6.  Dataset Values

Datasets

Datasets are the historical time series that are stored in the datasources. They contain the market data values and prices for the stocks, commodities, currencies, financial and other independently assessed market data.

Every dataset has its own properties including: datasource, symbol, name, description, frequency, start and end dates range etc. This data collectively is referred to as “metadata” as it describes the dataset and its properties.
The actual values for each dataset are stored in the datasource in a similar way to columns in a spreadsheet. We refer to these columns as ‘bate’ columns. The number and names of the columns depend on the type of data contained in the datasource.
In a typical futures contract you would have a date column and bate columns like “Open”, “High”, “Low”, “Close”, “Volume” etc.

There are 3 dataset endpoints:

• GetValues – Get dataset historical data as individual datasets.
• GetValuesRC – Get dataset historical data in row x column format.
• GetValuesforDate – Get the values for a number of datasets on a single date.

The GetValues and GetValuesRC endpoints have similar request and result structures to simplify application development. They allow both simple and complex data requests requests to be made. The requests can allow you to choose multiple datasets (in multiple datasources) , over 12 average types including custom averages, custom bate columns, comprehensive filling (of missing values) including interpolation, weekend handling and more. Many parameters can be applied to all or to individual datasets in the request. As well as market data, the endpoints return basic dataset metadata and can return the user access that is available to each datasource or datacategory.

The GetValuesforDate endpoint returns the actual values reported on a date or the averages for a date. It also returns the previous value (to assist in calculating the change) and can provide a requested number of previous values for spark lines.

All endpoints return any published corrections (where available) in the datasources for the requested date or date range.

All endpoints use API calls. The number of calls used delends on the edpoint. Please refer to the documentation below for each endpoint for specific details. Please refer to section 8.2 for more details on API rate limits.

If you need access to a datasource that is not listed, need extra endpoint features, or have your own data that you’d like to publish, please get in touch and we’ll discuss how we can help.