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LUSID has a built-in quote store that can be used to record market data for valuing holdings and running other analyses. It can be used to store market prices, rates and FX quotes.

You can call the LUSID UpsertQuotes API to load up to 2000 quotes at a time, specifying for each:

  • scope, or namespace, into which to load the data.
  • A provider representing a financial data vendor. Currently, valid providers are Bloomberg, DataScope (Refinitiv), SIX, FactSet, TraderMade, Edi, Lusid and Client; if your data vendor isn't listed, you can represent it using Lusid or Client.
  • Optionally, a priceSource further indicating a sub-supplier to the financial data vendor (above), for example Tradeweb or RRPS for Refinitiv DataScope.
  • An instrumentIdType and instrumentId together constituting an instrument identifier linking the quote to an instrument mastered in LUSID. For an instrument such as an equity or bond, the type can currently be either LusidInstrumentId, Figi, RIC, QuotePermId, Isin or ClientInternal. For FX rates, the type should be CurrencyPair and the value consist of the buy and sell currencies separated by a forward slash, for example USD/GBP.
  • A quoteType, for example Price or Rate.
  • A field specific to the provider:
    ProviderAvailable fields
    Lusidbid, mid, ask
    Bloombergbid, mid, ask, open, close, last
    SIXbid, mid, ask, open, close, last
    DataScopebid, mid, ask
    Clientbid, mid, ask
    Edibid, mid, ask, open, close, last
    TraderMadebid, mid, ask, open, close, high, low
    FactSetbid, mid, ask, open, close
  • An effectiveDate from which the quote is valid. This could be a full date and time (in UTC) to support live intra-day pricing, or a date and cut label (for example 7 Jan 2019, close).
  • The actual price or rate amount as a metricValue.