FSI Library Overview

This page provides an overview of the FSI library.

fsi-lib is the base package for common API code that is shared across all financial accelerators.

It contains the set of APIs for data access and aggregation that are augmented by accelerator specific libraries.

Available APIs

  • getTicks - Finance specific functionality for data retrieval and request-reply enrichment, including features for:Filtering which applies filters to the query, or optionally by supplying a named filter ruleFills which handles filling null valuesTemporality slicing which allows for continuous or sliced time handlingSorting which sorts returned valuesCancellation and Corrections which applies cancellations or corrections to resultsInput/output timezone selection which performs time zone conversion on input parameters and output resultsID mapping which enables custom symbology

  • getStats - Aggregation and windowing support on top of getTicks, including features for:Analytics built in analyticsAggregation which provides freeform aggregation optionsGrouping allowing for custom groupingGranularity control which provides custom granularities, for example 1 hour or 1 dayMoving windows which allows for lookback on bucketingHoliday calendar application for applying holiday calendars to racks and fills

  • getBars - Aggregation and windowing on top of pre-calculated (EOD) barred data for improved

Asset class features

  • getTicks

  • FX features for getTicks

Configuration & operations