Cross Currency API - History

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yesterday at 11:06 AM
3 min read

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:

  1. If both (startDate) and (endDate) fields are provided -> Returns an inclusive range between customer-provided (startDate) and (endDate).

  2. 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.

  3. If (endDate) field provided but no (startDate) field -> Returns all Cross Currency index value up to customer-provided (endDate).

  4. 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.

  5. If no arguments / parameters are provided -> Returns all historical Cross Currency index value leading up to today/current-date.

  6. If only (date) field is provided -> Returns the Cross Currency index value for the customer-provided date.

  7. 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.

  8. If all 3 Date fields are provided -> The (date) field takes precedence. Returns the Cross Currency index value for the customer-provided date.

  9. If only one Product (productCodes) is provided -> Returns the requested product with the historical Cross Currency index value.

URL/history
HTTP MethodGET
Contents

Request

Header Parameters



Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

Ref

Parameter

Name

Type

Multi-ple

Values

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

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

Values

Usage

Description

Ref

Parameter

Name

Type

Multi-ple

Values

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

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



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