REST API XML Example
A currency example with the REST API connector.
Dataset
This is an FX price dataset provided by CLS on Quandl. You can find the documentation for the API here:
https://www.quandl.com/databases/CLSRP/documentation
Sample Response
{
"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
}
}Data Sync Config
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="$.datatable.data"
endpoint="https://www.quandl.com/api/v3/datatables/CLS/IDHP?fx_business_date=@date&api_key=API_KEY"
nextPageUrlPath="$.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"Table Model
This model and reference data will allow you to run the data sync above in your own environment.
Last updated