Get Instrument Set - rosssaunders/FusionLinkDocs GitHub Wiki

Description

Returns a data set for a given Instrument Id (SICOVAM) or Instrument Reference and the specified Property.

(Similar to BBG BDS function)

Syntax

GETINSTRUMENTSET(instrument_id | instrument_reference, property)

The GETINSTRUMENTSET function has the following arguments

  • instrument_id Required or instrument_reference.
  • property Required . The data set to retrieve.

Returns

A table array instrument property.

Examples

Formula Result
=GETINSTRUMENTSET(671234567, "REPOMARGINS") A data set of the Repo Margins for the given instrument id

Instrument Type Specific Fields

Equities

  • RepoMargins
  • VolatilityCallAsk
  • VolatilityCallBid
  • VolatilityCallManagement
  • VolatilityCallMarket
  • VolatilityCallResult
  • VolatilityEndOfList
  • VolatilityPutAsk
  • VolatilityPutBid
  • VolatilityPutManagement
  • VolatilityPutMarket
  • VolatilityPutResult