diff --git a/src/systemathics/apis/services/static_data/v1/static_data_set.proto b/src/systemathics/apis/services/static_data/v1/set_static_data.proto similarity index 79% rename from src/systemathics/apis/services/static_data/v1/static_data_set.proto rename to src/systemathics/apis/services/static_data/v1/set_static_data.proto index e357fa9..ee63348 100644 --- a/src/systemathics/apis/services/static_data/v1/static_data_set.proto +++ b/src/systemathics/apis/services/static_data/v1/set_static_data.proto @@ -35,10 +35,10 @@ import "systemathics/apis/services/static_data/v1/static_data.proto"; package systemathics.apis.services.static_data.v1; -// Called to request reference data. -service StaticDataSetService +// Called to set static data. +service SetStaticDataService { - // Gets reference data + // Creates Option Static data from OTC Streaming rpc CreateStaticDataOtcStreaming(StaticDataOtcStreamingRequest) returns (google.protobuf.Empty) { option (google.api.http) = { @@ -47,25 +47,37 @@ service StaticDataSetService } } + +// Static data cration message for OTC Streaming data message StaticDataOtcStreamingRequest { + // [Mandatory] Bloomberg Ticker string ticker = 1; + // [Mandatory] Provider, ussully the bank contributing string provider = 2; + // [Mandatory] Strike of the option double strike = 3; + // [Mandatory] Swaption type (Payer or Receiver) SwaptionType swaption_type = 4; + // [Mandatory] Expiry date or maturity date of the option. google.type.Date expiry = 5; + // [Mandatory] Bloomberg Ticker of the underlying string underlying_ticker = 6; + // [Mandatory] Currency of the option string currency = 7; + // [Optional] Markit Id of the option string markit_id = 8; + // [Optional] FIGI code of the option string figi = 9; + // [Optional] Trading calendar the option string calendar = 10; } diff --git a/src/systemathics/apis/services/static_data/v1/static_data.proto b/src/systemathics/apis/services/static_data/v1/static_data.proto index f482d86..eca909e 100644 --- a/src/systemathics/apis/services/static_data/v1/static_data.proto +++ b/src/systemathics/apis/services/static_data/v1/static_data.proto @@ -894,7 +894,7 @@ message OptionEntry SwaptionType swaption_type = 11; // Mapping: The Markit id string markit_id = 12; - // Mapping: The Financial Instrument Global Identifier (FIGI) is an established global standard of the Object Management Group (www.OMG.org, an international non-profit technology standards consortium founded in 1989) and an identification standard adopted by the American National Committee X9. The FIGI standard is issued and distributed by Bloomberg L.P. as a Registration Authority and Certified Provider under the auspice of OMG. The Financial Instrument Global Identifier (FIGI) is a twelve character, alphanumeric identifier. The first 2 characters are upper-case consonants (including "Y"), the third character is the upper-case "G", characters 4 -11 are any upper-case consonant (including "Y") or integer between 0 and 9, and the last character is a check-digit. + // Mapping: The Financial Instrument Global Identifier (FIGI) is an established global standard of the Object Management Group (www.OMG.org, an international non-profit technology standards consortium founded in 1989) and an identification standard adopted by the American National Committee X9. The FIGI standard is issued and distributed by Bloomberg L.P. as a Registration Authority and Certified Provider under the auspice of OMG. The Financial Instrument Global Identifier (FIGI) is a twelve character, alphanumeric identifier. The first 2 characters are upper-case consonants (including "Y"), the third character is the upper-case "G", characters 4 -11 are any upper-case consonant (including "Y") or integer between 0 and 9, and the last character is a check-digit. string figi = 13; // General information: The calendar code for that instrument. string calendar = 14;