Importing Prices & FX Rates
- Try to get Prices from Exante
- FX Rate Situation from Exante
- Download Prices to Finmars
- Transform Prices to Standard Configuration
Try to get Prices from Exante
Go to /explorer/workflows/com/finmars/exante-broker/get-prices/test.ipynb
Configure your Test Script
So you need to have Instrument Reference and date period (date_from and date_to)
Try to execute it!
This is how you could get prices from Exante, probably you will need close
price
FX Rate Situation from Exante
Currently there is no way to get Historical End Of Day FX Rates from Exante
You could refer to https://api-live.exante.eu/api-docs/#tag/Crossrates-API
But Its some rate during the day of the request
Download Prices to Finmars
Go to Workflow Page
Execute workflow com.finmars.exante-broker:get-prices
Go to see status of your workflow
Great success! You can find your downloaded instrument in /explorer/data/exante/prices
See content of month folder, it should has list of .json files with actual prices from Exante
[
{
"close": "2.925",
"high": "2.985",
"low": "2.865",
"open": "2.94",
"timestamp": 1726790400000,
"date": "2024-09-20",
"instrument": "CIFR.NASDAQ"
}
]
Now see com.finmars.exante-data-transformer
, it should have Price transformer to Finmars Standard Configuration
Transform Prices to Standard Configuration
Precondition: You downloaded some Positions from Exante (Check your /explorer/data/exante/prices
folder)
Go to Worfklow Page
Execute com.finmars.exante-data-transformer:transform-prices
Example Payload
{ "date_from": "2024-09-01", "date_to": "2024-09-20", "instruments": [ "CIFR.NASDAQ" ] }
Great work! Now you can see your converted prices in /explorer/data/general/prices
[
{
"date": "2024-09-03",
"instrument": "US17253J1060",
"principal_price": 3.13,
"factor": 1,
"accured_price": 0,
"prc_pol": null
},
{
"date": "2024-09-04",
"instrument": "US17253J1060",
"principal_price": 3.015,
"factor": 1,
"accured_price": 0,
"prc_pol": null
}
]
Well done! This file will go to STD - Prices (com.finmars.standard-import-from-file:instruments.pricehistory:price)
You can try manually import that data in Finmars (do not forget wrap Dictionary into List - Square Brackets [] )
Now go to Valuation - Prices (Entity Viewer)
Prices is successfully imported into Finmars!
After that you should able to see valuation