Time Series

Search Deltas and Corrections

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curl -X POST  
  https://api.xsignals.xpansiv.com/ts
  -d '{
    "corrections": true,
    "delta": true,
    "range": "BETWEEN",
    "startDate": "2022-01-01T00:00:00",
    "endDate": "2022-01-07T23:59:59",
    "formatType": "NCSV",
    "groupName": "groupName"
  }'

The above command returns the dataset in csv format, e.g.:

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Instrument,Market,Order Ref,Original,Side,Date(America/New_York),Balance,Ccy(S),Country(S),Date In(S),Instrument Mkt Name(S),Instrument Name(S),Price,Project ID(S),Project Type(S),Quantity,Time In(S),Type(S),ValueTax,Vintage(S)
INST1,SIP,123,321,BID,2022-01-01T16:00:00,20,USD,,2022.01.01,INST1-SIP,Instrument 1 Emission Offset,1.23,,,20,9:54:01,LIMIT,,
INST2,Voluntary,456,654,ASK,2022-01-01T16:00:00,1000,USD,Asia/China,2022.01.01,INST2-Voluntary,Instrument 2,2.3,ABC,Biogas - Cogeneration,1300,8:10:01,LIMIT,,
INST3,Voluntary,789,987,ASK,2022-01-01T16:00:00,20000,USD,Asia/India,2022.01.01,INST3-Voluntary,Instrument 2,4.5,2026,Energy Industries - renewable/non-renewable sources,500,13:48:17,AON,,

This endpoint returns deltas (latest values) and optionally corrections for a given time period.

HTTP Request

POST https://api.xsignals.xpansiv.com/ts

Body Parameters

Parameter Description
corrections [false / true] - Return all versions of updated values
delta [false / true] - Return new values
range [BETWEEN]
startDate Date from (ISO 8601)
endDate Date to (ISO 8601)
formatType [NCSV / STANDARD]
groupName Name of group to be searched
dateFormat (Optional) - Date format string, defaults to yyyy-MM-dd'T'HH:mm:ss.SSS
onDateTime (Optional) - Date, shows results as it was at the given time (ISO 8601)

Search Time Series Symbols

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curl https://api.xsignals.xpansiv.com/ts/symbol/search?query=<symbol>&sortBy=<sortFields>

<symbol> collection of symbol field names and values separated by & sign, ex.
symbol.Country=USA&symbol.name=test

<sortFields> collection of fields to sort by asc or desc, ex.
symbol.Country=desc&symbol.name=asc

The above command returns JSON structured response, e.g.:

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{
    "from": 0,
    "totalSize": 2,
    "items": [
        {
            "groupName": "group name",
            "symbols": {
                "SYM1": "A1",
                "SYM2": "B1"
            },
            "metadata": ["meta 1", "meta 2"],
            "values": ["val 1", "val 2"]
        },
        ...
    ]
}

This endpoint returns symbols for data stored in timeseries.

HTTP Request

GET https://api.xsignals.xpansiv.com/ts/symbol/search?query=<symbol>

URL Parameters

Parameter Description
symbol Name of the symbol to search.
size The maximum size of returned hits list. Max size is 1000. Default size is 100.
from The index of the first hit. It allows to do paging easily. Default value is 0.

Get Time Series Data by Symbols

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curl -X POST  
  https://api.xsignals.xpansiv.com/ts?size=5
  -d '{
      "startDate": "2017-01-11T10:01:03",
      "endDate": "2017-12-11T10:01:03",
      "stats": "true",
      "timeZone": "America/NewYork",
      "corrections": true,
      "onDateTime": "2018-12-01T10:01:03.999",
      "formatType": "STANDARD",
      "keys": [{
        "columns": ["Open", "Close", "High"],
        "symbols": {
          "SYM1": "A1",
          "SYM2": "B1"
        },
        "groupName": "fileGroupName",
        "timeZone": "America/Chicago"
      }]
    }'

With the "formatType": "STANDARD", which is the default value, the above command returns JSON or CSV determined by the 'Accept' header i.e. -H 'Accept: application/json' or -H 'Accept: text/csv' respectively.

Standard format type:

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{
  "hasNextPage": true,
  "columns": [
    {
        "symbols": {
            "SYM2": "B1",
            "SYM1": "A1"
        },
        "valueName": "Value"
    }
  ],
  "values": [
    {
        "time": "2018-01-01T12:00:00",
        "values": [
            14.1
        ]
    }, ....
  ],
  "stats": [
    {
        "name": "count",
        "values": [
            20.0
        ]
    }, ....
  ]
}

CSV format(by header):

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time,"[B1, A1]|High","[B1, A1]|Close","[B1, A1]|Open"
1501218000000,73.11,72.11,71.11
1503896400000,83.11,82.11,81.11
1506574800000,93.11,92.11,91.11
...

This endpoint retrieves timeseries data for specific symbols in the provided time range. If the symbols does not exist, column is not displayed.

HTTP Request

POST https://api.xsignals.xpansiv.com/ts?size=<size>

URL Parameters

Parameter Description
size Number of rows per page. Max size is 10 000. Default size is 10 000.

Request Body

  • startDate - date from (ISO 8601)
  • endDate - date to (ISO 8601)
  • stats - [true / false] statistics
  • timeZone - time zone offset (default value is UTC, must be valid)
  • corrections - false / true
  • onDateTime - show results as it was at the given time (ISO 8601)
  • keys - symbols to get from timeseries
    • symbols - map of name value
    • groupName - group name
    • columns - list of column names, if the columns value is missing, API takes all columns
    • timeZone - timezone name for the symbol
  • formatType - type of format returned by timeseries(optional, default STANDARD) available types: STANDARD, PANDAS, or NCSV
  • metadata - [false / true] includes symbol's metadata into response
  • metadataType - [false / true] includes metadata types into response