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'Protobuf files change'
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Build System committed Oct 2, 2024
1 parent 31b04c7 commit ec6a0c4
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Showing 2 changed files with 16 additions and 4 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -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) = {
Expand All @@ -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;
}
Original file line number Diff line number Diff line change
Expand Up @@ -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;
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