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Anais Bouque posted

New API - Market Data

Dear community,

We are pleased to announce the release of a new API in the B2E channel.

Market Data

Market Data API provides access to market data such as exchange rates or measures derived from market data such as historical covariance of risk factors.

This new API contains 4 endpoints:

  • GET /currencies: Retrieve the list of all available currencies
  • GET /exchange-rates/latest: Retrieve the latest known exchange rate data for all available currencies.
  • GET /covariance-matrices: Retrieve the list of available covariance matrices
  • GET /covariance-matrices/{matrixName}: Retrieve the content of a covariance matrix based on a given matrix name

More documentation here.

API - Treasury and Capital Markets
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