How do I upload quotes?

LUSID can value your holdings using market quotes. This article describes how you can add quotes to the system.

Quotes can be loaded into LUSID via the UpsertQuotes API.

Each quote is associated with a Quote ID. This ID identifies the instrument to which the quote applies, and contains some additional information about the quote itself (e.g. the quote convention: is the value a price or a spread), and the 'side' of the price (e.g. bid, mid, ask).

Every quote has an effective date, which must be supplied. This is the UTC time when the quote value was determined.

There is also a quote lineage section, which is used for audit purposes. You can use this to provide information on the source of the quote value.

In the simplest case, you can upload quote values as prices, citing a LUSID Instrument Identifier (LUID) for each one. LUSID's valuation engine will then treat this as a unit price, and value your holdings based on the number of units held.