SBSDR Volume

Parameter Description Default Options
reportDate
Optional
The report date in YYYY-MM-DD format.
startDate
Optional
The start date in YYYY-MM-DD format
endDate
Optional
The end date in YYYY-MM-DD format
assetClass
Optional
AssetClass CR CR , EQ
productType
Optional
ProductType CDS , CFD , EXO , FWD , IDX , OPT , Other , TRS
productSubtype
Optional
ProductSubtype ABS , Basket , Corporate , Debt , FixedFixed , Index , Inflation , Other , Single , Sovereign , Swaption
issuer
Optional
Issuer See list of issuers
assetId
Optional
AssetID
action
Optional
Retrieve only valid trade records (NEW,CORRECT) or all (NEW,CORRECT,CANCEL and previously cancelled) NEW,CORRECT CORRECT , NEW
transactionType
Optional
TransactionType Trade Trade
cleared
Optional
Cleared or uncleared trades. C , U , Y
currency
Optional
Currency AED , AUD , BRL , CAD , CHF , CLP , CNY , COP , COU , CZK , DKK , EGP , EUR , GBP , GHS , HKD , HUF , IDR , ILS , INR , ISK , JPY , KES , KRW , KWD , KZT , LKR , MAD , MUR , MXN , MXV , MYR , NGN , NOK , NZD , OMR , PEN , PHP , PKR , PLN , QAR , RON , RSD , RUB , SAR , SEK , SGD , THB , TRY , TWD , UAH , UGX , USD , USN , UZS , VND , ZAR , ZMW
executionVenue
Optional
ExecutionVenue BILT , ICES , NA , OFF , ON
tenor
Optional
Tenor 0D , 10M , 10Y , 11M , 11Y , 12Y , 13Y , 14Y , 15Y , 16Y , 17Y , 18M , 18Y , 19Y , 1D , 1M , 1W , 1Y , 20Y , 21Y , 22Y , 23Y , 24Y , 25Y , 26Y , 27Y , 28Y , 29Y , 2D , 2M , 2W , 2Y , 30M , 30Y , 31Y , 32Y , 33Y , 34Y , 35Y , 36Y , 37Y , 38Y , 39Y , 3D , 3M , 3W , 3Y , 40Y , 41Y , 42Y , 43Y , 45Y , 477Y , 478Y , 48Y , 49Y , 4D , 4M , 4Y , 50Y , 51Y , 57Y , 5D , 5M , 5Y , 6M , 6Y , 77Y , 7975Y , 7976Y , 7977Y , 7978Y , 7979Y , 7980Y , 7981Y , 7982Y , 7983Y , 7984Y , 7985Y , 7991Y , 79Y , 7M , 7Y , 8002Y , 8003Y , 8004Y , 8005Y , 8M , 8Y , 904Y , 91Y , 931Y , 9M , 9Y
source
Optional
The Swap Data Repositories to use as the source of trades. DTCC_SEC , ICE_SEC
group
Optional
Group ReportDate,ProductType,Currency ReportDate , action , assetClass , assetId , cleared , currency , executionVenue , issuer , productSubtype , productType , source , tenor , transactionType
sortBy
Optional
Sort By
sortOrder
Optional
Sort Order ASCENDING , DESCENDING
display
Optional
Display NotionalUSD Count , Notional , NotionalUSD , Quantity
drilldown
Optional
Drilldown false false , true
columns
Optional
Columns to show in result -
import clarus

response = clarus.sbsdr.volume()
print (response)
import com.clarusft.api.model.sbsdr.VolumeRequest
import com.clarusft.api.model.sbsdr.VolumeResponse

ApiClient clarus = ApiClient.getDefault();
VolumeResponse response = clarus.request(new VolumeRequest());
System.out.println(response);
import Clarus

response = Clarus.Sbsdr.volume()
print(response)

##
##Need to install packages once, if not already installed
##install.packages('httr')
##install.packages('readr')
##

library('httr')
##library('readr')

## Manually edit and set key/secret here ##
apiKey <- '...'
apiSecret <-'...'

request <- function(category, functionName, ...){
  restUrl  =  paste0('https://apieval.clarusft.com/api/rest/v1/', category, '/',functionName, '.csv')
  response <- POST(url=restUrl, body=list(...), encode='json', authenticate(apiKey, apiSecret, type='basic'))
  if (response$status_code!=200){
      stop(paste0('Request to ', category, '/', functionName, ' failed with status code: ', response$status_code))
  }
  return (response)
}

dataframe <- function(response){
  return (read.csv(text=content(response, 'text'), sep=',', head=TRUE))
}
## filename <- file.path('C:', 'Temp', 'myfile.csv')
## myvalue <- <- read_file(filename)

r <- request('sbsdr', 'Volume')
df <- dataframe(r)
print (df)

import requests
import sys
import pandas
import io
#import os

# Example of REST API call to Clarus Microservices #

# Manually edit and set key/secret here #
apiKey = ''
apiSecret = ''

print (sys.version)

def request(category, functionName, **params):
  restUrl = 'https://apieval.clarusft.com/api/rest/v1/' + category + '/' + functionName + '.json'
  r = requests.post(restUrl, json=params, auth=(apiKey, apiSecret))
  r.raise_for_status()
  return r.json()

def dataframe(results):
  return pandas.DataFrame(results['results'])

# filename = os.path.join('C:\\', 'Temp', 'myfile.csv')
# myvalue = open(filename).read()

r = request('sbsdr', 'Volume')
df = dataframe(r)
print(pandas.DataFrame.head(df))


use strict;
use warnings;
use MIME::Base64;
use JSON;
use REST::Client;

# Example of REST API call to Clarus Microservices #

my $client = REST::Client->new();
$client->addHeader('Content-Type', 'application/json');

# Manually edit and set key/secret here 
my $apiKey = '';
my $apiSecret = '';

my $encoded_auth = encode_base64("$apiKey:$apiSecret", '');
$client->addHeader('Authorization', "Basic $encoded_auth");

my %params = ();

my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'sbsdr/';
my $name = 'Volume';
my $outputFormat = '.csv'; #can also be '.json' or '.tsv'
my $fullRESTUrl  =  $urlBase . $category . $name . $outputFormat;

$client->POST($fullRESTUrl,encode_json(\%params));

print 'Response: ' . $client->responseContent() . "\n";
print 'Response status: ' . $client->responseCode() . "\n";


printf('Example of REST API call to Clarus Microservices\n');

function r = request(category, functionName, params)

# Manually edit and set key/secret here #
  apiKey = ''
  apiSecret = ''

  restUrl = ['https://' apiKey ":" apiSecret  "@" 'apieval.clarusft.com/api/rest/v1/' category '/' functionName '.csv'];
  [r, status, message] = urlread (restUrl, 'get', params);
  if (status!=1)
      error(['Failed on ' category '/' functionName ': ' message]);
  endif
end

function ca = toCellArray(csvStr)
  header_row = textscan (csvStr, "%s", 1, 'delimiter','\n');
  headers = strsplit(char(header_row), ",");
  numCols = size(headers)(2);
  format = repmat('%s ', [1 numCols]);
  ca = textscan (csvStr, format, 'delimiter',',', 'endofline',"\n");
end

params = {}

r = request('sbsdr', 'Volume', params)
ca = toCellArray(r);

ca

Request Body

Submit to generate...
Response

Submit to generate...

{ }