The FDM Data Repository is used to contain the data itself, along with its metadata, and also to provide powerful interfaces to create, maintain and query that data.
FDM supports a number of off-the-shelf data provider interfaces. In addition to these, new interfaces are constantly being added, including customised interfaces if required. Customers are also able to develop their own interfaces using the published database API, whether via a published API, through “scraping” or other methods.
Curve Builder allows formulae to be defined that calculate a set of values based on other curves. The formulae can then be attached to Proprietary Curves, such that their values are calculated from the formula automatically when any of the underlying data changes; “Derived Curves”.
Curve Validation enables various validation rules (or groups of rules) at a curve level to be checked at appropriate times. If any of the rules are breached the end user or system is made aware using an appropriate notification protocol.
The Administrator Web Application provides functionality to view the status of the system, to; view, import and edit curve metadata, and other administrative functions.
The Timebase Manager element of FDM extends the core functionality to allow loaded data curves to be converted and retrieved not just in their original time base and in UTC, but also in a user-selected time base and time zone.
The Eikon App allows any curve data that is stored in the data repository to be displayed in a chart in Refinitiv’s Eikon software. This includes data taken from Refinitiv and non-Refinitiv sources, including customers’ own Proprietary Data and Derived Curves.
The Data Repository is supported by SQL Server (Express, Standard or Enterprise) with clients accessing the system using Excel 2010 (or later) and Web based calls, via any standards-based browser such as Chrome.
The REST API allows data to be queried from the Data Repository using standardised HTTPS GET and POST calls. The REST API is always secured over SSL, and permissions are granted via REST tokens.
REST responses are in JSON and can be readily used by languages including Python, Java, C# and R (amongst others). Certain endpoints also support CSV return bodies, suitable for direct use by tools such as Excel, PowerBI and other visualisation and business intelligence tools.