GET
/
margin
/
get_correlations
/
{data_format}
curl --request GET \
  --url https://5uftseufe1.execute-api.us-east-2.amazonaws.com/prod/margin/get_correlations/{data_format} \
  --header 'Content-Type: application/json' \
  --header 'x-api-key: <api-key>' \
  --data '{
  "numScenarios": 123,
  "timeHorizonDays": 123,
  "confidenceLevels": [
    123
  ],
  "volatilityLookbackDays": 123,
  "ewmaDecayFactor": 123,
  "volatilityMultiplier": 123,
  "portfolio": {
    "futures": [
      {
        "ticker": "<string>",
        "type": "long",
        "quantity": 123
      }
    ]
  }
}'
This response does not have an example.

Authorizations

x-api-key
string
header
required

Server authentication header of the form x-api-key: <api-key>, where <api-key> is your auth token

Path Parameters

data_format
enum<string>
required

Format of the portfolio data

Available options:
fpml,
csv,
json,
xml,
yaml

Body

application/json

Job to submit to the server

The body is of type object.

Response

200
text/csv

server response

The response is of type file.