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MarketOptions.md

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MarketOptions

The set of options that control miscellaneous and default market resolution behaviour. These are aimed at a 'crude' level of control for those who do not wish to fine tune the way that data is resolved. For clients who wish to simply match instruments to prices this is quite possibly sufficient. For those wishing to control market data sources according to requirements based on accuracy or timeliness it is not. In more advanced cases the options should largely be ignored and rules specified per source. Be aware that where no specified rule matches the final fallback is on to the logic implied here.

Properties

Name Type Description Notes
defaultSupplier String The default supplier of data. This controls which 'dialect' is used to find particular market data. e.g. one supplier might address data by RIC, another by PermId [optional]
defaultInstrumentCodeType String When instrument quotes are searched for, what identifier should be used by default [optional]
defaultScope String For default rules, which scope should data be searched for in
attemptToInferMissingFx Boolean if true will calculate a missing Fx pair (e.g. THBJPY) from the inverse JPYTHB or from standardised pairs against USD, e.g. THBUSD and JPYUSD [optional]
calendarScope String The scope in which holiday calendars stored [optional]
conventionScope String The scope in which conventions stored [optional]

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