CF Benchmarks REST API (1.0.0)

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Base URL

Default: https://www.cfbenchmarks.com/api/v1/

Nasdaq Indices: https://nciprod1.cfbenchmarks.com/api/v1/

Authentication

This API requires users to specify an API key. This key can be obtained by contacting CF Benchmarks for a license.

Once given a username and key, you would provide both in the request header with a header field of the form Authorization: Basic <credentials> where credentials is the Base64 encoding of the username and key joined by a single colon ':'.

Responses

Successful

Successful responses have the format:

{
  "serverTime": "2019-08-13T23:30:53.992Z",
  "payload": {}
}

Where payload will contain the result of the API call.

Error

Error responses have the format:

{
  "serverTime": "2019-08-13T23:30:53.992Z",
  "error": "error text here"
}

Explanatory Collateral & Assets

Assets

Get all assets

Authorizations:

basic

query Parameters

dacsId

string

ID of DACS category to filter on

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (AssetDto)

The response data

Array

id	string Asset ID
name	string Asset name
aliasIds	Array of strings or null or null List of other (alias) IDs used to represent this asset

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"id": "BTC",
"name": "Bitcoin",
"aliasIds": ["XBT"
]
}
]
}

Get asset

Authorizations:

basic

path Parameters

id

required

string

The ID of the asset

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (AssetDto)

The response data

id	string Asset ID
name	string Asset name
aliasIds	Array of strings or null or null List of other (alias) IDs used to represent this asset

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"id": "BTC",
"name": "Bitcoin",
"aliasIds": ["XBT"
]
}
}

Get detailed asset

Authorizations:

basic

path Parameters

id

required

string

ID of the asset

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (AssetDetailDto)

The response data

id

string

name

string

aliasIds

Array of strings

object (DacsDto)

id

integer <int32>

startDate

string

Array of objects (DacsHistoryDto)

Array

id	integer <int32>
startDate	string

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"id": "string",
"name": "string",
"aliasIds": ["string"
],
"dacs": {"id": 0,
"startDate": "string",
"history": [{"id": 0,
"startDate": "string"
}
]
}
}
}

DACS

Digital Asset Classification Structure

https://www.cfbenchmarks.com/documentation/products/dacs

Get all DACS categories

Authorizations:

basic

query Parameters

code	string The DACS code to filter on. If passed, only the category with the given code will be returned. Otherwise all categories will.

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (DacsCategory)

The response data

Array

id	integer <int32> The ID of the category
code	string Used to help locate this category within the DACS universe. Child categories will have the same prefix as their parent. E.G parent will have code 10, and child will have code 1010.
name	string Name of the category
colourRgb	string RGB colour value to use for UI rendering
parentId	integer or null <int32> The category's parent ID, if it has one

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"id": 0,
"code": "1010",
"name": "string",
"colourRgb": "#5F7CC6",
"parentId": 0
}
]
}

Get specific DACS category

Authorizations:

basic

path Parameters

id

required

number <int32>

The DACS category ID

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (DacsCategory)

The response data

id	integer <int32> The ID of the category
code	string Used to help locate this category within the DACS universe. Child categories will have the same prefix as their parent. E.G parent will have code 10, and child will have code 1010.
name	string Name of the category
colourRgb	string RGB colour value to use for UI rendering
parentId	integer or null <int32> The category's parent ID, if it has one

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"id": 0,
"code": "1010",
"name": "string",
"colourRgb": "#5F7CC6",
"parentId": 0
}
}

Indices

Get indices summaries

Authorizations:

basic

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (IndexDto)

The response data

Array

id	string ID of the Index
name	string The name of the index
decimals	integer <int32> Number of decimal places in the publish result
base	string base asset ID
quote	string quote asset ID
demiseDateTime	string or null <date-time> Date time when this index will be demised

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"id": "BRR",
"name": "CME CF Bitcoin Reference Rate",
"decimals": 2,
"base": "BTC",
"quote": "USD",
"demiseDateTime": "2019-08-24T14:15:22Z"
}
]
}

Get index summary

Authorizations:

basic

path Parameters

externalId

required

string

ID of the Index

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (IndexDto)

The response data

id	string ID of the Index
name	string The name of the index
decimals	integer <int32> Number of decimal places in the publish result
base	string base asset ID
quote	string quote asset ID
demiseDateTime	string or null <date-time> Date time when this index will be demised

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"id": "BRR",
"name": "CME CF Bitcoin Reference Rate",
"decimals": 2,
"base": "BTC",
"quote": "USD",
"demiseDateTime": "2019-08-24T14:15:22Z"
}
}

Get index detailed

Authorizations:

basic

path Parameters

externalId

required

string

ID of the Index

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (IndexDetailDto)

The response data

id

string

ID of the Index

name

string

The name of the index

decimals

integer <int32>

Number of decimal places in published result

base

string

base asset ID

quote

string

quote asset ID

underlyingAssetsType

string

Enum: "SINGLE_ASSET" "PORTFOLIO"

bloomberg

string or null

ID under which the index is stored in Bloomberg system

refinitiv

string or null

ID under which the index is stored in Refinitiv system

isin

string or null

ISIN

sedol

string or null

SEDOL

inceptionValue

number or null <double>

If this index is a portfolio, then this is its value at inception

publicationFrequency

string or null

Enum: "NOT_APPLICABLE" "DAILY" "BUSINESS_DAYS" "PER_SECOND" "PER_MINUTE" "PER_HOUR" "UNRECOGNIZED"

How often the value of this index is updated

publicationTime

string or null <time>

If the publicationFrequency is DAILY then this field will denote the time of publication

publicationTimeZone

string or null

If the publicationFrequency is DAILY then this field will denote the timezone of publicationTime

object or null (ReferenceRateParameters)

Reference rate specific parameters

windowDuration	string or null ISO8601 formatted duration of the observation window
partitionCount	integer or null <int32> Number of partitions in the observation window

inceptionDateTime

string or null <date-time>

Date time when this index was initially created

launchDateTime

string or null <date-time>

Date time when this index was officially launched publically

demiseDateTime

string or null <date-time>

If this index has been demised, then this field will be present and contain the date and time when it was demised.

exchanges

Array of strings

Constituent exchanges

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"id": "BRR",
"name": "CME CF Bitcoin Reference Rate",
"decimals": 2,
"base": "BTC",
"quote": "USD",
"underlyingAssetsType": "SINGLE_ASSET",
"bloomberg": "string",
"refinitiv": "string",
"isin": "string",
"sedol": "string",
"inceptionValue": 1000,
"publicationFrequency": "DAILY",
"publicationTime": "16:00",
"publicationTimeZone": "Europe/London",
"referenceRateParameters": {"windowDuration": "PT1H30M",
"partitionCount": 10
},
"inceptionDateTime": "2019-08-24T14:15:22Z",
"launchDateTime": "2019-08-24T14:15:22Z",
"demiseDateTime": "2019-08-24T14:15:22Z",
"exchanges": ["coinbase",
"kraken"
]
}
}

Get index status

Whether the index is currently live or not (demised)

Authorizations:

basic

path Parameters

externalId

required

string

ID of the Index

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (IndexStateDto)

The response data

id	string
state	string Enum: "LIVE" "DEMISED"

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"id": "string",
"state": "LIVE"
}
}

Curve

Index curve by maturity

Get recent published Index curves

Requests are rate limited to 10 requests per user per second. Will return the most recent - up to 1 year, curves in ascending order of time. In exceptional circumstances index curves may be delayed or amended after publication. In such cases cases, the curve object may also contain either of the following two fields: amendTime or repeatOfPreviousValue.

Authorizations:

basic

query Parameters

id

required

string

ID of stream

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (Curve)

The response data

Array

object

Published Index Curve

property name*

additional property

string

Published Index Curve

time

integer <int64>

Milliseconds since Unix epoch

amendTime

integer <int64>

If the curve has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will be absent.

repeatOfPreviousValue

boolean

If an error has occurred during calculation such that an index curve could not be calculated for that day, and it has been replaced with the curve from the previous day, this boolean field will exist, and will be true. If no such error has occurred, the field will be absent.

Response samples

200
429

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"tenors": {"SIRB": 0.027,
"1W": 0.029,
"3M": 0.031
},
"time": 0,
"amendTime": 0,
"repeatOfPreviousValue": true
}
]
}

History

Api to fetch historical data going back from inception.

Gets historical data for a particular index, over a fixed period of time

The data will be sorted by time, in ascending order. The time range of the data is defined by the timespan and timestamp parameters. Note that timestamp must be truncated to the timespan granularity. See the timespan parameter description for some working examples. In order to access this data, the user has to be authorized for the index and the STREAM_HISTORICAL_VALUES data stream

Authorizations:

basic

query Parameters

id required	string The id of the index
timespan required	string The fixed period of time to get the data for. Can be (YEAR \| MONTH \| DAY \| HOUR). For indices that are published every second, the allowable periods are (DAY \| HOUR). For indices that are published on a daily / hourly basis, the allowable periods are (YEAR \| MONTH). Note that in order to access historical values for a particular index, the STREAM_HISTORICAL_VALUES permission is required on that index.
timestamp required	string An ISO8601 timestamp to define the start of the period to get the data for. Note that the timestamp must be truncated to the timespan granularity. For example, here are some acceptable (timespan, timestamp) pairs: (YEAR, 2022-01-01T00:00:00.000Z), (YEAR, 2023-01-01T00:00:00.000Z) (MONTH, 2022-01-01T00:00:00.000Z), (MONTH, 2022-02-01T00:00:00.000Z), (MONTH, 2022-12-01T00:00:00.000Z) (DAY, 2022-01-01T00:00:00.000Z), (DAY, 2022-01-05T00:00:00.000Z), (DAY, 2022-03-07T00:00:00.000Z) (HOUR, 2022-01-01T00:00:00.000Z), (HOUR, 2022-01-01T13:00:00.000Z), (HOUR, 2022-03-06T14:00:00.000Z).

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (ResultValue)

The response data

Array

time	integer <int64>
value	string

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"time": 0,
"value": "string"
}
]
}

Info

Get indices

Returns a list of indices accessible by the API token

Authorizations:

basic

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (Info)

The response data

Array

id	string Index ID
decimals	integer <int32> Number of decimal places in the published result

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"id": "BRR",
"decimals": 2
}
]
}

Latest Values

Get latest values

Authorizations:

basic

query Parameters

id

required

string

ID(s) of stream, may contain up to 30 different IDs, separated by commas

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (LatestValues)

The response data

object

Latest value by ID

additional property

object (LatestValue)

Latest value by ID

value	string Most recently published index value
time	integer <int64> Milliseconds since Unix epoch of value
amendTime	integer or null <int64> If the value has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will be absent.
repeatOfPreviousValue	boolean or null If an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day, this boolean field will exist, and will be `true`. If no such error has occurred, the field will be absent.

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"latest_values": {"BRR": {"time": 1599750000000,
"value": "10437.33"
},
"BRTI": {"time": 1599814290000,
"value": "10291.07"
}
}
}
}

Stats

Index stat data

Get stats records

Returns the most recent stat records in ascending order of time.

Authorizations:

basic

query Parameters

id required	string ID of stream
streamtype required	string Stream type, must be one of `volume`, `weight`, `constituentresult`, or `rti`

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of (VolumeStat (object or null)) or (WeightStat (object or null)) or (ConstituentResultStat (object or null)) or (RtiStat (object or null)) or null (AbstractStat)

The response data

Array

Any of

time

integer <int64>

Milliseconds since Unix epoch

amendTime

integer <int64>

If the value has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will be absent.

repeatOfPreviousValue

boolean

If an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day, this boolean field will exist, and will be true. If no such error has occurred, the field will be absent.

value

string

Published index value

volume

string

Total volume during the calculation window

object

Map of exchange name to volumes

additional property

object (ExchangeVolume)

Map of exchange name to volumes

volumePercent

string

Percent of total volume from exchange

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"time": 0,
"amendTime": 0,
"repeatOfPreviousValue": true,
"value": "string",
"volume": "string",
"volumes": {"property1": {"volumePercent": "string"
},
"property2": {"volumePercent": "string"
}
}
}
]
}

Summary

Index Summary data

Get summary data

Authorizations:

basic

query Parameters

id

required

string

Index ID

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (Summary)

The response data

value

string or null

Most recently published index value

time

integer or null <int64>

Milliseconds since Unix epoch of most recent value

Array of objects (BareValue)

Published values and times from the last 24 hours

Array

value	string Published index value
time	integer <int64> Time of value publication in milliseconds since Unix epoch

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"value": "string",
"time": 0,
"last24Hours": [{"value": "string",
"time": 0
}
]
}
}

Get summary data for multiple indices

Authorizations:

basic

query Parameters

ids

required

string

Up to 30 index IDs seperated by commas

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null

The response data

additional property

object or null (Summary)

The response data

value

string or null

Most recently published index value

time

integer or null <int64>

Milliseconds since Unix epoch of most recent value

Array of objects (BareValue)

Published values and times from the last 24 hours

Array

value	string Published index value
time	integer <int64> Time of value publication in milliseconds since Unix epoch

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"property1": {"value": "string",
"time": 0,
"last24Hours": [{"value": "string",
"time": 0
}
]
},
"property2": {"value": "string",
"time": 0,
"last24Hours": [{"value": "string",
"time": 0
}
]
}
}
}

Supplies

Asset supplies

Get the supply history for the given asset

Will return the most recent supplies for the given asset.

Authorizations:

basic

path Parameters

id

required

string

ID of asset

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

object or null (SupplyDto)

The response data

asset

string

Asset ID, e.g. BTC

object

Supplies per supply type

additional property

object (SupplyValuesDto)

Supplies per supply type

Array of objects (SupplyValueDto)

Supply value history

Array

value	string Published Index Value
date	string Date in form YYYY-MM-DD

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": {"asset": "string",
"supplies": {"property1": {"supplies": [{"value": "string",
"date": "string"
}
]
},
"property2": {"supplies": [{"value": "string",
"date": "string"
}
]
}
}
}
}

Values

Index value data

Get recent published Index values

Will return the most recent values in ascending order of time (1 hour for RTIs and 1 year for RRs).

In exceptional circumstances index values may be delayed or amended after publication. In such cases cases, the value object may also contain either of the following two fields: amendTime or repeatOfPreviousValue.

Authorizations:

basic

query Parameters

id

required

string

ID of stream

Responses

Response Schema: application/json

serverTime

string <date-time>

error

string or null

description of error in natural language, absent in case of successful operation

Array of objects or null or null (Value)

The response data

Array

value	string Published Index Value
time	integer <int64> Milliseconds since Unix epoch
amendTime	integer <int64> If the value has been amended after being previously published, this field indicates the time of the amendment in milliseconds since Unix epoch. If no amendment has been made, the field will be absent.
repeatOfPreviousValue	boolean If an error has occurred during calculation such that an index value could not be calculated for that day, and it has been replaced with the value from the previous day, this boolean field will exist, and will be `true`. If no such error has occurred, the field will be absent.

Response samples

200

Content type

application/json

{"serverTime": "2019-08-24T14:15:22Z",
"error": "string",
"payload": [{"value": "string",
"time": 0,
"amendTime": 0,
"repeatOfPreviousValue": true
}
]
}