{
  "opencollection": "1.0.0",
  "info": {
    "name": "A7 Analytics Platform - Algo management Algo management API Pace of the Roll API",
    "version": "1.0.2"
  },
  "request": {
    "auth": {
      "type": "bearer",
      "token": "{{bearerToken}}"
    }
  },
  "items": [
    {
      "info": {
        "name": "Pace of the Roll",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Retrieve list of market segments",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "/api/v1/insights/por"
          },
          "docs": "The request delivers all available market segments as a list of strings."
        },
        {
          "info": {
            "name": "Retrieve list of rolls",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "/api/v1/insights/por/:MarketSegment",
            "params": [
              {
                "name": "MarketSegment",
                "value": "FDAX",
                "type": "path",
                "description": "Name of the market segment"
              }
            ]
          },
          "docs": "The request delivers all available rolls for the selected market segment as a list of dates (format =  YYYYMM)."
        },
        {
          "info": {
            "name": "Retrieve roll details",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "/api/v1/insights/por/:MarketSegment/:Roll",
            "params": [
              {
                "name": "MarketSegment",
                "value": "FDAX",
                "type": "path",
                "description": "Name of the market segment"
              },
              {
                "name": "Roll",
                "value": "202103",
                "type": "path",
                "description": "Roll in the format YYYYMM"
              },
              {
                "name": "days",
                "value": "15",
                "type": "query",
                "description": "Number of days till expiry including the expiry day"
              },
              {
                "name": "n",
                "value": "20",
                "type": "query",
                "description": "Maximal number of previous rolls for quantile calculation"
              },
              {
                "name": "comp",
                "value": "",
                "type": "query",
                "description": "Comparison parameter to control which past rolls are considered for the calculation. <br>\n  * `s` = Data from the same expiration month from previous years\n  * `c` = Data from `n` consecutive months prior to the selected roll\n"
              }
            ]
          },
          "docs": "The request delivers the detailes for the selected roll as a JSON object.<br><br>  The details contain the current `r_0`, previous `r_1` and the one before the previous roll `r_2` as well as other previous rolls upto `n` (`r_3`, ..., `r_n`). The roll is defined as a ratio of adjusted open interest of a back-month contract to a sum of back- and front-month contract, for example Dec-2012 / (Sep-2012 + Dec-2012) for September 2012 roll. For each roll this ratio is calculated for a given number of d"
        }
      ]
    }
  ],
  "bundled": true
}