DTN ProphetX^® Web Services

GetForwardCurve

This operation provides the ability to retrieve historical prices of the contract chain for a given future option root symbol.

Parameter	Value
UserID*
Password*		Password is case sensitive.
Root*		A single future root.
CurveDate		Comma separated list of base dates in the format "MM-DD-YYYY" or "MM/DD/YY".  An integer number is accepted to indicate a relative date in the past counted as days from current date.  Default value is -1.
Limit		Limit on number of contracts to return. Default value is 200.
Market		Optional market name or code.
Vendor		Optional vendor name or code.
Format		Optional parameter to request the result in an specific format.  Default value is XML.

Notes

*Mandatory parameters are marked with an asterisk.

This operation is similar to GetDailyHistory in the sense that it returns historic information at a daily level.  However, there are some characteristics in this report that make it different:

• It is designed for viewing history information of futures options.
• It operates on one future option root at the time instead of search patterns.
• It works with the contract chain that was active at the requested date.

The last point is the most important, while GetDailyHistory can return all this data, to obtain a forward chain of expired symbols the user would need to enter the list of symbols that were active at the requested date.  GetForwardCurve, on the other hand, can retrieve the state of the contract chain as seen at a previous date and the user only needs to enter the future option root symbol.

Handling of non-business days

When the requested CurveDate falls in a non-business day, PXWeb returns the information from the previous closest date where any activity was found.  A request for consecutive non-business days returns data from the previous business day only once.

Market and Vendor

For most of the cases, the Market and Vendor input fields are optional and are rarely needed to refine the request for symbols within a specific Market and/or Vendor.  Only one Market and/or Vendor can be entered and they are overridden when entering a fully qualified symbol notation.

A history request for expired symbols requires the explicit specification of the market using any valid method.

These parameters are needed when the user is registered for accessing same symbol from two different sources, which in practice is not common.  A user permitted to obtain quotes from DTN and other vendors, by default, will see DTN information unless explicitly sets the desired Vendor parameter to something different.

Format

Supported format codes are: XML, CSV and JSN.