FSI Library Overview

fsi-lib is the base package for common API code that is shared across all financial accelerators.

It contains the set of APIs for data access and aggregation that are augmented by accelerator specific libraries.

Available APIs

getTicks - Finance specific functionality for data retrieval and request-reply enrichment, including features for:
- Filtering which applies filters to the query, or optionally by supplying a named filter rule
- Fills which handles filling null values
- Temporality slicing which allows for continuous or sliced time handling
- Sorting which sorts returned values
- Cancellation and Corrections which applies cancellations or corrections to results
- Input/output timezone selection which performs time zone conversion on input parameters and output results
- ID mapping which enables custom symbology
getStats - Aggregation and windowing support on top of getTicks, including features for:
- Analytics built in analytics
- Aggregation which provides freeform aggregation options
- Grouping allowing for custom grouping
- Granularity control which provides custom granularities, for example 1 hour or 1 day
- Moving windows which allows for lookback on bucketing
- Holiday calendar application for applying holiday calendars to racks and fills
getBars - Aggregation and windowing on top of pre-calculated (EOD) barred data for improved