Slither Documentation

See www.slitherweb.com for complete documentation and samples.

Data Definition

Each dataset contains the columns specified in the original DTCC SDR datasets. These are as follows

DISSEMINATION_ID
ORIGINAL_DISSEMINATION_ID 
ACTION
EXECUTION_TIMESTAMP
CLEARED
INDICATION_OF_COLLATERALIZATION
INDICATION_OF_END_USER_EXCEPTION
INDICATION_OF_OTHER_PRICE_AFFECTING_TERM
BLOCK_TRADES_AND_LARGE_NOTIONAL_OFF_FACILITY_SWAPS
EXECUTION_VENUE
EFFECTIVE_DATE
END_DATE
DAY_COUNT_CONVENTION
SETTLEMENT_CURRENCY
ASSET_CLASS
SUB_ASSET_CLASS_FOR_OTHER_COMMODITY
TAXONOMY
PRICE_FORMING_CONTINUATION_DATA
UNDERLYING_ASSET_1
UNDERLYING_ASSET_2
PRICE_NOTATION_TYPE
PRICE_NOTATION
ADDITIONAL_PRICE_NOTATION_TYPE
ADDITIONAL_PRICE_NOTATION
NOTIONAL_CURRENCY_1
NOTIONAL_CURRENCY_2
ROUNDED_NOTIONAL_AMOUNT_1
ROUNDED_NOTIONAL_AMOUNT_2
PAYMENT_FREQUENCY_1
PAYMENT_FREQUENCY_2
RESET_FREQUENCY_1
RESET_FREQUENCY_2
EMBEDED_OPTION
OPTION_STRIKE_PRICE
OPTION_TYPE
OPTION_FAMILY
OPTION_CURRENCY
OPTION_PREMIUM
OPTION_LOCK_PERIOD
OPTION_EXPIRATION_DATE
PRICE_NOTATION2_TYPE
PRICE_NOTATION2
PRICE_NOTATION3_TYPE
PRICE_NOTATION3

Plus an additional Date which is the data the submission was added to the DTCC SDR Dataset

* ADDED_TIME

Filtering Data

Applies to the following Endpoints

• Credit
• Credit Today
• Forex
• Forex Today
• Commodities
• Commodities Today
• Equities
• Equities Today
• Rates
• Rates Today

Each of the above Endpoints allow you to utilize the Flask-REST-JSONAPI filtering / Flask-Restless system to choose which data you wish to extract.

Sparse Fields

Applies to the following Endpoints

• Credit
• Credit Today
• Forex
• Forex Today
• Commodities
• Commodities Today
• Equities
• Equities Today
• Rates
• Rates Today

Each of the above Endpoints support Flask-REST-JSONAPI sparse fieldsets to enable smaller more responsive datasets to be retrieved

Pagination

All Endpoints allow you to utilize the Flask-REST-JSONAPI Pagination parameters with the a maximum page size of 1000

Sorting

All Endpoints allow you to utilize the Flask-REST-JSONAPI Sorting parameters