REST API XML Example
A currency example with the REST API connector.
This is an FX price dataset provided by CLS on Quandl. You can find the documentation for the API here:
{
"datatable": {
"data": [
[
"USDCAD",
"SPT",
"2018-01-02",
"2018-01-02",
12,
0,
1.2548,
1.25479,
1.25479,
1.25479
],
[
"USDCAD",
"SPT",
"2018-01-02",
"2018-01-02",
12,
5,
1.25453,
1.25454,
1.25451,
1.25452
],
[
"USDCAD",
"SPT",
"2018-01-02",
"2018-01-02",
12,
10,
1.25417,
1.25418,
1.25418,
1.25418
],
[
"USDCAD",
"SPT",
"2018-01-02",
"2018-01-02",
12,
15,
1.25416,
1.25415,
1.25415,
1.25414
]
],
"columns": [
{
"name": "currency",
"type": "String"
},
{
"name": "instrument",
"type": "String"
},
{
"name": "fx_business_date",
"type": "Date"
},
{
"name": "london_date",
"type": "Date"
},
{
"name": "hour",
"type": "Integer"
},
{
"name": "minute",
"type": "Integer"
},
{
"name": "vwap_matched",
"type": "double"
},
{
"name": "twap_matched",
"type": "double"
},
{
"name": "vwap_unmatched",
"type": "double"
},
{
"name": "twap_unmatched",
"type": "double"
}
]
},
"meta": {
"next_cursor_id": null
}
}
Note that you'll have to get your own api key to use the endpoint.
<?xml version="1.0" encoding="utf-16"?>
<BatchDataSyncConfig name="Quandl CLS FX Prices" version="1.0.0" xmlns="http://www.cinchy.co">
<Parameters>
<Parameter name="date" />
</Parameters>
<RestApiDataSource format="JSON"
rootPath="$.datatable.data"
endpoint="https://www.quandl.com/api/v3/datatables/CLS/[email protected]&api_key=API_KEY"
nextPageUrlPath="$.meta.next_cursor_id">
<Schema>
<Column name="$.item[0]" dataType="Text" />
<Column name="$.item[3]" dataType="Date" />
<Column name="$.item[4]" dataType="Number" />
<Column name="$.item[5]" dataType="Number" />
<Column name="$.item[6]" dataType="Number" />
<Column name="$.item[7]" dataType="Number" />
<CalculatedColumn name="Date" formula="CONCAT(@date,'')" dataType="Date" />
</Schema>
</RestApiDataSource>
<CinchyTableTarget model="" domain="FX" table="CLS Prices" suppressDuplicateErrors="false">
<ColumnMappings>
<ColumnMapping sourceColumn="$.item[0]" targetColumn="Currency" linkColumn="CLSFX Abbreviation"/>
<ColumnMapping sourceColumn="$.item[3]" targetColumn="Date"/>
<ColumnMapping sourceColumn="$.item[4]" targetColumn="Hour"/>
<ColumnMapping sourceColumn="$.item[5]" targetColumn="Minute"/>
<ColumnMapping sourceColumn="$.item[6]" targetColumn="VWAP Matched"/>
<ColumnMapping sourceColumn="$.item[7]" targetColumn="TWAP Matched"/>
</ColumnMappings>
<SyncKey>
<SyncKeyColumnReference name="Currency" />
<SyncKeyColumnReference name="Date" />
<SyncKeyColumnReference name="Hour" />
<SyncKeyColumnReference name="Minute" />
</SyncKey>
<NewRecordBehaviour type="INSERT" />
<ChangedRecordBehaviour type="UPDATE" />
<DroppedRecordBehaviour type="DELETE" />
</CinchyTableTarget>
</BatchDataSyncConfig>
.\Cinchy.CLI.exe syncdata -s "CinchyURL" -u "username" -p "password" -m "Cinchy" -f "Quandl CLS FX Prices" -d "C:\temp" -v date:"2018-01-02"
This model and reference data will allow you to run the data sync above in your own environment.
CLS Prices.xml
4KB
Text
Currencies Model
Currencies.csv
503B
Binary
Currencies Data Import
Currency Pairs.csv
1KB
Binary
Currency Pairs Data Import
Last modified 10mo ago