Batched Maturity Bucket Percentiles

post

https://live.moment-api.com/v1/data/maturity-bucket/percentile/batch/

Computes several maturity-bucket percentile series in a single request.
Each series is identical in semantics to a GET /v1/data/maturity-bucket/percentile/ call: the shared percentile,
bucket_selection, buckets, and risk_group_id fields apply to every
series, and each series supplies its own filters object.

Use this instead of firing one request per filter set — the series run
concurrently server-side and share the request's caches.

The response keys each series' result by the key the request supplied.
Errors are all-or-nothing: if any series fails, the whole request fails
with the status the single-series endpoint would have returned.

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Body Params

bucket_selection

string

enum

Defaults to maturity_date

The date field to use for maturity bucket selection, applied to every
series. Defaults to 'maturity_date'.

'maturity_date': Group bonds by their maturity date
'workout_date': Group bonds by their workout date (call adjusted maturity date)

Allowed:

buckets

string

Comma-separated list of specific maturity buckets to include in every
series. If not specified, all buckets with data will be returned.
Available buckets: 1-3 mo, 3-6 mo, 6-9 mo, 9-12 mo, 1-1.5 yr, 1.5-2.5 yr, 2.5-3.5 yr, 3.5-4.5 yr, 4.5-5.5 yr, 5.5-6.5 yr, 6.5-7.5 yr, 7.5-8.5 yr, 8.5-9.5 yr, 9.5-10.5 yr, 10.5-11.5 yr, 11.5-12.5 yr, 12.5-13.5 yr, 13.5-14.5 yr, 14.5-15.5 yr, 15.5-16.5 yr, 16.5-17.5 yr, 17.5-18.5 yr, 18.5-19.5 yr, 19.5-20.5 yr, 20.5-21.5 yr, 21.5-22.5 yr, 22.5-23.5 yr, 23.5-24.5 yr, 24.5-25.5 yr, 25.5-26.5 yr, 26.5-27.5 yr, 27.5-28.5 yr, 28.5-29.5 yr, 29.5+ yr

percentile

number | null

required

0 to 100

The percentile value to calculate for each maturity bucket (0-100),
applied to every series. Required: omitting it, or sending an
explicit null, is rejected with a 400. The schema marks it nullable
only so code generation can tell an omitted value apart from 0,
which is itself a valid percentile.

risk_group_id

string

The risk group ID to filter for tradable inventory, applied to every
series. If left null, and a single risk group exists for the
organization, it will be used as the default risk group. If left
null, and more than one risk group exists, the request will fail.

series

array of objects

required

length between 1 and 16

The series to compute. Each entry supplies its own filters and a key
the result is returned under. Keys must be non-empty and unique.

series*

Responses

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Response

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application/json

200Successful response

400Bad Request

404Not Found