derivitec.core.client.DerivitecClient.get_mkt_data

DerivitecClient.get_mkt_data(contracts, pricing_date=None, mkt_data_date=None, reporting_currency=None, market_data_environment_name=None)[source]

Gets a market data container required for pricing a list of contracts.

Parameters:

  • contracts (list of Contract) – The contracts

  • pricing_date (datetime.datetime) – The pricing date.

  • mkt_data_date (datetime.datetime) – The market date date

  • reporting_currency (str) – The reporting currency

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

derivitec.market_data.types.MktDataContainer

Code

Create a bond future and pull back the market data required to price it.

>>> bond_future = BondFutureByCode(code=bbg("FVM7"))
>>> bond_futures = [bond_future]
>>> market_date = datetime(2017, 5, 31)
>>> market_data_environment_name = "Example Market Data Environment"
>>> mkt_data = client.get_mkt_data(bond_futures, market_date, market_date, "USD", market_data_environment_name)