Murex

Murex Reference Data API

Market reference and static data

Documentation GitHub OpenAPI

Operations 2

GET /reference/calendars Murex List market calendars #

GET /reference/currencies Murex List currencies #

Specifications

⚙

OpenAPI

https://raw.githubusercontent.com/api-evangelist/murex/refs/heads/main/openapi/murex-reference-data-api-openapi.yml

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OpenAPI Specification

openapi: 3.2.0
info:
  title: Murex MX.3 Market Data Accounting Reference Data 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: Reference Data
  description: Market reference and static data
paths:
  /reference/calendars:
    get:
      operationId: listCalendars
      summary: Murex List market calendars
      description: Retrieve available market and business day calendars.
      tags:
      - Reference Data
      parameters:
      - name: country
        in: query
        description: Filter by country code
        schema:
          type: string
      - $ref: '#/components/parameters/limit'
      - $ref: '#/components/parameters/offset'
      responses:
        '200':
          description: List of calendars
          content:
            application/json:
              schema:
                type: object
                properties:
                  items:
                    type: array
                    items:
                      $ref: '#/components/schemas/Calendar'
                  totalCount:
                    type: integer
        '401':
          description: Unauthorized
  /reference/currencies:
    get:
      operationId: listCurrencies
      summary: Murex List currencies
      description: Retrieve supported currencies and their configurations.
      tags:
      - Reference Data
      responses:
        '200':
          description: List of currencies
          content:
            application/json:
              schema:
                type: object
                properties:
                  items:
                    type: array
                    items:
                      $ref: '#/components/schemas/Currency'
        '401':
          description: Unauthorized
components:
  parameters:
    limit:
      name: limit
      in: query
      description: Maximum number of results to return
      schema:
        type: integer
        default: 50
        maximum: 500
    offset:
      name: offset
      in: query
      description: Number of results to skip for pagination
      schema:
        type: integer
        default: 0
  schemas:
    Calendar:
      type: object
      properties:
        calendarId:
          type: string
          description: Calendar identifier
        name:
          type: string
          description: Calendar name
        country:
          type: string
          description: Country code
        description:
          type: string
          description: Calendar description
        holidays:
          type: array
          items:
            type: object
            properties:
              date:
                type: string
                format: date
              name:
                type: string
    Currency:
      type: object
      properties:
        code:
          type: string
          description: ISO 4217 currency code
        name:
          type: string
          description: Currency name
        decimalPlaces:
          type: integer
          description: Number of decimal places
        dayCountConvention:
          type: string
          description: Default day count convention
        spotLag:
          type: integer
          description: Spot settlement lag in business days
        calendar:
          type: string
          description: Associated business day calendar
  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