref:1)