Exchange Time Series

Time series data can be converted from one unit into another, but this only works for static, known units with a constant conversion function. Sometimes, this is not the case.

Currencies are a prime example where the conversion factor changes over time. This is where exchange time series come in.

Creating the Exchange Time Series

Exchange time series are identified by having a unit that contains a division/fraction ("/") in it, i.e. "EUR/USD", "EUR/MWh" etc.

Create exchange time series

CODE

POST {protocol://host:port/basePath}/api/repositories/{repository}/timeseries HTTP/1.1
Accept: application/json
Content-Type: application/json
Authorization: Basic TWF4Ok11c3Rlcm1hbm4xMjM=
Content-Length: 340
Host: webtsm.hakom.at
Connection: Keep-Alive
User-Agent: Apache-HttpClient/4.1.1 (java 1.5)

{
  "ID": -1,
  "Name": "Conversion_TimeSeries",
  "Description": "This exchange time series is for documentation purpose.",
    "Type": 2,
    "Interval": {
    "Value": 3,
    "Multiplier": 1
  },
  "Unit": "EUR/USD",
  "Formula":null,
  "Quotation": false,
  "Audit": true,
  "Compressed": false,
  "ExchangeTimeSeries": []
}

Now a time series with the unit EUR is being created through the WebTSM Service. The series' property "ExchangeTimeSeries" is set to an array of

Create a EUR time series

CODE

POST {protocol://host:port/basePath}/api/repositories/{repository}/timeseries HTTP/1.1
Accept: application/json
Content-Type: application/json
Authorization: Basic TWF4Ok11c3Rlcm1hbm4xMjM=
Content-Length: 326
Host: webtsm.hakom.at
Connection: Keep-Alive
User-Agent: Apache-HttpClient/4.1.1 (java 1.5)

{
  "ID": -1,
  "Name": "Euro_TimeSeries",
  "Description": "This time series is for documentation puropse.",
    "Type": 2,
    "Interval": {
    "Value": 3,
    "Multiplier": 1
  },
  "Unit": "EUR",
  "Formula":null,
  "Quotation": false,
  "Audit": true,
  "Compressed": false,
  "ExchangeTimeSeries": [123456]
}

Writing Data

The first call saves data on the EUR time series.

Save EUR time series data

CODE

POST {protocol://host:port/basePath}/api/repositories/{repository}/timeseries/456789/data HTTP/1.1
Accept: application/json
Content-Type: application/json
Authorization: Basic TWF4Ok11c3Rlcm1hbm4xMjM=
Content-Length: 314
Host: webtsm.hakom.at
Connection: Keep-Alive
User-Agent: Apache-HttpClient/4.1.1 (java 1.5)

{
	"Interval": {
		"Value": 3,
		"Multiplier": 1
	}
	"Unit": "EUR",
	"Data": [
		{
   			"From": "2017-04-01T00:00:00Z",
   			"Value": 20.0,
   			"Flag": 9
		},
		{
   			"From": "2017-04-01T01:00:00Z",
   			"Value": 30.0,
   			"Flag": 9
		},
		{
   			"From": "2017-04-01T02:00:00Z",
   			"Value": 40.0,
   			"Flag": 9
		}
	]
}

Now the conversion rate is saved to the exchange time series.

Save conversion values to the exchange time series

CODE

POST {protocol://host:port/basePath}/api/repositories/{repository}/timeseries/123456/data HTTP/1.1
Accept: application/json
Content-Type: application/json
Authorization: Basic TWF4Ok11c3Rlcm1hbm4xMjM=
Content-Length: 314
Host: webtsm.hakom.at
Connection: Keep-Alive
User-Agent: Apache-HttpClient/4.1.1 (java 1.5)

{
	"Interval": {
		"Value": 3,
		"Multiplier": 1
	},
	"Unit": "EUR/USD",
	"Data": [
		{
   			"From": "2017-04-01T00:00:00Z",
   			"Value": 0.81,
   			"Flag": 9
		},
		{
  			"From": "2017-04-01T01:00:00Z",
   			"Value": 0.91,
   			"Flag": 9
		},
		{
   			"From": "2017-04-01T02:00:00Z",
   			"Value": 1.01,
   			"Flag": 9
		}
	]
}

Reading Data

After saving the actual data and the conversion rates, the data can be read in USD from the time series where the actual data (not the conversion rates) has been saved. To achieve this, the unit query parameter has to be set to USD (see the URI of the following call).

Reading the data in USD

XML

GET {protocol://host:port/basePath}/api/repositories/{repository}/timeseries/456789/data?from=2017-04-01T00%3A00%3A00Z&to=2017-04-01T03%3A00%3A00Z&unit=USD&interval=3&intervalMultiplier=1 HTTP/1.1
Accept: application/json
Authorization: Basic TWF4Ok11c3Rlcm1hbm4xMjM=
Host: webtsm.hakom.at
Connection: Keep-Alive
User-Agent: Apache-HttpClient/4.1.1 (java 1.5)

The service responds with the following data:

Response from service

CODE

{
	"Interval": {
		"Value": 3,
		"Multiplier": 1
	},
	"Unit": "USD",
	"Data": [
      	{
      		"From": "2017-04-01T00:00:00Z",
      		"Value": 24.691358024691358,
      		"Flag": 9
   		},
      	{
      		"From": "2017-04-01T01:00:00Z",
      		"Value": 32.967032967032964,
      		"Flag": 9
   		},
      	{
      		"From": "2017-04-01T02:00:00Z",
      		"Value": 39.603960396039604,
      		"Flag": 9
   		}
	]
}