README.md

api-integrations

Integrations with third-party data providers such as Capital IQ or Google, leveraging the Quantemplate API.

Learn more at https://quantemplate.readme.io/

If you need help please contact us at [email protected]

Running the program

Prerequisites

• you need to have appropriate env variables set up, see the dev guide for more info
• you need to build the app first or use an already build package
  • see the releases to download the jar
  • see the packaging for how to build the jar from sources

The integration program offers a bunch of commands, consult the Use Cases sections in the integrations listed below.

Integrations

• S&P Capital IQ

  Capital IQ is a reservoir of financial data which could be accessed through the API and used in the Quantemplate.

  Use Cases

  • Generating a total revenue report from the Capital IQ data and uploading it to the Quantemplate dataset

    • with yaml config:

      java -jar ./integrations/target/scala-3.0.0/qt-integrations-0.1.4.jar apply ./data/revReport.yml

      Check out the config file

    • with CLI args:

      cat ./data/capitaliq-identifiers.txt | java -jar ./integrations/target/scala-3.0.0/qt-integrations-0.1.4.jar generateRevenueReport --orgId c-my-small-insuranc-ltdzfd --datasetId d-e4tf3yyxerabcvicidv5oyey --currency USD --from 1988-12-31 --to 2018-12-31

  • Generating a multi-data point report for a single date with multiple Capital IQ mnemonics and uploading it to the Quantemplate dataset

    • with yaml config:

      java -jar ./integrations/target/scala-3.0.0/qt-integrations-0.1.4.jar apply ./data/multiPointReport.yml

      Check out the config file

  Capital IQ request definition

  We could access different information based on the passed Mnemonic token. Each Mnemonic has access to at least one of Functions. Functions specify the type of the response. Each function in different Mnemonic has access to different Property Type.

  Each request requires a CapitalIQ identifier which must be known beforehand. An example set of identifiers could be found in the ./data/capitaliq-identifiers.txt

  Capital IQ functions

  • GDSP - Retrieves a single data point for a point in time
  • GDSPV - Retrieves an array of values for the most current availability of content either end of day or intra-day
  • GDSG - Retrieves a set of values that belong to a specific group using different mnemonics
  • GDSHE - Retrieves historical values for a mnemonic over a range of dates
  • GDSHV - Retrieves an array or set of values over a historical range of dates
  • GDST - Retrieves historical values for a mnemonic over a range of dates with a specific frequency

  Available Mnemonics

  Check out the sources of CapitalIQ.Mnemonic

• Google Geocoding Service

  Google Geocoding API offers a way of converting human-readable addresses to geographic coordinates - latitude and longitude, and fetch additional information about given locations.

  Use cases

  • Automated pipeline execution with address cleansing
    • with yaml config:

      java -jar ./integrations/target/scala-3.0.0/qt-integrations-0.1.4.jar apply ./data/addressCleanse.yml

Development

Environment setup

1. Install coursier

2. Install all necessary dev tools:

   cs setup
   

Config

1. create api-client user for a given env

   You can use the create-api-user script. If you are not member of the Quantemplate team, then please reach out to us at [email protected]

2. Create .env file in the project root with the following variables:

   You can omit API keys and credentials for any third-party services you won't be using.

   CAPITALIQ_API_USERNAME=<api username you got with Capital IQ API license>
   CAPITALIQ_API_PASSWORD=<password for the corresponding Capital IQ API user>
   CAPITALIQ_DEMO_ACCOUNT=<indicates whether the Capital IQ demo account is used>
   QT_ENV=<name of the Quantemplate environment, should be `prod` for any consumers>
   QT_AUTH_REALM=<name of the Quantemplate auth ream, should be `qt` for any consumers>
   QT_CLIENT_ID=<id of the api-client user generated by the Quantemplate team>
   QT_CLIENT_SECRET=＜password for the used api-client user>
   GOOGLE_MAPS_API_KEY=<api key for google maps>
   

   for example, for the QT dev env:

   [email protected]
   CAPITALIQ_API_PASSWORD=<password from dev credentials>
   CAPITALIQ_DEMO_ACCOUNT=true
   QT_ENV=dev
   QT_AUTH_REALM=test
   QT_CLIENT_ID=<id of the api-client user>
   QT_CLIENT_SECRET=＜password for the used api-client user>
   GOOGLE_MAPS_API_KEY=<api key for google maps>
   

   and export it:

   export $(xargs < .env)

3. run the script

   sbt integrations/run

Packaging

creating a fat jar

sbt integrations/assembly

Testing

sbt integrations/test