How do I upload a market price or FX spot rate to the Quote Store?

You can upload a ‘quote’ representing a single value at a single point in time to the LUSID Quote Store, for example an Apple stock price or a USD/GBP spot rate.

Note: Choices you make when uploading market data impact the composition of the recipe you must create in order to use this data in a valuation.

Using the LUSID API

You can load up to 2000 quotes in a single request:

1. Obtain an API access token.

2. Call the UpsertQuotes API, encapsulating all the quotes in the request in a single scope (namespace). Match this using the dataScope field in a recipe.

3. For each quote in the request, specify:

   • An ephemeral ID (to track errors in the response).

   • A provider representing a financial data vendor. Valid providers are currently Bloomberg, DataScope (for Refinitiv), SIX, FactSet, TraderMade, Edi, Rimes, Lusid and Client; if your data vendor isn't listed, represent it using Client. Match this using the supplier field in a recipe.

   • Optionally, a priceSource indicating a sub-supplier to the financial data vendor (above), for example Tradeweb or RRPS for Refinitiv DataScope. Match this using the priceSource field in a recipe. Note that if omitted, your recipe must also omit its priceSource field.

   • An instrumentIdType and instrumentId that together constitute an instrument identifier linking the quote to an instrument mastered in LUSID. Match this using the key field in a recipe.

     Market data category	instrumentIdType field	instrumentId field syntax and example value
     Market price	Your choice of LusidInstrumentId, Figi, RIC, QuotePermId, Isin, Sedol, Cusip, ClientInternal	There is no syntax; the value must be appropriate for the identifier type, for example LUID_00003D58 for LusidInstrumentId.
     FX spot rate	CurrencyPair	Syntax: <DomCcy>/<FgnCcy> Example: USD/GBP

   • A quoteType, for example Price or Rate. Match this using the quoteType field in a recipe.

   • A field appropriate for the provider. Match this using the field field in a recipe.

     provider field	field values
     Lusid	Any string
     Bloomberg	bid, mid, ask, open, close, last
     SIX	bid, mid, ask, open, close, last, referencePrice, highPrice, lowPrice, maxRedemptionPrice, maxSubscriptionPrice, openPrice, bestBidPrice, lastBidPrice, bestAskPrice, lastAskPrice, finalSettlementOptions, finalSettlementFutures, valuationPriceAmount
     DataScope	bid, mid, ask
     Client	Any string
     Edi	bid, mid, ask, open, close, last
     TraderMade	bid, mid, ask, open, close, high, low
     FactSet	bid, mid, ask, open, close
     Rimes	bid, mid, ask, open, close, last
     ICE	ask, bid, close, high, low, open, primaryExchangeTradePrice, vwap, mid
     LSEG	ASK, BID, MID_PRICE

   • An effectiveAt date from which the quote is valid. This could be a full date and time (in UTC), or a date and cut label.

   • A metricValue constituting the actual price or rate, with a value and a unit that is either a currency (price) or a currency pair (rate).

   • Optionally, a scaleFactor to scale down the price.

Consider the following example of a market price and a FX spot rate uploaded together to a Growth quote scope (in the URL):

curl -X POST "https://<your-domain>.lusid.com/api/api/quotes/Growth"
  -H "Authorization: Bearer <your-API-access-token>"
  -H "Content-Type: application/json-patch+json"
  -d '{
    "Quote-0001": {
      "quoteId": {
        "quoteSeriesId": {
          "provider": "Lusid",
          "instrumentIdType": "LusidInstrumentId",
          "instrumentId": "LUID_00003D58",
          "quoteType": "Price",
          "field": "mid"
        },
        "effectiveAt": "2023-02-07T00:00:00Z"
      },
      "metricValue": {
        "value": 100, "unit": "USD"
      }
    },
    "Quote-0002": {
      "quoteId": {
        "quoteSeriesId": {
          "provider": "Lusid",
          "instrumentIdType": "CurrencyPair",
          "instrumentId": "USD/GBP",
          "quoteType": "Rate",
          "field": "mid"
        },
        "effectiveAt": "2023-02-07T00:00:00Z"
      },
      "metricValue": {
        "value": 0.8, "unit": "USD/GBP"
      }
    }
  }'

Using Luminesce

You can use the Lusid.Instrument.Quote.Writer provider.

Using the LUSID web app

Navigate to the Data Management > Quotes dashboard, click the Create quote button and follow the instructions: