Murex FX Rates API

openapi: 3.1.0
info:
  title: Murex MX.3 Market Data Accounting FX Rates API
  description: Real-time and historical market data API providing quotes, yield curves, volatility surfaces, and reference data for pricing and valuation on the Murex MX.3 platform.
  version: '1.0'
  contact:
    name: Murex Support
    url: https://www.murex.com/en/support
  termsOfService: https://www.murex.com/en/legal/terms
servers:
- url: https://api.murex.com/v1/marketdata
  description: Murex MX.3 Market Data API
security:
- bearerAuth: []
tags:
- name: FX Rates
  description: Foreign exchange rates and crosses
paths:
  /fx/rates:
    get:
      operationId: getFxRates
      summary: Murex Get FX rates
      description: Retrieve foreign exchange spot and forward rates.
      tags:
      - FX Rates
      parameters:
      - name: currencyPairs
        in: query
        required: true
        description: Comma-separated currency pairs (e.g., EURUSD,GBPUSD)
        schema:
          type: string
      - name: rateType
        in: query
        description: Rate type
        schema:
          type: string
          enum:
          - Spot
          - Forward
          default: Spot
      - name: tenor
        in: query
        description: Forward tenor (required when rateType is Forward)
        schema:
          type: string
          example: 1M
      responses:
        '200':
          description: FX rates
          content:
            application/json:
              schema:
                type: object
                properties:
                  items:
                    type: array
                    items:
                      $ref: '#/components/schemas/FxRate'
        '401':
          description: Unauthorized
  /fx/rates/history:
    get:
      operationId: getFxRateHistory
      summary: Murex Get FX rate history
      description: Retrieve historical FX rates for a currency pair over a date range.
      tags:
      - FX Rates
      parameters:
      - name: currencyPair
        in: query
        required: true
        description: Currency pair (e.g., EURUSD)
        schema:
          type: string
      - name: fromDate
        in: query
        required: true
        schema:
          type: string
          format: date
      - name: toDate
        in: query
        required: true
        schema:
          type: string
          format: date
      responses:
        '200':
          description: Historical FX rates
          content:
            application/json:
              schema:
                type: object
                properties:
                  currencyPair:
                    type: string
                  items:
                    type: array
                    items:
                      type: object
                      properties:
                        date:
                          type: string
                          format: date
                        rate:
                          type: number
        '401':
          description: Unauthorized
components:
  schemas:
    FxRate:
      type: object
      properties:
        currencyPair:
          type: string
          description: Currency pair (e.g., EURUSD)
        baseCurrency:
          type: string
          description: Base currency
        quoteCurrency:
          type: string
          description: Quote currency
        bid:
          type: number
          description: Bid rate
        ask:
          type: number
          description: Ask rate
        mid:
          type: number
          description: Mid rate
        rateType:
          type: string
          enum:
          - Spot
          - Forward
          description: Rate type
        tenor:
          type: string
          description: Forward tenor if applicable
        timestamp:
          type: string
          format: date-time
          description: Rate timestamp
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: OAuth 2.0 bearer token for MX.3 API access
externalDocs:
  description: Murex MX.3 Market Data API Documentation
  url: https://docs.murex.com/mx3/marketdata-api