3.
Datasource Metadata
Datasources
Our datasources are time series databases containing end of day market data from exchanges, commodity markets, stock markets, banks, governments, NGO’s, data vendors and independent pricing agencies from around the world. A datasource contains both datasets (historical time series) and metadata (information describing the datasource and its datasets).
The datasource endpoints allow you to get:
- A metadata list of all the available datasources on the server using the GetAllDatasources endpoint.
- The metadata for one named datasource using the GetDatasource endpoint.
- A metadata list of accessible datasources (for a subscriber) using the GetUserDatasources endpoint.
Some datasources are subdivided by the vendor and grouped into data categories for logical or commercial reasons and a subscriber may not have access to all the available data categories in thge datasource. We refer to these types of datasource as 'CategoryDS' datasources as they normally require the data catergory name to be supplied in every dataset request because the same symbol may exist in more than one data category.
The 'Datacategory' parameter can be ignored if the request parameter ' IgnoreCategories' is set to true (where the first dataset matching the symbol will be returned). CategoryDS datasources can optionally also return a category list (and tree) of all available data categories as well as the categories that the subscriber can access. Refer to the “CategoryDS datasources” section below for more details.
Some non catregoryDS datasources may also return a hierarchical data tree in the "Details" object if the "HasDataTree" result property is true. These trees use filters contained in '[] sectionat the end of each node name, E.G: "CME Australian Dollar AUD [CME_AD]". These filters can be used to organize ther datasets by market, region, instrument type, exchange etc by using the optional "DatasetFilter" request property.
The three datasource endpoints use no API tokens but are restricted to 3 calls per second each.
Please refer to section 8.2 for details on API rate limits.
- A subscriber may not have access to the full data range available in any datasource, data category or dataset (subscription limitations).
- The GetUserDatasources endpoint returns the date range that is available to the subscriber for each datasource and for the data categories in a CategoryDS datasource.
- The GetDatasource endpoint returns the the metadata about a single datasource including any subscription access details.
- Datasources can be defined as ‘premium’ or ‘complimentary’. Complimentary datasources may be freely available with a premium datasource.
- The datasource metadata reports if the datasource is a “CategoryDS” datasource, has an optional data tree, is premium and the number of datasets/data categories in the datasource.
- Use the Datasets metadata endpoints to view the list of datasets that are in any datasource.
- A CategoryDS is a datasource whose datasets are grouped into data categories. The subscriber must be authorised to access each individual data category.
- A CategoryDS is identified when the result object parameterIsCategoryDSis set to true.
- TheDatacategoryparameter must be used in all data requests to a CategoryDS datasource UNLESS the request parameter ' IgnoreCategories' is set to true.
- In GET requests Datasource,
[Datacategory] and Symbol are combined into one 'Series' string.
e.g. Symbols[]=Datasource/[Datacategory]/Symbol&Symbols[] = ... - In POST requests, the data category is inserted between the datasource and the symbol
e.g. ” {“Datasource”:“AAA”, “Datacategory”:“BBB”, “Symbol”:“CCC”}, { "Datasource": ….