sdk.lusid.models.market_data_key_rule.MarketDataKeyRule

class MarketDataKeyRule(**data)

When performing analytics, instruments and models have dependencies on market data. A market data key rule essentially tells lusid to “resolve dependencies matching the pattern ‘X’ using data of the form ‘Y’”. The parameter ‘X’ is defined by the key of the key rule, and might specify “all USD rates curves” or “all RIC-based prices”. The parameter ‘Y’ is defined by the remaining fields of the key rule, and allows the user to configure things such as where to look for data, what sort of data should be looked for (e.g. bid/mid/ask), and how old the data is allowed to be. # noqa: E501

Create a new model by parsing and validating input data from keyword arguments.

Raises ValidationError if the input data cannot be parsed to form a valid model.

Attributes

This is a Pydantic class. For now, click on the green [source] link in the class signature above to see descriptions/allowed values for these attributes.

key
supplier
data_scope
quote_type
field
quote_interval
as_at
price_source
mask
source_system
fall_through_on_access_denied

class Config

Pydantic configuration

classmethod data_scope_validate_regular_expression(value)

Validates the regular expression

classmethod from_dict(obj)

Create an instance of MarketDataKeyRule from a dict

Return type:

MarketDataKeyRule

classmethod from_json(json_str)

Create an instance of MarketDataKeyRule from a JSON string

Return type:

MarketDataKeyRule

classmethod quote_type_validate_enum(value)

Validates the enum

to_dict()

Returns the dictionary representation of the model using alias

to_json()

Returns the JSON representation of the model using alias

Return type:

str

to_str()

Returns the string representation of the model using alias

Return type:

str