Cross Currency API - History

Gets historical Cross Currency index value based on a single date or range of dates provided by the customer. By default returns all historical Cross Currency index values.

Accepts the below requests/inputs:

If both (startDate) and (endDate) fields are provided -> Returns an inclusive range between customer-provided (startDate) and (endDate).
If (startDate) field is provided but no (endDate) field -> The (endDate) field will be defaulted to today/current-date. Returns Cross Currency index value between the range of the specified (startDate) and today/current-date.
If (endDate) field provided but no (startDate) field -> Returns all Cross Currency index value up to customer-provided (endDate).
If no Date fields are provided -> Returns all historical Cross Currency index value based on the customer-provided product codes leading up to today/current-date.
If no arguments / parameters are provided -> Returns all historical Cross Currency index value leading up to today/current-date.
If only (date) field is provided -> Returns the Cross Currency index value for the customer-provided date.
If date (field) is provided with (startDate) or (endDate) -> The date field takes precedence. Returns the Cross Currency index value for the customer-provided date.
If all 3 Date fields are provided -> The (date) field takes precedence. Returns the Cross Currency index value for the customer-provided date.
If only one Product (productCodes) is provided -> Returns the requested product with the historical Cross Currency index value.

URL	/history
HTTP Method	GET

Contents

Request

Header Parameters

Ref	Parameter	Name	Type	Multi-ple	Usage	Description
1	CME-Application-Name	Application Name	string	No	REQUIRED	Name of the customer system that generated the message.
2	CME-Application-Vendor	Application Vendor	string	No	REQUIRED	Name of the vendor who provided the customer system. For a proprietary system, use the firm name.
3	CME-Application-Version	Application Version	string	No	REQUIRED	Version identifier for the customer system.

Query Parameters

Ref	Parameter	Name	Type	Multi-ple	Values	Usage	Description
1	productCodes	Product Code	string	Yes	XEURBI	OPTIONAL	Indicates the underlying asset code (Product Code). Clients can currently query for one Product Codes.
2	date	Date	string	No		OPTIONAL	A parameter to be used by the customer to specify a single date for which they want to obtain the rates. Format YYYY-MM-DD
3	startDate	Start Date	string	No		OPTIONAL	A parameter to be used by the customer to specify the lower bound within the desired date range. Format YYYY-MM-DD
4	endDate	End Date	string	No		OPTIONAL	A parameter to be used by the customer to specify the upper bound within the desired date range. Format YYYY-MM-DD

Response Headers

Ref	Parameter	Name	Type	Multi-ple	Usage	Description
1	sentTime	Sent Time	TimeStamp	No	REQUIRED	Time the message was published
2	version	Version	String	No	REQUIRED	Version Number of the application generating the message
3	dataset	Data Set	string	No	REQUIRED	Represents the type of data the application is generating

Response - 200

Successfully retrieved

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	businessDt	Business Date	string		REQUIRED	Trade date of published data. The relevant date for which the Cross Currency rates are in reference to. Format YYYY-MM-DD
2	indexValue	Cross Currency index	number		REQUIRED	The index value for the Cross Currency Product (EUR / USD). We support negative values
3	immStartDt	Cross Currency Date	number		REQUIRED	IMM / International Monetary Market start date (i.e the first date for the basis calculation).
4	immEndDt	Cross Currency Date	number		REQUIRED	IMM / International Monetary Market end date (i.e the end date for the basis calculation).
5	instrument[]	Instrument	instrument		REQUIRED
6	→ guidInt	Instrument GUID Int	integer		REQUIRED	Unique Instrument ID
7	→productCode	Product Code	string	XEURBI	REQUIRED	Indicates the underlying asset code (Product Code).

Response - 500

Internal Server Error

Response - 400

Bad request Exception from incorrect user input e.g. incorrectly formatted date