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Number between -0.25 and 0.25, default value of zero.","example":0,"format":"number","type":"number"}},"required":["root","strike","asofdate","expiry","otype","etype"],"type":"object"}}},"description":"Parameters for the option to price","required":true},"responses":{"200":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/OptionResponse"}}},"description":"200 response"}},"summary":"Custom option pricer","tags":["options"]},"servers":[{"url":"https://api.merqurian.com"}]},"/options/availability_dates/{fysm_id}/{country_code}":{"get":{"description":"Returns a collection of availablity dates for the provided underlier","responses":{"200":{"content":{"application/json":{"schema":{"type":"object"}}},"description":"200 response"},"403":{"description":"not authorized to perform this operation"},"404":{"description":"No data available for provided fysm/country code"}},"summary":"Returns a collection of availablity dates for the provided underlier","tags":["options"]},"parameters":[{"$ref":"#/components/parameters/fsymIdParam"},{"$ref":"#/components/schemas/CountryCode"}]},"/security":{"get":{"description":"Returns the list of security types (note - equity is not currently under this)","responses":{"200":{"content":{"application/json":{"schema":{"items":{"properties":{"name":{"type":"string"}},"type":"object"},"type":"array"}}},"description":"list of security types"}},"summary":"Returns the list of security types","tags":["security"]}},"/security/equity_legacy/{secname}/metrics":{"get":{"description":"Get the metrics defined for a security","operationId":"security_metrics_defs","parameters":[{"$ref":"#/components/parameters/secnameParam"}],"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"results":{"items":{"$ref":"#/components/schemas/MetricsDef"},"type":"array"}},"type":"object"}}},"description":"200 response"},"403":{"description":"not authorized"},"404":{"description":"security does not exist"}},"summary":"Get the metrics defined for a security","tags":["legacy_equity_security"]}},"/security/equity_legacy/{secname}/metrics/{name}":{"get":{"description":"Get a metrics definition for a security","operationId":"security_metrics_def","parameters":[{"$ref":"#/components/parameters/secnameParam"},{"description":"name of metric","in":"path","name":"name","required":true,"schema":{"type":"string"}}],"responses":{"200":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/MetricsDef"}}},"description":"200 response"},"403":{"description":"not authorized"},"404":{"description":"security does not exist"}},"summary":"Get a metrics definition for a security","tags":["legacy_equity_security"]}},"/security/equity_legacy/{secname}/metrics/{name}/data":{"get":{"description":"Get the metrics timeseries of a MerQube security","operationId":"security_metrics","parameters":[{"description":"name of the security for which the data is requested","in":"path","name":"secname","required":true,"schema":{"type":"string"}},{"description":"name of metric","in":"path","name":"name","required":true,"schema":{"type":"string"}},{"$ref":"#/components/parameters/startDateParam"},{"$ref":"#/components/parameters/endDateParam"}],"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"results":{"items":{"$ref":"#/components/schemas/Metrics"},"type":"array"}},"type":"object"}}},"description":"200 response"},"400":{"description":"bad metric requested"},"404":{"description":"security does not exist"}},"summary":"Get the metrics timeseries of a MerQube security","tags":["legacy_equity_security"]}},"/security/equity_legacy/{secname}/stats":{"get":{"description":"Returns stats associated with a specific MerQube security","operationId":"secstats","parameters":[{"$ref":"#/components/parameters/secnameParam"},{"$ref":"#/components/parameters/startDateParam"},{"$ref":"#/components/parameters/endDateParam"},{"description":"Metric to compute stats on (default: total_return)","in":"query","name":"metric","required":false,"schema":{"type":"string"}},{"$ref":"#/components/parameters/formatParam"}],"responses":{"200":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/Stats"}}},"description":"200 response"},"403":{"description":"not authorized to see this namespace"},"404":{"description":"index does not exist"}},"summary":"Returns stats associated with a specific MerQube security","tags":["legacy_equity_security"]}},"/security/{type}":{"get":{"description":"get one or more metrics for one or more securities","parameters":[{"$ref":"#/components/parameters/nameParam"},{"$ref":"#/components/parameters/namesParam"},{"description":"single id to pull","in":"query","name":"id","schema":{"type":"string"}},{"$ref":"#/components/parameters/idsParam"},{"description":"comma delimited list of metrics","example":"Level,Portfolio","in":"query","name":"metrics","schema":{"type":"string"}},{"description":"a tiny query language that allows filtering securities by their metric values.\nFor example, 'get all futures contracts with expiry < x and root == Y'.\n\nThis is not a row-level filter.\nThis is intended for 'metadata' like metrics and not for metrics with many values, as the results could be surprising.\nFor example, 'get me prices for this week for all stocks that have ever closed above 1000' will contain this weeks results, and those prices may be < 1000;\n  however, given this filter, those stocks *at one point* closed > 1000.\n\nParenthesis and logicl ors between clauses are not currently supported.\nAn arbitrary number of and clauses is supported, and or within a clause is supported, IE 'root = X or Y'\n\nThe supported value oeprators are '!=', '==', '>=', '<=', '<', '>'\n\nThe first parsed operator in each `^` seperated clause is used as the operator - no additional checking is performed, so something like\n`==<=` will be parsed as \"is equal to `<=`\" which is probably not what you want (and is likely to return an empty result set).\n\nThe supported logical operators are '^' (and, since & conflicts with URL query args) and ',' (or)\n\nWhen the target value is a list (contains ','), the only two valid operators are != and ==. IE you cannot use <=X,Y etc.\n\nWhen the operator is '==' and the value is '*', it means \"the security has this metric defined at least once\" (ie, we don't care about the value, just that the row exists)\n\nExamples -\n\n  futures_contract...&securityfilter=root==BTC,B6 - all contracts with root euql to BTC or B6\n\n  futures_contract...&securityfilter=root==BTC^expiry.merq>=2022-01-01T00:00:00 - all contracts with BTC root expiring in 2022 or later\n\n  futures_root...&securityfilter=cme_limit_scaling_factor!=1.0 - all roots with a special/custom scaling factor such as cents\n\nIt can also replace the names= parameter, e.g.,\n\n   futures_root...&securityfilter=name==A6,B6 - get the roots named either A6 or B6 (returns 2 records)\n","in":"query","name":"securityfilter","schema":{"type":"string"}},{"description":"only return securities in this namespace","example":"mybank","in":"query","name":"namespace","schema":{"type":"string"}},{"$ref":"#/components/parameters/startDateParam"},{"$ref":"#/components/parameters/endDateParam"},{"$ref":"#/components/parameters/formatParam"},{"description":"view the database as_of a certain timestamp; data corrections that were backdated but inserted after this timestamp are ignored","in":"query","name":"as_of","schema":{"description":"should be a date-time as a string; YYYY-mm-dd HH-mm-ss","type":"string"}},{"description":"view only data that was received since this timestamp. Note that because data could be corrected for previous days (eff_ts), this does not necessarily mean that eff_ts >= the since date. This will obtain data that was known about on or after the since date, but that data could be a correction for previous days.","in":"query","name":"since","schema":{"description":"should be a date-time as a string; YYYY-mm-dd HH-mm-ss","type":"string"}},{"description":"only applies when format!=csv. Includes additional information about the raw security api records, such as the provider timestamp and the source of the data. This is an employee only feature.","in":"query","name":"raw","schema":{"type":"boolean"}},{"description":"Shows the full history of records including corrected records (that is, no `max(prov_ts)`)). This is an employee only feature. Also implies raw=true automatically. NOTE, this breaks the typical unique index of `id/eff_ts/metric` because if there were corrections, the metric may have changed multiple times - the new unique index includes `prov_ts` in this case.","in":"query","name":"show_full_history","schema":{"type":"boolean"}},{"description":"turns on debugging information by injecting a debug section at the top level","in":"query","name":"debug","required":false,"schema":{"enum":["true"],"type":"string"}},{"description":"Only return records that have been validated by internal data quality system. Defaults to false","in":"query","name":"validated_only","schema":{"type":"boolean"}}],"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"error_codes":{"$ref":"#/components/schemas/ErrorCodes"},"results":{"items":{"$ref":"#/components/schemas/SecurityMetrics"},"type":"array"}},"type":"object"}},"text/csv":{"example":"ts,index,Level,Portfolio 2021-07-21T00:00:00,XXX,1,[...]"}},"description":"ok"},"403":{"description":"not authorized"}},"summary":"get one or more metrics for one or more securities","tags":["security"]},"parameters":[{"$ref":"#/components/parameters/sectypeParam"}],"post":{"description":"Insert new securities","requestBody":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/NewSecurity"}}},"description":"some of this is a WIP RE initial metrics etc. Making a contract may have fields rem"},"responses":{"200":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/SecurityCreationResponse"}}},"description":"OK"},"400":{"description":"bad request"},"403":{"description":"unauthorized"},"409":{"description":"duplicate, e.g., name already exists"}},"summary":"Insert new securities","tags":["security"]}},"/security/{type}/data":{"post":{"description":"Insert new security metrics","parameters":[{"$ref":"#/components/parameters/sectypeParam"}],"requestBody":{"content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/SecurityMetrics"},"type":"array"}}}},"responses":{"200":{"description":"ok"},"400":{"description":"data in request body is malformed or not of the expected format"},"403":{"description":"not authorized"}},"summary":"Insert new security metrics","tags":["security"]}},"/security/{type}/data/delete":{"post":{"description":"Mark existing security metrics as deleted - not really RESTful, more of an RPC endpoint, that allows the bulk (soft) deletion of records.\nRecords are not hard-deleted; as in \"as_of\" queries are preserved, but they are marked with a sentinel that causes them not to be served with more recent or non-as of queries.\nNote -  if the goal is to insert *a correction* - as in, there *should be a metric for this id/eff_ts, but the current value is wrong*, this method is NOT for that case.\nThat case should be handled by doing a normal insert with a higher prov_ts.\nThis delete is for the case where data should not have existed (or \"was NULL\") for an eff_ts as known by a given prov_ts.\nProv_ts is optional on this method.\nIf prov_ts is supplied, the deletion will take effect if theres no data with a higher prov_ts, but will not take effect if new inserts have a higher prov_ts. This [optional] acceptance of prov_ts is to support replaying data in any order, where data is added at prov_ts1, deleted at at prov_ts2, but then re-added (After the delete) by the provider at prov_ts3 - we want the results to be consistent regardless of what order these are replayed in.\nIf prov_ts is not supplied, it is set to episolon greater than the current max prov_ts, and will take effect until newer data with a higher prov_ts comes in.\nIt is reccomended that prov_ts is supplied unless the goal is absolutely to null out whatever the latest value is.\n","parameters":[{"$ref":"#/components/parameters/sectypeParam"}],"requestBody":{"content":{"application/json":{"schema":{"properties":{"records":{"items":{"$ref":"#/components/schemas/SecurityMetricsDeletion"},"type":"array"}},"required":["records"],"type":"object"}}}},"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"successful_deletions":{"type":"number"}},"type":"object"}}},"description":"ok"},"400":{"description":"data in request body is malformed or not of the expected format"},"403":{"description":"not authorized"}},"summary":"Mark existing security metrics as deprecated","tags":["security"]}},"/security/{type}/metrics":{"get":{"description":"Get the metrics defined for a set of securities, however this only currently supports getting exactly one by name - more to come. That is, this allows you to query the metric definitions of a security by name rather than by id.","parameters":[{"$ref":"#/components/parameters/sectypeParam"},{"$ref":"#/components/parameters/nameParam"}],"responses":{"200":{"content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/MetricsSchema"},"type":"array"}}},"description":"200 response"}},"summary":"Get the metrics defined for a set of securities","tags":["security"]}},"/security/{type}/{secid}":{"delete":{"description":"Delete a security. It can be remade with the same name after - but this destroys all metrics, and as_of and since.","parameters":[{"$ref":"#/components/parameters/sectypeParam"},{"description":"id of the security for which the data is requested","in":"path","name":"secid","required":true,"schema":{"type":"string"}}],"responses":{"200":{"description":"200 response"},"403":{"description":"not authorized"},"404":{"description":"security does not exist"}},"summary":"Delete a security","tags":["security"]}},"/security/{type}/{secid}/metrics":{"get":{"description":"Get the metrics defined for a given security by id","parameters":[{"$ref":"#/components/parameters/sectypeParam"},{"description":"id of the security for which the data is requested","in":"path","name":"secid","required":true,"schema":{"type":"string"}}],"responses":{"200":{"content":{"application/json":{"schema":{"items":{"$ref":"#/components/schemas/MetricsSchema"},"type":"array"}}},"description":"200 response"},"403":{"description":"not authorized"},"404":{"description":"security does not exist"}},"summary":"Get the metrics defined for a givenn security by id","tags":["security"]}},"/security_list":{"get":{"description":"Get all MerQube security_lists.","parameters":[{"$ref":"#/components/parameters/filterParam"},{"$ref":"#/components/parameters/idsParam"},{"$ref":"#/components/parameters/nameParam"},{"$ref":"#/components/parameters/namesParam"},{"$ref":"#/components/parameters/namespaceParam"},{"$ref":"#/components/parameters/fieldsParam"},{"$ref":"#/components/parameters/debugParam"},{"$ref":"#/components/parameters/formatParam"}],"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"error_codes":{"$ref":"#/components/schemas/ErrorCodes"},"results":{"items":{"$ref":"#/components/schemas/SecurityListPatchPutGet"},"type":"array"}},"type":"object"}}},"description":"200 response"}},"summary":"Get all MerQube security_lists.","tags":["security_list"]},"post":{"description":"Create a new MerQube security_list","requestBody":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/SecurityListPost"}}}},"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"id":{"description":"the uuid of this security_list","type":"string"},"status":{"type":"string"}},"type":"object"}}},"description":"OK"},"400":{"description":"illegal request body"},"403":{"description":"not authorized to perform this operation"}},"summary":"Create a new MerQube security_list","tags":["security_list"]}},"/security_list/{uuid}":{"delete":{"description":"Delete a MerQube security_list.","responses":{"200":{"description":"OK"},"403":{"description":"not authorized"},"404":{"description":"security_list does not exist"}},"summary":"Delete a MerQube security_list.","tags":["security_list"]},"get":{"description":"Returns the MerQube security_list with this uuid","responses":{"200":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/SecurityListPatchPutGet"}}},"description":"200 response"},"403":{"description":"not authorized to perform this operation"},"404":{"description":"security_list does not exist"}},"summary":"Returns the MerQube security_list with this uuid","tags":["security_list"]},"parameters":[{"$ref":"#/components/parameters/uuidParam"}],"patch":{"description":"Partialy update a MerQube security_list.","requestBody":{"content":{"application/json":{"schema":{"type":"object"}}},"description":"any fields from an security_list Manifest"},"responses":{"200":{"description":"OK"},"400":{"description":"illegal request body"},"403":{"description":"not authorized"},"404":{"description":"security_list does not exist"}},"summary":"Partially update a MerQube security_list","tags":["security_list"]},"put":{"description":"Replace a MerQube 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portfolio_handler.","parameters":[{"$ref":"#/components/parameters/filterParam"},{"$ref":"#/components/parameters/idsParam"},{"$ref":"#/components/parameters/nameParam"},{"$ref":"#/components/parameters/namesParam"},{"$ref":"#/components/parameters/namespaceParam"},{"$ref":"#/components/parameters/fieldsParam"},{"$ref":"#/components/parameters/debugParam"},{"$ref":"#/components/parameters/formatParam"}],"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"error_codes":{"$ref":"#/components/schemas/ErrorCodes"},"results":{"items":{"$ref":"#/components/schemas/TargetPortfolioHandlerPatchPutGet"},"type":"array"}},"type":"object"}}},"description":"200 response"}},"summary":"Get all MerQube portfolio_handler.","tags":["portfolio_handler"]},"post":{"description":"Create a new MerQube portfolio_handler","requestBody":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/TargetPortfolioHandlerPost"}}}},"responses":{"200":{"content":{"application/json":{"schema":{"properties":{"id":{"description":"the uuid of this portfolio_handler","type":"string"},"status":{"type":"string"}},"type":"object"}}},"description":"OK"},"400":{"description":"illegal request body"},"403":{"description":"not authorized to perform this operation"}},"summary":"Create a new MerQube portfolio_handler","tags":["portfolio_handler"]}},"/target_portfolio_handler/{uuid}":{"delete":{"description":"Delete a MerQube portfolio_handler.","responses":{"200":{"description":"OK"},"403":{"description":"not authorized"},"404":{"description":"portfolio_handler does not exist"}},"summary":"Delete a MerQube portfolio_handler.","tags":["portfolio_handler"]},"get":{"description":"Returns the MerQube portfolio_handler with this uuid","responses":{"200":{"content":{"application/json":{"schema":{"$ref":"#/components/schemas/TargetPortfolioHandlerPatchPutGet"}}},"description":"200 response"},"403":{"description":"not authorized to perform this operation"},"404":{"description":"portfolio_handler does not exist"}},"summary":"Returns the MerQube portfolio_handler with this uuid","tags":["portfolio_handler"]},"parameters":[{"$ref":"#/components/parameters/uuidParam"}],"patch":{"description":"Partialy update a MerQube portfolio_handler.","requestBody":{"content":{"application/json":{"schema":{"type":"object"}}},"description":"any fields from an portfolio_handler Manifest"},"responses":{"200":{"description":"OK"},"400":{"description":"illegal request body"},"403":{"description":"not authorized"},"404":{"description":"portfolio_handler does not exist"}},"summary":"Partially update a MerQube portfolio_handler","tags":["portfolio_handler"]},"put":{"description":"Replace a MerQube 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identifier from an index","parameters":[{"$ref":"#/components/parameters/uuidParam"},{"$ref":"#/components/parameters/providerParam"},{"$ref":"#/components/parameters/identifierNameParam"}],"responses":{"200":{"description":"OK"},"403":{"description":"not authorized"},"404":{"description":"index or identifier does not exist"}},"tags":["index"]}}},"servers":[{"description":"Production server","url":"https://api.merqube.com"},{"description":"Testing server for next generation features","url":"https://api.staging.merqube.com"}],"tags":[{"description":"tickers for various providers","name":"identifier"},{"description":"APIs for MerQube Indices","name":"index"},{"description":"Equity securities (legacy non secapi)","name":"legacy_equity_security"},{"description":"Option Pricing APIs","externalDocs":{"description":"More details at","url":"https://merqube.com/api"},"name":"options"},{"description":"securities","name":"security"},{"description":"lists of securities","name":"security_list"},{"description":"list of portfolio handlers","name":"portfolio_handler"}],"x-internal":true}