Markets Data API Reference

Transcription

1 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 1 Markets Data API Reference API: REST v1.5, SOAP v2.3 Document: v19 Status: For Release

2 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 2 Contents Introduction... 6 Versioning & Release... 6 Locations... 7 Parameters... 7 Response... 8 XML Schema... 8 Soap Envelope XML Schema Soap Encoding XML Schema SDMX Common XML Schema SDMX Message XML Schema SDMX Generic XML Schema SDMX Query XML Schema SDMX Cross XML Schema SDMX Compact XML Schema SDMX Structure XML Schema SDXML Securities Lending XML Schema SDXML Securities Lending Totals XML Schema SDXML TOMO XML Schema SDXML FX Rates XML Schema SDXML CPFF Rates XML Schema SDXML TSLF Rates XML Schema SDXML OBFR EFFR SDXML Structure SDXML OBFR EFFR XML Schema SDXML OBFR EFFR Common XML Schema CSV and Excel Formats Authentication Method List Primary Dealer Methods SOMA Methods... 85

3 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 3 SOMA MBS Methods SOMA Non MBS Methods POMO Methods TOMO Methods Securities Lending Methods FX Rates Methods CPFF Methods TSLF Methods EFFR Methods OBFR Methods Conventions Terminology Data Types RSS Feeds Reference Primary Dealer Methods pd/get/menu.[format] pd/list/seriesbreaks.[format] pd/list/timeseries.[format] pd/get/[seriesbreak]/asof/[date].[format] pd/get/[seriesbreak]/series/[timeseries].[format] pd/get /all/timeseries.[format].zip SOMA Methods soma/summary.[format] SOMA MBS Methods soma/mbs/list/release.[format] soma/mbs/list/asof.[format] soma/mbs/get/release_log.[format] soma/mbs/get/release/[date].[format] soma/mbs/get/asof/[date].[format] soma/mbs/get/cusip/[cusip].[format] soma/mbs/get/quarterly.[format]... 96

4 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 4 SOMA Non MBS Methods soma/non mbs/list/release.[format] soma/non mbs/list/asof.[format] soma/non mbs/get/release_log.[format] soma/non mbs/get/[ SECURITYTYPE]/release/[DATE].[FORMAT] soma/non mbs/get/[securitytype]/asof/[date].[format] soma/non mbs/get/cusip/[cusip].[format] soma/non mbs/get/monthly.[format] POMO Methods pomo/[operation]/[recordtype]/[reporttype]/latest.[format] pomo/[operation]/results/[reporttype]/lasttwoweeks.[format] pomo/[operation]/results/[reporttype]/search.[format] pomo/[operation]/results/[reporttype]/last/[lastamount].[format] TOMO Methods gettomo gettomoupdates getlastntomo Securities Lending Methods getsecuritieslending getlastnsecuritieslending getsecuritieslendingupdates TSLF Methods gettslf getlastntslf gettslfupdates gettslfonedate CPFF Methods getcpff getlastncpff getcpffonedate FX Rates Methods getalllatestnoonrates

5 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 5 getlatestnoonrate getnoonrates getallnoonrates EFFR Methods retrieve retrievelastn OBFR Methods retrieve retrievelastn

6 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 6 Introduction The Markets Data API provides an API for external users and applications to request data from the Federal Reserve Bank of New York about the System Open Market Account Holdings, Primary Dealer, Temporay Open Market Operations(TOMO) and Securities Lending data. The API is architected using either a SOAP interface or a RESTful interface, with structured semantic URLs. As these APIs are intended to be consumed by a variety of systems, the data they return is in multiple formats. Versioning & Release Rest. The Market Operations API will be versioned with a numeric version number consisting of 3 (three) integers representing the major, minor and release number in the form of Major.Minor.Release, for example or Each change of the numbers will be in increments of 1 (one), with the lesser significant numbers resetting to 0 (zero) at changes in Major and Minor numbers. Details on the significance and meaning of changes in each number are detailed below. Soap: The Market Autorates Operations API will be versioned with a numeric version number in the url. The first number is major.. the second is minor. Here is an example. The 3 is the major release number and the 0 is a minor release number. Changes in Release numbers Will maintain backward compatibility Should consist of bug fixes to be consistent with the published specification Will not contain additions or changes to the API Will not necessarily coincide with a new API specification Changes in Minor numbers Will maintain backward compatibility May include bug fixes May include additions or changes to the API such as additional functionality, parameters or fields data while maintaining backward compatibility Will be released with a new API specification Changes in Major numbers

7 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 7 Does not maintain backward compatibility May include bug fixes Will include additions or changes to the API such as additional or changes to functionality, parameters or fields data that will not maintain backward compatibility Will be released with a new API specification Locations Rest: The APIs are available via HTTP. The base URL of the API is: For example to call soma/mbs/list/release use: For example to call pd/rss/release.xml use: Soap: TOMO Securities Lending TSLF CPFF FX Rates Parameters Rest: Each method of the API may be offered in multiple formats according to its specification. The format is specified via a file extension on the method s URL and is Parameters to the API are sent via query string parameters in the standardized form: Each parameter is sent in a name value pair The name and value should be separated by an equals (=) sign and may be omitted if the value is blank. The set of name value pairs should be separated by an ampersand (&)

8 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 8 In some cases the API may specify required parameters to the method as part of the path. In these cases, you may replace the placeholder with the respective value in as noted. For example, in the case of: soma/mbs/get/release/[date].[format] A sample request may be: soma/mbs/get/release/ xml Further details of parameters may be required or optional according to the method s specification in this document. Soap: Each method of the api uses SOAP for both the request and response. Parameters to the API are sent using standard xml. As with any qualified xml the namespaces of the operation you are calling must be used for each request. Further details of parameters that may be required or optional according to the method s specification in this document. Response Rest: The standard HTTP response codes will be used to handle high level error conditions from the API. A 200 response will be the normal case. If the requested item is not found, a 404 respond will be returned. Soap: A client can either get the SOAP response intended or a SOAP fault if there is an error. A typical SOAP response will be a String. The String will contain a complete XML document detailing the result. XML Schema Rest: The following is the current XML schema for the XML formatted response.

9 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 9 <?xml version="1.0" encoding="utf-8"?> <xs:schema xmlns:xs=" <xs:element name="markets" type="marketstype"></xs:element> <xs:complextype name="marketstype"> <xs:all> <xs:element name="soma" type="somatype" maxoccurs="1" minoccurs="0"></xs:element> <xs:element name="pd" type="pdtype" maxoccurs="1" minoccurs="0"></xs:element> <xs:element name="error" type="errortype" maxoccurs="1" minoccurs="0"></xs:element> </xs:all> <xs:complextype name="errortype"> <xs:all> <xs:element name="code" type="xs:integer" maxoccurs="1" minoccurs="1"></xs:element> <xs:element name="message" type="xs:string" maxoccurs="1" minoccurs="1"></xs:element> </xs:all> <xs:complextype name="somatype"> <xs:element name="nonmbs" type="nonmbstype" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="mbs" type="mbstype" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="summary" type="summarytype" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:complextype name="pdtype"> <xs:element name="asofdate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="releasedate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="asofdates" type="asofdatesdetails" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="timeseries" type="timeseriesdetails" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="seriesbreaks" type="seriesbreaksdetails" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="asofdate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="seriesbreak" type="xs:string" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="asofdatedata" type="asofdatelist" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:element name="timeseriesdata" type="timeserieslist"

10 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 10 minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="pddata"> <xs:all> <xs:element name="asofdate" type="xs:date"></xs:element> <xs:element name="timeseries" type="xs:string"></xs:element> <xs:element name="value" type="xs:decimal"></xs:element> </xs:all> <xs:complextype name="asofdetail"> <xs:all> <xs:element name="asofdate" type="xs:date"></xs:element> <xs:element name="seriesbreak" type="xs:string"></xs:element> </xs:all> <xs:complextype name="timeseriesdetail"> <xs:all> <xs:element name="timeseries" type="xs:string"></xs:element> <xs:element name="seriesbreak" type="xs:string"></xs:element> <xs:element name="description" type="xs:string"></xs:element> </xs:all> <xs:complextype name="seriesbreakdetail"> <xs:all> <xs:element name="label" type="xs:string"></xs:element> <xs:element name="seriesbreak" type="xs:string"></xs:element> <xs:element name="startdate" type="xs:date"></xs:element> <xs:element name="enddate" type="xs:date"></xs:element> </xs:all> <xs:complextype name="asofdatelist"> <xs:element name="data" type="pddata" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="timeserieslist"> <xs:element name="data" type="pddata" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="asofdatesdetails">

11 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 11 <xs:element name="data" type="asofdatedetail" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="timeseriesdetails"> <xs:element name="data" type="timeseriesdetail" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="seriesbreaksdetails"> <xs:element name="data" type="seriesbreakdetail" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="nonmbstype"> <xs:element name="releasedate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="asofdate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="holding" type="nonmbsholdingtype" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="mbstype"> <xs:element name="releasedate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="asofdate" type="xs:date" maxoccurs="unbounded" minoccurs="0"></xs:element> <xs:element name="holding" type="mbsholdingtype" minoccurs="0" maxoccurs="unbounded"></xs:element> <xs:complextype name="nonmbsholdingtype"> <xs:all> <xs:element name="asofdate" type="xs:date"></xs:element> <xs:element name="maturitydate" type="xs:date"></xs:element> <xs:element name="cusip" type="xs:string"></xs:element> <xs:element name="issuer" type="xs:string"></xs:element> <xs:element name="coupon" type="xs:decimal"></xs:element> <xs:element name="spread" type="xs:decimal"></xs:element> <xs:element name="parvalue" type="xs:decimal"></xs:element>

12 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 12 <xs:element name="inflationcompensation" type="xs:decimal"></xs:element> <xs:element name="percentoutstanding" type="xs:decimal"></xs:element> <xs:element name="changefrompriorweek" type="xs:decimal"></xs:element> <xs:element name="changefromprioryear" type="xs:decimal"></xs:element> <xs:element name="securitytype" type="xs:string"></xs:element> </xs:all> <xs:complextype name="mbsholdingtype"> <xs:all> <xs:element name="asofdate" type="xs:date"></xs:element> <xs:element name="cusip" type="xs:string"></xs:element> <xs:element name="securitydescription" type="xs:string"></xs:element> <xs:element name="term" type="xs:string"></xs:element> <xs:element name="currentfacevalue" type="xs:decimal"></xs:element> </xs:all> <xs:complextype name="summarytype"> <xs:all> <xs:element name="asofdate" type="xs:date"></xs:element> <xs:element name="total" type="xs:decimal"></xs:element> <xs:element name="mbs" type="xs:decimal"></xs:element> <xs:element name="tips" type="xs:decimal"></xs:element> <xs:element name="notesbonds" type="xs:decimal"></xs:element> <xs:element name="bills" type="xs:decimal"></xs:element> <xs:element name="agencies" type="xs:decimal"></xs:element> </xs:all> <xs:element name="commentstype"> <xs:element name="comment" type="xs:string" maxoccurs="unbounded" minoccurs="0"></xs:element> </xs:element> </xs:schema> Soap:

13 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 13 Soap Envelope XML Schema <?xml version='1.0' encoding='utf-8'?> <!-- Schema for the SOAP/1.1 envelope Portions 2001 DevelopMentor W3C (Massachusetts Institute of Technology, Institut National de Recherche en Informatique et en Automatique, Keio University). All Rights Reserved. This document is governed by the W3C Software License [1] as described in the FAQ [2]. [1] [2] By obtaining, using and/or copying this work, you (the licensee) agree that you have read, understood, and will comply with the following terms and conditions: Permission to use, copy, modify, and distribute this software and its documentation, with or without modification, for any purpose and without fee or royalty is hereby granted, provided that you include the following on ALL copies of the software and documentation or portions thereof, including modifications, that you make: 1. The full text of this NOTICE in a location viewable to users of the redistributed or derivative work. 2. Any preexisting intellectual property disclaimers, notices, or terms and conditions. If none exist, a short notice of the following form (hypertext is preferred, text is permitted) should be used within the body of any redistributed or derivative code: "Copyright 2001 World Wide Web Consortium, (Massachusetts Institute of Technology, Institut National de Recherche en Informatique et en Automatique, Keio University). All Rights Reserved Notice of any changes or modifications to the W3C files, including the date changes were made. (We recommend you provide URIs to the location from which the code is derived.) Original W3C files; Changes made: - reverted namespace to - reverted mustunderstand to only allow 0 and 1 as lexical values - made encodingstyle a global attribute removed default value from mustunderstand attribute declaration THIS SOFTWARE AND DOCUMENTATION IS PROVIDED "AS IS," AND COPYRIGHT HOLDERS MAKE NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO, WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY PARTICULAR PURPOSE OR THAT THE USE OF THE SOFTWARE OR DOCUMENTATION WILL NOT INFRINGE ANY THIRD PARTY PATENTS, COPYRIGHTS, TRADEMARKS OR OTHER RIGHTS. COPYRIGHT HOLDERS WILL NOT BE LIABLE FOR ANY DIRECT, INDIRECT, SPECIAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF ANY USE OF THE SOFTWARE OR DOCUMENTATION. The name and trademarks of copyright holders may NOT be used in advertising or publicity pertaining to the software without specific, written prior permission. Title to copyright in this software and any associated documentation will at all times remain with copyright holders. --> <xs:schema xmlns:xs=" xmlns:tns=" targetnamespace=" > <!-- Envelope, header and body --> <xs:element name="envelope" type="tns:envelope" /> <xs:complextype name="envelope" > <xs:element ref="tns:header" minoccurs="0" /> <xs:element ref="tns:body" minoccurs="1" /> <xs:any namespace="##other" minoccurs="0" maxoccurs="unbounded" processcontents="lax" /> <xs:anyattribute namespace="##other" processcontents="lax" /> <xs:element name="header" type="tns:header" /> <xs:complextype name="header" > <xs:any namespace="##other" minoccurs="0" maxoccurs="unbounded" processcontents="lax" /> <xs:anyattribute namespace="##other" processcontents="lax" /> <xs:element name="body" type="tns:body" /> <xs:complextype name="body" > <xs:any namespace="##any" minoccurs="0" maxoccurs="unbounded" processcontents="lax" /> <xs:anyattribute namespace="##any" processcontents="lax" > <xs:documentation> Prose in the spec does not specify that attributes are allowed on the Body element </xs:documentation>

14 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 14 </xs:anyattribute> <!-- Global Attributes. The following attributes are intended to be usable via qualified attribute names on any complex type referencing them. --> <xs:attribute name="mustunderstand" > <xs:simpletype> <xs:restriction base='xs:boolean'> <xs:pattern value='0 1' /> </xs:attribute> <xs:attribute name="actor" type="xs:anyuri" /> <xs:simpletype name="encodingstyle" > <xs:documentation> 'encodingstyle' indicates any canonicalization conventions followed in the contents of the containing element. For example, the value ' indicates the pattern described in SOAP specification </xs:documentation> <xs:list itemtype="xs:anyuri" /> <xs:attribute name="encodingstyle" type="tns:encodingstyle" /> <xs:attributegroup name="encodingstyle" > <xs:attribute ref="tns:encodingstyle" /> </xs:attributegroup> <xs:element name="fault" type="tns:fault" /> <xs:complextype name="fault" final="extension" > reporting structure <xs:documentation> </xs:documentation> Fault <xs:element name="faultcode" type="xs:qname" /> <xs:element name="faultstring" type="xs:string" /> name="faultactor" type="xs:anyuri" minoccurs="0" /> <xs:element <xs:element name="detail" type="tns:detail" minoccurs="0" /> <xs:complextype name="detail"> <xs:any namespace="##any" minoccurs="0" maxoccurs="unbounded" processcontents="lax" /> <xs:anyattribute namespace="##any" processcontents="lax" /> </xs:schema>

15 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 15 Soap Encoding XML Schema <?xml version='1.0' encoding='utf-8'?> <!-- Schema for the SOAP/1.1 encoding Portions 2001 DevelopMentor W3C (Massachusetts Institute of Technology, Institut National de Recherche en Informatique et en Automatique, Keio University). All Rights Reserved. This document is governed by the W3C Software License [1] as described in the FAQ [2]. [1] [2] By obtaining, using and/or copying this work, you (the licensee) agree that you have read, understood, and will comply with the following terms and conditions: Permission to use, copy, modify, and distribute this software and its documentation, with or without modification, for any purpose and without fee or royalty is hereby granted, provided that you include the following on ALL copies of the software and documentation or portions thereof, including modifications, that you make: 1. The full text of this NOTICE in a location viewable to users of the redistributed or derivative work. 2. Any preexisting intellectual property disclaimers, notices, or terms and conditions. If none exist, a short notice of the following form (hypertext is preferred, text is permitted) should be used within the body of any redistributed or derivative code: "Copyright 2001 World Wide Web Consortium, (Massachusetts Institute of Technology, Institut National de Recherche en Informatique et en Automatique, Keio University). All Rights Reserved Notice of any changes or modifications to the W3C files, including the date changes were made. (We recommend you provide URIs to the location from which the code is derived.) Original W3C files; Changes made: - reverted namespace to - reverted root to only allow 0 and 1 as lexical values - removed default value from root attribute declaration THIS SOFTWARE AND DOCUMENTATION IS PROVIDED "AS IS," AND COPYRIGHT HOLDERS MAKE NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO, WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY PARTICULAR PURPOSE OR THAT THE USE OF THE SOFTWARE OR DOCUMENTATION WILL NOT INFRINGE ANY THIRD PARTY PATENTS, COPYRIGHTS, TRADEMARKS OR OTHER RIGHTS. COPYRIGHT HOLDERS WILL NOT BE LIABLE FOR ANY DIRECT, INDIRECT, SPECIAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF ANY USE OF THE SOFTWARE OR DOCUMENTATION. The name and trademarks of copyright holders may NOT be used in advertising or publicity pertaining to the software without specific, written prior permission. Title to copyright in this software and any associated documentation will at all times remain with copyright holders. --> <xs:schema xmlns:xs=" xmlns:tns=" targetnamespace=" > <xs:attribute name="root" > <xs:documentation> 'root' can be used to distinguish serialization roots from other elements that are present in a serialization but are not roots of a serialized value graph </xs:documentation> <xs:simpletype> <xs:restriction base='xs:boolean'> <xs:pattern value='0 1' /> </xs:attribute> <xs:attributegroup name="commonattributes" > <xs:documentation> Attributes common to all elements that function as accessors or represent independent (multi-ref) values. The href attribute is intended to be used in a manner like CONREF. That is, the element content should be empty iff the href attribute appears </xs:documentation> <xs:attribute name="id" type="xs:id" /> <xs:attribute name="href" type="xs:anyuri" /> <xs:anyattribute namespace="##other" processcontents="lax" /> </xs:attributegroup> <!-- Global Attributes. The following attributes are intended to be usable via qualified attribute names on any complex type referencing them. --> <!-- Array attributes. Needed to give the type

16 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 16 and dimensions of an array's contents, and the offset for partiallytransmitted arrays. --> <xs:simpletype name="arraycoordinate" > <xs:restriction base="xs:string" /> <xs:attribute name="arraytype" type="xs:string" /> <xs:attribute name="offset" type="tns:arraycoordinate" /> <xs:attributegroup name="arrayattributes" > <xs:attribute ref="tns:arraytype" /> <xs:attribute ref="tns:offset" /> </xs:attributegroup> <xs:attribute name="position" type="tns:arraycoordinate" /> <xs:attributegroup name="arraymemberattributes" > <xs:attribute ref="tns:position" /> </xs:attributegroup> <xs:group name="array" > <xs:any namespace="##any" minoccurs="0" maxoccurs="unbounded" processcontents="lax" /> </xs:group> <xs:element name="array" type="tns:array" /> <xs:complextype name="array" > <xs:documentation> 'Array' is a complex type for accessors identified by position </xs:documentation> <xs:group ref="tns:array" minoccurs="0" /> <xs:attributegroup ref="tns:arrayattributes" /> ref="tns:commonattributes" /> <xs:attributegroup <!-- 'Struct' is a complex type for accessors identified by name. Constraint: No element may be have the same name as any other, nor may any element have a maxoccurs > 1. --> <xs:element name="struct" type="tns:struct" /> <xs:group name="struct" > <xs:any namespace="##any" minoccurs="0" maxoccurs="unbounded" processcontents="lax" /> </xs:group> <xs:complextype name="struct" > <xs:group ref="tns:struct" minoccurs="0" /> <xs:attributegroup ref="tns:commonattributes"/> base64 encoding <!-- 'Base64' can be used to serialize binary data using as defined in RFC2045 but without the MIME line length limitation. --> <xs:simpletype name="base64" > <xs:restriction base="xs:base64binary" /> <!-- Element declarations corresponding to each of the simple types in the XML Schemas Specification. --> <xs:element name="duration" type="tns:duration" /> <xs:complextype name="duration" > <xs:simplecontent> <xs:extension base="xs:duration" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="datetime" type="tns:datetime" /> <xs:complextype name="datetime" > <xs:simplecontent> <xs:extension base="xs:datetime" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="notation" type="tns:notation" /> <xs:complextype name="notation" > <xs:simplecontent> <xs:extension base="xs:qname" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="time" type="tns:time" /> <xs:complextype name="time" > <xs:simplecontent> <xs:extension base="xs:time" > ref="tns:commonattributes" /> <xs:attributegroup </xs:extension> </xs:simplecontent> <xs:element name="date" type="tns:date" /> <xs:complextype name="date" > <xs:simplecontent> <xs:extension base="xs:date" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="gyearmonth" type="tns:gyearmonth" /> <xs:complextype name="gyearmonth" > <xs:simplecontent> <xs:extension base="xs:gyearmonth" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> type="tns:gyear" /> <xs:element name="gyear" <xs:complextype name="gyear" > <xs:simplecontent> <xs:extension base="xs:gyear" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="gmonthday" type="tns:gmonthday" /> <xs:complextype name="gmonthday" > <xs:simplecontent> <xs:extension base="xs:gmonthday" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="gday" type="tns:gday" /> <xs:complextype name="gday" > <xs:simplecontent> <xs:extension base="xs:gday" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="gmonth"

17 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 17 type="tns:gmonth" /> <xs:complextype name="gmonth" > <xs:simplecontent> <xs:extension base="xs:gmonth" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="boolean" type="tns:boolean" /> <xs:complextype name="boolean" > <xs:simplecontent> <xs:extension base="xs:boolean" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="base64binary" type="tns:base64binary" /> <xs:complextype name="base64binary" > <xs:simplecontent> <xs:extension base="xs:base64binary" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="hexbinary" type="tns:hexbinary" /> <xs:complextype name="hexbinary" > <xs:simplecontent> <xs:extension base="xs:hexbinary" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="float" type="tns:float" /> <xs:complextype name="float" > <xs:simplecontent> <xs:extension base="xs:float" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="double" type="tns:double" /> <xs:complextype name="double" > <xs:simplecontent> <xs:extension base="xs:double" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="anyuri" type="tns:anyuri" /> <xs:complextype name="anyuri" > <xs:simplecontent> <xs:extension base="xs:anyuri" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="qname" type="tns:qname" /> <xs:complextype name="qname" > <xs:simplecontent> <xs:extension base="xs:qname" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="string" type="tns:string" /> <xs:complextype name="string" > <xs:simplecontent> <xs:extension base="xs:string" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="normalizedstring" type="tns:normalizedstring" /> <xs:complextype name="normalizedstring" > <xs:simplecontent> <xs:extension base="xs:normalizedstring" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="token" type="tns:token" /> <xs:complextype name="token" > <xs:simplecontent> <xs:extension base="xs:token" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="language" type="tns:language" /> <xs:complextype name="language" > <xs:simplecontent> <xs:extension base="xs:language" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="name" type="tns:name" /> <xs:complextype name="name" > <xs:simplecontent> <xs:extension base="xs:name" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="nmtoken" type="tns:nmtoken" /> <xs:complextype name="nmtoken" > <xs:simplecontent> <xs:extension base="xs:nmtoken" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="ncname" type="tns:ncname" /> <xs:complextype name="ncname" > <xs:simplecontent> <xs:extension base="xs:ncname" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="nmtokens" type="tns:nmtokens" /> <xs:complextype name="nmtokens" > <xs:simplecontent> <xs:extension base="xs:nmtokens" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="id" type="tns:id" /> <xs:complextype name="id" > <xs:simplecontent> <xs:extension base="xs:id" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="idref"

18 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 18 type="tns:idref" /> <xs:complextype name="idref" > <xs:simplecontent> <xs:extension base="xs:idref" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="entity" type="tns:entity" /> <xs:complextype name="entity" > <xs:simplecontent> <xs:extension base="xs:entity" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="idrefs" type="tns:idrefs" /> <xs:complextype name="idrefs" > <xs:simplecontent> <xs:extension base="xs:idrefs" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="entities" type="tns:entities" /> <xs:complextype name="entities" > <xs:simplecontent> <xs:extension base="xs:entities" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="decimal" type="tns:decimal" /> <xs:complextype name="decimal" > <xs:simplecontent> <xs:extension base="xs:decimal" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="integer" type="tns:integer" /> <xs:complextype name="integer" > <xs:simplecontent> <xs:extension base="xs:integer" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="nonpositiveinteger" type="tns:nonpositiveinteger" /> <xs:complextype name="nonpositiveinteger" > <xs:simplecontent> <xs:extension base="xs:nonpositiveinteger" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="negativeinteger" type="tns:negativeinteger" /> <xs:complextype name="negativeinteger" > <xs:simplecontent> <xs:extension base="xs:negativeinteger" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="long" type="tns:long" /> <xs:complextype name="long" > <xs:simplecontent> <xs:extension base="xs:long" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="int" type="tns:int" /> <xs:complextype name="int" > <xs:simplecontent> <xs:extension base="xs:int" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="short" type="tns:short" /> <xs:complextype name="short" > <xs:simplecontent> <xs:extension base="xs:short" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="byte" type="tns:byte" /> <xs:complextype name="byte" > <xs:simplecontent> <xs:extension base="xs:byte" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="nonnegativeinteger" type="tns:nonnegativeinteger" /> <xs:complextype name="nonnegativeinteger" > <xs:simplecontent> <xs:extension base="xs:nonnegativeinteger" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="unsignedlong" type="tns:unsignedlong" /> <xs:complextype name="unsignedlong" > <xs:simplecontent> <xs:extension base="xs:unsignedlong" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="unsignedint" type="tns:unsignedint" /> <xs:complextype name="unsignedint" > <xs:simplecontent> <xs:extension base="xs:unsignedint" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="unsignedshort" type="tns:unsignedshort" /> <xs:complextype name="unsignedshort" > <xs:simplecontent> <xs:extension base="xs:unsignedshort" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="unsignedbyte" type="tns:unsignedbyte" /> <xs:complextype name="unsignedbyte" >

19 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 19 <xs:simplecontent> <xs:extension base="xs:unsignedbyte" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="positiveinteger" type="tns:positiveinteger" /> <xs:complextype name="positiveinteger" > <xs:simplecontent> <xs:extension base="xs:positiveinteger" > <xs:attributegroup ref="tns:commonattributes" /> </xs:extension> </xs:simplecontent> <xs:element name="anytype" /> </xs:schema>

20 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 20 SDMX Common XML Schema <?xml version="1.0" encoding="utf 8"?> <! Copyright SDMX > <xs:schema targetnamespace=" elementformdefault="qualified" xmlns=" xmlns:xs=" <! Note: The following import statement sometimes causes problems with IE 6.* If you have this problem, comment it out. > <xs:import namespace=" schemalocation="xml.xsd"/> <xs:complextype name="texttype"> <xs:documentation>texttype provides for a set of language specific alternates to be provided for any humanreadable construct in the instance.</xs:documentation> <xs:simplecontent> <xs:extension base="xs:string"> <xs:attribute ref="xml:lang" default="en"/> </xs:extension> </xs:simplecontent> <xs:complextype name="annotationtype"> <xs:documentation>annotationtype provides for non documentation notes and annotations to be embedded in data and structure messages. It provides optional fields for providing a title, a type description, a URI, and the text of the annotation.</xs:documentation> <xs:element name="annotationtitle" type="xs:string" minoccurs="0"> <xs:documentation>annotationtitle provides a title for the annotation.</xs:documentation> </xs:element> <xs:element name="annotationtype" type="xs:string" minoccurs="0"> <xs:documentation>annotationtype is used to distinguish between annotations designed to support various uses. The types are not enumerated, as these can be specified by the user or creator of the annotations. The definitions and use of annotation types should be documented by their creator.</xs:documentation> </xs:element> <xs:element name="annotationurl" type="xs:anyuri" minoccurs="0"> <xs:documentation>this is a URI typically a URL which points to an external resource which may contain or supplement the annotation. If a specific behavior is desired, an annotation type should be defined which specifies the use of this field more exactly.</xs:documentation> </xs:element> <xs:element name="annotationtext" type="texttype" minoccurs="0" maxoccurs="unbounded"><! Put back to TextType when you debug! > <xs:documentation>this is a language specific string which holds the text oif the annotation.</xs:documentation> </xs:element> <xs:complextype name="annotationstype"> <xs:documentation>annotationstype provides for a list of annotations to be attached to data and structure messages.</xs:documentation>

21 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 21 <xs:element name="annotation" type="annotationtype" maxoccurs="unbounded"/> <xs:simpletype name="timeperiodtype"> <xs:documentation>time_period is not completely expressable in XML Schema's date type: instead we use the union of datetime, date, gyearmonth, and gyear. The default name for the concept is TIME_PERIOD. Semi annual and quarterly periods would be described in terms of their beginning month, weekly periods in terms of their Monday: e.g. the second quarter of 2002 as , since it starts with April.</xs:documentation> <xs:union membertypes="xs:datetime xs:date xs:gyearmonth xs:gyear"/> <xs:simpletype name="actiontype"> <xs:documentation>actiontype provides a list of actions, describing the intention of the data transmission from the sender's side. Each action applies to the entire dataset for which it is given.</xs:documentation> <xs:restriction base="xs:nmtoken"> <xs:enumeration value="update"> <xs:documentation>data is an incremental update for an existing data setor the provision of new data or documentation (attribute values) formerly absent.</xs:documentation> <xs:enumeration value="delete"> <xs:documentation>data is to be deleted.</xs:documentation> <xs:simpletype name="alphatype"> <xs:documentation>this type is used for datatyping the contents of uncoded attributes. It places no restrictions on characters used, but carries the semantic of the key family designer in a fashion similar to that of the corresponding SDMX_EDI message.</xs:documentation> <xs:restriction base="xs:string"/> <xs:simpletype name="alphanumerictype"> <xs:documentation>this type is used for datatyping the contents of uncoded attributes. It places no restrictions on characters used, but carries the semantic of the key family designer in a fashion similar to that of the corresponding SDMX_EDI message.</xs:documentation> <xs:restriction base="xs:string"/> </xs:schema>

22 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 22 SDMX Message XML Schema <?xml version="1.0" encoding="utf 8"?> <! Copyright SDMX > <xs:schema targetnamespace=" elementformdefault="qualified" xmlns:xs=" xmlns=" xmlns:message=" xmlns:structure=" xmlns:generic=" xmlns:utility=" xmlns:compact=" xmlns:cross=" xmlns:query=" xmlns:common=" <xs:import namespace=" schemalocation="sdmxstructure.xsd"/> <xs:import namespace=" schemalocation="sdmxgenericdata.xsd"/> <xs:import namespace=" schemalocation="sdmxutilitydata.xsd"/> <xs:import namespace=" schemalocation="sdmxcompactdata.xsd"/> <xs:import namespace=" schemalocation="sdmxcrosssectionaldata.xsd"/> <xs:import namespace=" schemalocation="sdmxquery.xsd"/> <xs:import namespace=" schemalocation="sdmxcommon.xsd"/> <xs:element name="structure" type="structuretype"> <xs:documentation>the Structure is a message that contains all the structural metadata about a data set. This can be key families, concepts, or codelists.</xs:documentation> </xs:element> <xs:element name="genericdata" type="genericdatatype"> <xs:documentation>the GenericDataType is used to convey data in a cross key family form.</xs:documentation> </xs:element> <xs:element name="utilitydata" type="utilitydatatype"> <xs:documentation>the UtilityData contains data in an XML form which is specific to each key family, according to standard mappings, and which is optimized to support guided editing tools and other applications which expect a "typical" XML schema. This format can be used to validate data in a key family specific fashion as is typically expected of XML schemas, and requires the entire data set. It cannot be used for incremental updates.</xs:documentation> </xs:element> <xs:element name="compactdata" type="compactdatatype"> <xs:documentation>compactdata contains data in an XML format which is optimized for incremental updating, and the transfer of large data sets bilaterally. It is specific to each key family, according to standard mappings. It allows for key values to be expressed at a Group level.</xs:documentation> </xs:element> <xs:element name="crosssectionaldata" type="crosssectionaldatatype"> <xs:documentation>crosssectionaldata contains data in an XML format which is optimized for describing many observations at a single point in time, and for the transfer of large data sets bilaterally. It is specific to each key family, according to standard mappings. It allows for key values to be expressed from the Group level down to the Observation level, and permits multiple observation values with different "measures". Time is attached at the DataSet level.</xs:documentation> </xs:element> <xs:element name="querymessage" type="querymessagetype">

23 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 23 <xs:documentation>the QueryMessageType is used to query databases published on the web, and to invoke web services. It allows for queries to be made regarding both data and structural metadata.</xs:documentation> </xs:element> <xs:element name="messagegroup" type="messagegrouptype"> <xs:documentation>the MessageGroupType is used to allow for more than one data message of a single type to be included in a single transmission. This element arises from the requirement for some services to be able to exchange data which may come from more than one source, and be structured according to more than one key family.</xs:documentation> </xs:element> <xs:complextype name="messagetype" abstract="true"> <xs:documentation>the Message is an abstract type which is used by all of the messages, to allow inheritance of common features. It also provides uniqueness constraints for the header fields.</xs:documentation> <xs:element name="header" type="headertype"> <xs:unique name="sdmx_headernamelanguageuniqueness"> <xs:selector xpath="message:name"/> <xs:field xpath="@xml:lang"/> </xs:unique> <xs:unique name="sdmx_headersenderiduniqueness"> <xs:selector xpath="message:sender"/> <xs:field xpath="@id"/> </xs:unique> <xs:unique name="sdmx_headerreceiveriduniqueness"> <xs:selector xpath="message:receiver"/> <xs:field xpath="@id"/> </xs:unique> <xs:unique name="sdmx_headerdatasetiduniqueness"> <xs:selector xpath="message:datasetid"/> <xs:field xpath="."/> </xs:unique> </xs:element> <xs:complextype name="structuretype"> <xs:documentation>structuretype defines the contents of a structure message.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:element name="agencies" type="structure:agenciestype" minoccurs="0"/> <xs:element name="codelists" type="structure:codeliststype" minoccurs="0"/> <xs:element name="concepts" type="structure:conceptstype" minoccurs="0"/> <xs:element name="keyfamilies" type="structure:keyfamiliestype" minoccurs="0"/> </xs:extension> </xs:complexcontent> <xs:complextype name="genericdatatype"> <xs:documentation>genericdatatype defines the contents of a GenericData message.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:element name="dataset" type="generic:datasettype"/> </xs:extension> </xs:complexcontent> <xs:complextype name="utilitydatatype">

24 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 24 <xs:documentation>utilitydatatype defines the contents of a UtilityData message.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:element ref="utility:dataset"/> </xs:extension> </xs:complexcontent> <xs:complextype name="compactdatatype"> <xs:documentation>compactdatatype defines the contents of a CompactData message.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:element ref="compact:dataset"/> </xs:extension> </xs:complexcontent> <xs:complextype name="crosssectionaldatatype"> <xs:documentation>crosssectionaldatatype defines the contents of a CrossSectionalData message.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:element ref="cross:dataset"/> </xs:extension> </xs:complexcontent> <xs:complextype name="querymessagetype"> <xs:documentation>querymessagetype defines the contents of a QueryMessage.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:element name="query" type="query:querytype"/> </xs:extension> </xs:complexcontent> <xs:complextype name="messagegrouptype"> <xs:documentation>messagegrouptype defines the contents of a MessageGroup message.</xs:documentation> <xs:complexcontent> <xs:extension base="messagetype"> <xs:choice> <xs:element ref="generic:dataset" maxoccurs="unbounded"/> <xs:element ref="utility:dataset" maxoccurs="unbounded"/> <xs:element ref="compact:dataset" maxoccurs="unbounded"/> <xs:element ref="cross:dataset" maxoccurs="unbounded"/> </xs:choice> <xs:attribute name="id" type="xs:nmtoken" use="optional"/> </xs:extension> </xs:complexcontent> <xs:element name="header" type="headertype">

25 Document v19, API RST v1.4, SPv2.0 Markets Data API Reference Page 25 <xs:documentation>header type is declared globally so that it can function as the head of a substitution group for schemas which are used internally. While this is an exception to the overall design of SDMX ML, many users feel this construct is useful. Note that when SDMX ML messages are exchanged outside an organization, the standard header should be used no assumptions about additional fields in substituted types should be made unless explicitly agreed to by counterparties.</xs:documentation> </xs:element> <xs:complextype name="headertype"> <xs:documentation>headertype defines the header fields used for all messages. ID identifies a data flow definition, which, when combined with time, uniquely identifies the data set. Test indicates whather the message is for test purposes or not. Truncated is used in data messages which are responding to Query messages, and is set to true only if the response has been truncated to meet size limits suggested by the defaultlimit attribute in the Query mesage. Name provides a name for the transmission. Prepared is the date prepared. Sender is information about the sender, and Receiver is information about the receiver. Agency provides the code identifier/abbreviation for the maintenance agency of a data set. Data set id provides an identifier for a contained data set. Action code provides a code for determining whether the enclosed message is an Update or Delete message (not to be used with the UtilityData message). KeyFamilyRef is used to reference a key family for a contained data set, using its id. (This information is required at the DataSet level for some messages, but is provided here as a convenience for those messages which do not require it.) KeyFamilyAgency specifies the agency of the key family using its coded id. Fields which refer to a contained data set need not be used if the message contains a query or structural information these messages provide specific fields for holding this information. The ones here are not to be used as defaults. Extracted is a time stamp from the system rendering the data; ReportingBegin and ReportingEnd provide the time period covered by the message (in the case of data). Source provides human readable information about the source of the data.</xs:documentation> <xs:element name="id" type="xs:ncname"/> <xs:element name="test" type="xs:boolean" default="false"/> <xs:element name="truncated" type="xs:boolean" minoccurs="0"/> <xs:element name="name" type="common:texttype" minoccurs="0" maxoccurs="unbounded"/> <xs:element name="prepared" type="headertimetype"/> <xs:element name="sender" type="partytype"> <xs:unique name="sdmx_sendernamelanguageuniqueness"> <xs:selector xpath="message:name"/> <xs:field xpath="@xml:lang"/> </xs:unique> </xs:element> <xs:element name="receiver" type="partytype" minoccurs="0" maxoccurs="unbounded"> <xs:unique name="sdmx_receivernamelanguageuniqueness"> <xs:selector xpath="message:name"/> <xs:field xpath="@xml:lang"/> </xs:unique> </xs:element> <xs:element name="keyfamilyref" type="xs:nmtoken" minoccurs="0"/> <xs:element name="keyfamilyagency" type="xs:nmtoken" minoccurs="0"/> <xs:element name="datasetagency" type="xs:nmtoken" minoccurs="0"/> <xs:element name="datasetid" type="xs:nmtoken" minoccurs="0"/> <xs:element name="datasetaction" type="common:actiontype" minoccurs="0"/> <xs:element name="extracted" type="xs:datetime" minoccurs="0"/> <xs:element name="reportingbegin" type="headertimetype" minoccurs="0"/> <xs:element name="reportingend" type="headertimetype" minoccurs="0"/> <xs:element name="source" type="common:texttype" minoccurs="0" maxoccurs="unbounded"/> <xs:complextype name="partytype"> <xs:documentation>partytype defines the information which is sent about various parties such as senders and receivers of messages. The Name is the ID of the party, and Contact provides contact details.</xs:documentation> <xs:element name="name" type="common:texttype" minoccurs="0" maxoccurs="unbounded"/> <! This is for the organization name, not the contact name > <xs:element name="contact" type="contacttype" minoccurs="0" maxoccurs="unbounded"/> <xs:attribute name="id" type="xs:nmtoken" use="required"/> <! From organization codelist or agency codelist, depending on where used >