Data API Integration

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Curveseries Data API

The Curveseries Data API is built to help customers access our data seamlessly to work with internal tools and applications within their organisation.

Note: In order for the API to work, the user needs to be logged in on the Curveseries Desktop.

java api

python api

C# Api

R API

java api

  • 1
    STEP 1:Download this file and unzip to your folders
  • 2
    STEP 2:Import the jar files 'jeromq-0.4.3.jar' and 'csconnect.jar' to your project
  • 3
    STEP 3:Call API in your code in example below
//Start of code
import java.util.Arrays;

import com.curveseries.CSDataAPI;

public class testcs {

    public static void main(String[] args) {
        //getting historical timeseries
        String symbol = "Swap_Nap_FP_2019F.Close";
        String start = "01-Jan-2018";
        String end = "01-Jul-2018";
        String[][] arraylist = CSDataAPI.getCSData(symbol,start,end);
        System.out.println(Arrays.deepToString(arraylist));

         //getting curve of a particular date
         String curve = "Swap_Nap_FP.Close";
        String curve_date = "Latest()";
        String end_date = "02-Dec-2022";
        String[][] arraylistcurve = CSDataAPI.getCSCurve(curve,curve_date,end_date);
        System.out.println(Arrays.deepToString(arraylistcurve));
    }

}
//End of code

python api

#Start of code
import CSDataAPI

equation= "Swap_Nap_FP_2019F.Close"
start_date= "01-Jan-2018"
end_date= "01-Jul-2018"

#getting historical timeseries
result = CSDataAPI.getCSData(equation, start_date, end_date)
print ("Result from getCSData(): ")
for row in result:
     print (row)


#getting curve of a particular date   
curve= "Swap_Nap_FP.Close"
curve_date= "Latest()"
end_date= "01-Dec-2022"

result = CSDataAPI.getCSCurve(curve, curve_date, end_date)
print ("Result from getCSCurve(): ")
for row in result:
     print (row)


//End of code

C# Api

  • 1
    STEP 1: Run the command in NuGet Package Manager in Visual Studio 'Install-Package NetMQ -Version 4.0.1.6'
  • 2
    STEP 2:Download this file and include it in your project reference
  • 3
    STEP 3:Call API in your code in example below
//Start of Code
using CSConnect;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;


namespace testcs
{
  class testcode
    {
      static void Main(string[] args)
      {
       String symbol = "Swap_EBOB_FP_2021F.Close";
       String start = "30-Jan-2020";
       String end = "30-Nov-2020";
       String[,] arraylist = CSConnect.CSDataAPI.getCSData(symbol, start, end);
       int rowLength = arraylist.GetLength(0);
       int colLength = arraylist.GetLength(1);

       for (int i = 0; i < rowLength; i++)
       {
         for (int j = 0; j < colLength; j++)
         Console.Write(string.Format("{0} ", arraylist[i, j]));

         Console.Write(Environment.NewLine);
       }
       Console.ReadLine();
     }
   }
}
//End of code

R API

  • 1
    STEP 1: Install the rzmq package using 'install.packages("rzmq")'
  • 2
    STEP 2:Download this file and include it in your source reference
  • 3
    STEP 3:Call API in your code in example below
#Start of Code
source("CSDataAPI.R")

#Geting series from Curveseries API

equation= "Swap_Nap_FP_2019F.Close"
start_date= "01-Jan-2018"
end_date= "01-Jul-2018"


arr1 = getcsdata(equation,start_date,end_date)
print(arr1)


#Geting curve from Curveseries API
curve= "Swap_Nap_FP.Close"
curve_date= "Latest()"
end_date= "01-Dec-2022"

arr2 = getcscurve(curve,curve_date,end_date)
print(arr2)


#End of code