Lusid.Instrument.Quote

The Lusid.Instrument.Quote provider enables you to write a Luminesce SQL query that retrieves quotes held in the LUSID Quote Store.

Note: The LUSID user running the query must have sufficient access control permissions to both use the provider and read data stored in LUSID. This should automatically be the case if you are the domain owner.

See also: Lusid.Instrument.Quote.Writer

Basic usage

select * from Lusid.Instrument.Quote where <filter-expression> 

Query parameters

Lusid.Instrument.Quote has parameters that enable you to filter or refine a query.

To list available parameters, their data types, default values, and an explanation for each, run the following query using a suitable tool:

select FieldName, DataType, ParamDefaultValue, Description from Sys.Field where TableName = 'Lusid.Instrument.Quote' and FieldType = 'Parameter'; 

Data fields

By default, Lusid.Instrument.Quote returns a table of data populated with particular fields (columns). You can return a subset of these fields.

To list fields available to return, their data types, whether fields are considered 'main', and an explanation for each, run the following query using a suitable tool:

select FieldName, DataType, IsMain, IsPrimaryKey, SampleValues, Description from Sys.Field where TableName = 'Lusid.Instrument.Quote' and FieldType = 'Column'; 

Note: Fields marked 'main' are returned by queries that start select ^ from Lusid.Instrument.Quote...

Examples

Note: For more example Luminesce SQL queries, visit our Github repo.

Example 1: Retrieve the first fifty quotes

select * from Lusid.Instrument.Quote Limit 50; 

Example 2: Retrieve the latest quotes from a particular provider

select * from Lusid.Instrument.Quote where Provider = 'Lusid' and GetLatestQuoteOnly = True; 

Example 3: Retrieve all 'mid' exchange rate quotes for USD/GBP that are greater than 0.7

select * from Lusid.Instrument.Quote where QuoteType = 'Rate' and InstrumentId = 'USD/GBP' and Field = 'mid' and Value > 0.7;