openapi: 3.2.0
info:
  title: Moment Market Data API
  version: 1.0.0
  contact:
    name: Moment Support
    email: support@withmoment.com
    url: https://withmoment.com/support
  description: 'Operations tagged Market Data across 2 of this provider''s published API definitions: moment-data-api-openapi.yml, moment-live-inventory-api-openapi.yml. Each path carries the servers of the definition it was published in.'
servers:
- url: https://live.moment-api.com
- url: https://paper.moment-api.com
tags:
- name: Market Data
paths:
  /v1/data/instrument/{instrument_id}/price/:
    get:
      tags:
      - Market Data
      summary: Historical Prices
      parameters:
      - $ref: '#/components/parameters/instrument_id'
      - name: frequency
        in: query
        required: true
        schema:
          type: string
          enum:
          - 1day
          - 15min
          - 1min
          default: 1day
        description: "Frequency of price observations. Each frequency has a pre-defined maximum time range. Currently supported frequencies and ranges are:\n\n- **1day**:\n  EOD close prices.\n\n  Maximum supported time range: daily price history since 2018.\n\n- **15min**:\n  15 minute interval prices.\n\n  Maximum supported time range: 15 days.\n\n- **1min**:\n  1 minute tick prices.\n\n  Maximum supported time range: 1 day."
      - name: start
        in: query
        required: true
        schema:
          type: string
          format: date
          example: '2023-07-31'
        description: Filter data equal to or after this time in YYYY-MM-DD format.
      - name: end
        in: query
        required: true
        schema:
          type: string
          format: date
          example: '2021-08-04'
        description: Filter data equal to or before this time in YYYY-MM-DD format.
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PricesResponse'
      operationId: getPrices
      description: 'The Price Chart API returns aggregate data for a given bond identifier over a specified time period. This should be queried on demand to provide users with a chart of prices for a given bond.


        ### Usage Information


        If the specified bond exists in our universe, you will receive a response with all available price data for the specified time frame. If there is no price data for the specified bond in the given time period, the response will contain an empty `data` array.


        If the specified bond does not exist in our universe or is inactive, you will receive an `invalid_request` error.


        The start and end days define a time range for retrieval. For example, to receive data for August 5, 2023, you would set `start=2023-08-05` and `end=2023-08-06`. This will _not_ return data for August 6, 2023.


        ### Return Value Information


        Returned results are sorted by price timestamp in ascending order.


        Note that in rare cases, there may not be a price for every window. E.g., there may be prices for 12:00, 12:15, and 12:45, but not 12:30. If you are showing prices to end users and want to show a continuous dataset, you can carry forward the prices from the previous time window. E.g., if the 12:15 price was $80, you would use $80 for the 12:30 price as well.


        The timestamp we return is a timestamp for the _start_ of an interval with the selected frequency. For example, if we return a timestamp of `2023-08-05T14:30:00Z`, then we are returning the aggregate price for the interval from `2023-08-05T14:30:00Z` to `2023-08-05T14:45:00Z`.'
      security:
      - bearerAuth: []
    servers:
    - url: https://live.moment-api.com
    - url: https://paper.moment-api.com
  /v1/data/marks/:
    get:
      tags:
      - Market Data
      summary: Last Price
      description: 'The marks endpoint can be used to retrieve the most recently observed price for each ISIN in a collection of ISINs (up to 100 maximum). It is intended to be used to mark a portfolio''s current value.

        The response will contain a list of mark objects, ordered by ISIN ascending, corresponding to the requested list.

        Each mark object will either contain the mark details or an error message if the mark cannot be retrieved (not found, not tradable, not priced).

        If the request is malformed, the endpoint will fail and return an error message.'
      responses:
        '200':
          description: Success
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: '#/components/schemas/Mark'
      operationId: getMarks
      parameters:
      - description: A comma-separated list of instruments to get marks for, capped at 100 ISINs/CUSIPs.
        required: true
        in: query
        name: instruments
        explode: false
        schema:
          type: array
          items:
            type: string
      security:
      - bearerAuth: []
    servers:
    - url: https://live.moment-api.com
    - url: https://paper.moment-api.com
  /v1/data/maturity-bucket/percentile/:
    get:
      tags:
      - Market Data
      summary: Maturity Bucket Percentiles
      description: 'The maturity bucket percentiles endpoint groups bond inventory by maturity

        buckets and calculates yield to worst percentiles for each bucket.


        This endpoint accepts the same filtering parameters as the inventory endpoint

        to filter bonds, then groups them by maturity ranges and returns ask and bid

        yield to worst (YTW) values at the specified percentile for each bucket.


        Bucket Selection:

        - Use ''bucket_selection'' parameter to choose between ''maturity_date'' or ''workout_date'' for grouping

        - Use ''buckets'' parameter to filter for specific maturity buckets only


        Available maturity 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'
      operationId: getMaturityBucketPercentiles
      parameters:
      - $ref: '#/components/parameters/inventory_filters'
      - name: percentile
        in: query
        description: The percentile value to calculate for each maturity bucket (0-100)
        required: true
        schema:
          type: number
          maximum: 100
          minimum: 0
        example: 75
      - name: bucket_selection
        in: query
        description: 'The date field to use for maturity bucket selection. Defaults to ''maturity_date''.

          - ''maturity_date'': Group bonds by their maturity date

          - ''workout_date'': Group bonds by their workout date (call adjusted maturity date)'
        schema:
          type: string
          default: maturity_date
          enum:
          - maturity_date
          - workout_date
      - name: buckets
        in: query
        description: 'Comma-separated list of specific maturity buckets to include in the response.

          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'
        schema:
          type: string
        example: 1.5-2.5 yr,2.5-3.5 yr,3.5-4.5 yr
      - name: risk_group_id
        in: query
        description: 'The risk group ID to filter for tradable inventory. 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.'
        schema:
          type: string
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/MaturityBucketResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/paths/~1v1~1data~1inventory~1/get/responses/400/content/application~1json/schema'
        '404':
          description: Not Found
          content:
            application/json:
              schema:
                $ref: '#/paths/~1v1~1data~1inventory~1/get/responses/400/content/application~1json/schema'
        '503':
          description: Service Unavailable
          content:
            application/json:
              schema:
                $ref: '#/paths/~1v1~1data~1inventory~1/get/responses/400/content/application~1json/schema'
    servers:
    - url: https://live.moment-api.com
    - url: https://paper.moment-api.com
  /v1/data/maturity-bucket/percentile/batch/:
    post:
      tags:
      - Market Data
      summary: Batched Maturity Bucket Percentiles
      description: '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.'
      operationId: postMaturityBucketPercentilesBatch
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/MaturityBucketPercentileBatchRequest'
        required: true
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/MaturityBucketPercentileBatchResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/paths/~1v1~1data~1inventory~1/get/responses/400/content/application~1json/schema'
        '404':
          description: Not Found
          content:
            application/json:
              schema:
                $ref: '#/paths/~1v1~1data~1inventory~1/get/responses/400/content/application~1json/schema'
        '503':
          description: Service Unavailable
          content:
            application/json:
              schema:
                $ref: '#/paths/~1v1~1data~1inventory~1/get/responses/400/content/application~1json/schema'
    servers:
    - url: https://live.moment-api.com
    - url: https://paper.moment-api.com
components:
  schemas:
    isin:
      type: string
      title: ISIN
      description: The International Securities Identification Number (ISIN) is a 12-digit alphanumeric code that uniquely identifies a specific security.
      example: US594918AD66
      minLength: 12
      maxLength: 12
    MarkDetails:
      type:
      - object
      - 'null'
      properties:
        timestamp:
          type: string
          description: Timestamp of the most recent pricing estimate in RFC-3339 format with nanosecond precision.
          format: date-time
        price:
          type: number
          description: Price estimation for the current instrument as a percentage of par.
        dirty_price:
          type: number
          description: The "dirty price" for an instrument. Defined as price + accrued interest as a percentage of par.
        accrued_interest:
          type: number
          description: Accrued interest for the instrument represented as dollar-per-bond at par value.
        yield_to_worst:
          type:
          - number
          - 'null'
          description: The instrument's worst possible yield, which is the minimum of the yield to maturity and all yield to call values.
        yield_to_maturity:
          type:
          - number
          - 'null'
          description: The yield to maturity is the annual rate of return that a bond has assuming it is held to maturity and does not default.
    Price:
      title: Price
      type: object
      description: 'The prices API returns aggregate data for the requested security.

        '
      properties:
        timestamp:
          type: string
          description: Timestamp in RFC-3339 format with nanosecond precision.
          format: date-time
        price:
          type: number
          description: Evaluated price for market mid.
        yield_to_worst:
          type:
          - number
          - 'null'
          description: Evaluated yield to worst for market mid.
        yield_to_maturity:
          type:
          - number
          - 'null'
          description: Evaluated yield to maturity for market mid.
      required:
      - timestamp
      - price
      - yield_to_worst
    cusip:
      type:
      - string
      - 'null'
      title: CUSIP
      description: 'The CUSIP is a nine-digit numeric or nine-character alphanumeric code that identifies a North American financial security.


        Note: Available to licensed users only.

        The Committee on Uniform Securities Identification Procedures (CUSIP) identifier for all stocks and registered bonds.

        CUSIPs are unique security identifiers managed by The CUSIP Service Bureau.'
      example: H00402625
      minLength: 9
      maxLength: 9
    PricesResponse:
      description: ''
      type: object
      title: PricesResponse
      properties:
        count:
          type: integer
          description: The total number of price observations found that match the query.
        next:
          type:
          - string
          - 'null'
          format: URL
          description: The URL to the next page of results (if any exist). Null if no more pages.
        prev:
          type:
          - string
          - 'null'
          format: URL
          description: The URL to the previous page of results (if any exist). Null if no earlier pages.
        data:
          type: array
          uniqueItems: true
          description: The array of price data
          items:
            $ref: '#/components/schemas/Price'
      required:
      - isin
      - cusip
      - data
    Mark:
      title: Mark
      type: object
      description: 'The mark for a given security, containing the most recent observed price for an instrument, used for marking a portfolios current value.

        If the mark can be retrieved, the details field will be populated with the mark details and the error field will be null.

        If the mark cannot be retrieved, the error field will be populated with an error message and the details field will be null.'
      properties:
        isin:
          $ref: '#/components/schemas/isin'
        cusip:
          $ref: '#/components/schemas/cusip'
        details:
          $ref: '#/components/schemas/MarkDetails'
        error:
          type:
          - string
          - 'null'
          description: An error message if the mark cannot be retrieved (not found, not tradable, not priced), null otherwise.
          example: null
      required:
      - isin
      - timestamp
      - details
      - error
    MaturityBucketResponse:
      type: object
      properties:
        bey_conversion_applied:
          description: 'Indicates whether bond equivalent yield (BEY) normalization was applied.

            When true, Treasury bills (identified by treasury_subtype=''bill'') have had

            their discount yields converted to BEY for comparability with other bond types.

            '
          type: boolean
          example: true
        bucket_selection:
          description: The date field used for maturity bucket selection
          type: string
          example: maturity_date
          enum:
          - maturity_date
          - workout_date
        count:
          description: The total number of instruments included across all buckets
          type: integer
        data:
          description: Array of maturity buckets with their corresponding percentile YTW values
          type: array
          items:
            $ref: '#/components/schemas/MaturityBucketData'
        percentile:
          description: The percentile that was calculated
          type: number
          example: 75
      title: MaturityBucketResponse
    MaturityBucketPercentileBatchRequest:
      type: object
      properties:
        bucket_selection:
          description: '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)'
          type: string
          default: maturity_date
          enum:
          - maturity_date
          - workout_date
        buckets:
          description: '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'
          type: string
          example: 1.5-2.5 yr,2.5-3.5 yr,3.5-4.5 yr
        percentile:
          description: '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.'
          type:
          - number
          - 'null'
          example: 90
          maximum: 100
          minimum: 0
        risk_group_id:
          description: '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.'
          type: string
        series:
          description: '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.'
          type: array
          items:
            $ref: '#/components/schemas/MaturityBucketPercentileBatchSeries'
          maxItems: 16
          minItems: 1
      required:
      - percentile
      - series
      title: MaturityBucketPercentileBatchRequest
    MaturityBucketPercentileBatchSeries:
      type: object
      properties:
        filters:
          description: 'The filters selecting this series'' instruments, as a JSON object whose keys are

            fields to filter on or operators. Send the object itself, not a JSON-encoded

            string.

            Example: {"cusip": {"in": ["035240AQ3"]}, "maturity_date": {"lt": "2030-01-01"}}'
          $ref: '#/components/schemas/InventoryFilter'
        key:
          description: The key this series' result is returned under. Must be non-empty and unique within the request.
          type: string
          example: corporate_aa_plus
          maxLength: 64
          minLength: 1
      required:
      - key
      - filters
      title: MaturityBucketPercentileBatchSeries
    InventoryFilter:
      description: 'In a filter object, each key is either a field to filter on or an operator.

        Each value is either a filter condition object or, in the case of certain

        operators, an array of filter objects.


        Some of the fields which can be filtered on are explicitly defined on this schema.

        Any of the other fields in the reference data model can be used as an

        InventoryFilter key.'
      type: object
      properties:
        and:
          description: Filter operator key with array value of filter objects to be combined with AND.
          type: array
          items:
            $ref: '#/components/schemas/InventoryFilter'
        country_issue:
          $ref: '#/components/schemas/InventoryFilterCondition'
        country_of_risk:
          $ref: '#/components/schemas/InventoryFilterCondition'
        coupon:
          $ref: '#/components/schemas/InventoryFilterCondition'
        currency:
          $ref: '#/components/schemas/InventoryFilterCondition'
        cusip:
          $ref: '#/components/schemas/InventoryFilterCondition'
        description:
          $ref: '#/components/schemas/InventoryFilterCondition'
        emerging_status:
          $ref: '#/components/schemas/InventoryFilterCondition'
        isin:
          $ref: '#/components/schemas/InventoryFilterCondition'
        issue_date:
          $ref: '#/components/schemas/InventoryFilterCondition'
        issuer:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_institutional_aggregate:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_institutional_buy:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_institutional_sell:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_micro_aggregate:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_micro_buy:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_micro_sell:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_retail_aggregate:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_retail_buy:
          $ref: '#/components/schemas/InventoryFilterCondition'
        liquidity_retail_sell:
          $ref: '#/components/schemas/InventoryFilterCondition'
        lowest_rating:
          $ref: '#/components/schemas/InventoryFilterCondition'
        maturity_date:
          $ref: '#/components/schemas/InventoryFilterCondition'
        min_trade_market_value:
          $ref: '#/components/schemas/InventoryFilterCondition'
        naics_sector:
          $ref: '#/components/schemas/InventoryFilterCondition'
        naics_subsector:
          $ref: '#/components/schemas/InventoryFilterCondition'
        not:
          description: Filter operator key with a filter object to be negated.
          $ref: '#/components/schemas/InventoryFilter'
        objective_score:
          description: 'Filter on the computed objective score. Requires an

            `objective_function` in the request — the score is computed from

            it per bond. Supports only the numeric comparison operators

            (equal_to, not_equal_to, greater_than, greater_than_or_equal_to,

            less_than, less_than_or_equal_to) and is_null, with numeric

            values. Combine with `sort_by: ["objective_score.desc"]` to rank

            and threshold in one query.'
          $ref: '#/components/schemas/InventoryFilterCondition'
        or:
          description: Filter operator key with array value of filter objects to be combined with OR.
          type: array
          items:
            $ref: '#/components/schemas/InventoryFilter'
        pre_fee_price:
          $ref: '#/components/schemas/InventoryFilterCondition'
        pre_fee_yield_to_maturity:
          $ref: '#/components/schemas/InventoryFilterCondition'
        pre_fee_yield_to_worst:
          $ref: '#/components/schemas/InventoryFilterCondition'
        price:
          $ref: '#/components/schemas/InventoryFilterCondition'
        sector:
          $ref: '#/components/schemas/InventoryFilterCondition'
        sp_rating:
          $ref: '#/components/schemas/InventoryFilterCondition'
        treasury_benchmark:
          $ref: '#/components/schemas/InventoryFilterCondition'
        type:
          $ref: '#/components/schemas/InventoryFilterCondition'
        workout_date:
          $ref: '#/components/schemas/InventoryFilterCondition'
        yield_to_maturity:
          $ref: '#/components/schemas/InventoryFilterCondition'
        yield_to_worst:
          $ref: '#/components/schemas/InventoryFilterCondition'
      example:
        best_bid_yield:
          greater_than: 6.5
        maturity_date:
          less_than: '2030-01-01'
          greater_than: '2026-01-01'
        sp_rating:
          greater_than: BBB
        issuer:
          includes: Apple
        liquidity_institutional_buy:
          in:
          - 3
          - 4
          - 5
        or:
        - description:
            starts_with: app
        - description:
            starts_with: united
      additionalProperties:
        $ref: '#/components/schemas/InventoryFilterCondition'
    InventoryFilterCondition:
      type: object
      properties:
        ends_with:
          description: String to end with in the filter.
          type: string
        equal_to:
          description: Exact value for the filter.
          oneOf:
          - type: string
          - type: number
        greater_than:
          description: Greater than value for the filter.
          oneOf:
          - type: string
          - type: number
        greater_than_or_equal_to:
          description: Greater than or equal to value for the filter.
          oneOf:
          - type: string
          - type: number
        in:
          description: Array of values for the filter.
          type: array
          items:
            oneOf:
            - type: string
            - type: number
        in_filter_list:
          description: Filter by values from a named filter list. The value is the filter list ID (e.g., "list_01ABC123").
          type: string
        includes:
          description: String to include in the filter.
          type: string
        is_null:
          description: Boolean to filter for null / not-null values.
          type: boolean
        less_than:
          description: Less than value for the filter.
          oneOf:
          - type: string
          - type: number
        less_than_or_equal_to:
          description: Less than or equal to value for the filter.
          oneOf:
          - type: string
          - type: number
        not_equal_to:
          description: Not equal to value for the filter.
          oneOf:
          - type: string
          - type: number
        not_in:
          description: Array of values not to include in the filter.
          type: array
          items:
            oneOf:
            - type: string
            - type: number
        not_in_filter_list:
          description: Exclude values that are in a named filter list. The value is the filter list ID (e.g., "list_01ABC123").
          type: string
        not_includes:
          description: String not to include in the filter.
          type: string
        starts_with:
          description: String to start with in the filter.
          type: string
    MaturityBucketPercentileBatchResponse:
      type: object
      properties:
        bucket_selection:
          description: The date field used for maturity bucket selection
          type: string
          example: maturity_date
          enum:
          - maturity_date
          - workout_date
        percentile:
          description: The percentile that was calculated
          type: number
          example: 90
        series:
          description: The computed series, keyed by the key supplied in the request
          type: object
          additionalProperties:
            $ref: '#/components/schemas/MaturityBucketPercentileBatchSeriesResult'
      title: MaturityBucketPercentileBatchResponse
    MaturityBucketPercentileBatchSeriesResult:
      type: object
      properties:
        count:
          description: The total number of instruments included across all buckets in this series
          type: integer
        data:
          description: Array of maturity buckets with their corresponding percentile YTW values
          type: array
          items:
            $ref: '#/components/schemas/MaturityBucketData'
      title: MaturityBucketPercentileBatchSeriesResult
    MaturityBucketData:
      type: object
      properties:
        ask_ytw_percentile:
          description: The ask yield to worst at the specified percentile for this bucket
          type:
          - number
          - 'null'
          example: 4.25
        bid_ytw_percentile:
          description: The bid yield to worst at the specified percentile for this bucket
          type:
          - number
          - 'null'
          example: 4.15
        bucket:
          description: The maturity bucket range
          type: string
          example: 3.5-4.5 yr
          enum:
          - 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
        instrument_count:
          description: Number of instruments in this maturity bucket
          type: integer
          example: 45
      title: MaturityBucketData
  parameters:
    instrument_id:
      name: instrument_id
      in: path
      required: true
      description: Instrument CUSIP or ISIN
      schema:
        type: string
        example: US91915WAB81
    inventory_filters:
      name: filters
      description: "The filters for live inventory are in the format of a JSON object. In a\nfilter object, each key is either a field to filter on or an operator.\nEach value is either a filter condition object or, in the case of\ncertain operators, an array of filter objects.\n\nA filter condition object can contain the following fields:\n\n* equal_to: Exact value for the filter.\n* not_equal_to: Not equal to value for the filter.\n* greater_than: Greater than value for the filter.\n* greater_than_or_equal_to: Greater than or equal to value for the filter.\n* less_than: Less than value for the filter.\n* less_than_or_equal_to: Less than or equal to value for the filter.\n* in: Array of values for the filter.\n* not_in: Array of values not to include in the filter.\n* is_null: Boolean to filter for null / not-null values.\n* includes: String to include in the filter.\n* not_includes: String not to include in the filter.\n* starts_with: String to start with in the filter.\n* ends_with: String to end with in the filter.\n\nThe fields that can be filtered on are:\n\n* price\n* yield_to_maturity\n* yield_to_worst\n* isin\n* cusip\n* issuer\n* sector\n* description\n* type\n* issue_date\n* maturity_date\n* workout_date\n* treasury_benchmark\n* sp_rating\n* lowest_rating\n* lowest_rating_rank\n* coupon\n* currency\n* country_issue\n* country_of_risk\n* emerging_status\n* liquidity_micro_buy\n* liquidity_micro_sell\n* liquidity_micro_aggregate\n* liquidity_retail_buy\n* liquidity_retail_sell\n* liquidity_retail_aggregate\n* liquidity_institutional_buy\n* liquidity_institutional_sell\n* liquidity_institutional_aggregate\n* Any of the other fields in the reference data model.\n\nThe operators that can be used are:\n* and: Array of filter objects to be combined with an AND operator.\n* not: Filter object to be negated.\n* or: Array of filter objects to be combined with an OR operator.\n\nFor example, a sample filter object might look like this:\n\n```json\n{\n  \"yield_to_worst\": {\n    \"greater_than\": 6.5\n  },\n  \"price\": {\n    \"less_than\": 100\n  },\n  \"maturity_date\": {\n    \"less_than\": \"2030-01-01\",\n    \"greater_than\": \"2026-01-01\"\n  },\n  \"sp_rating\": {\n    \"greater_than\": \"BBB\"\n  },\n  \"issuer\": {\n    \"includes\": \"Apple\"\n  },\n  \"liquidity_institutional_buy\": {\n    \"in\": [3, 4, 5]\n  },\n  \"or\": [\n    {\n      \"description\": {\n        \"starts_with\": \"app\"\n      }\n    },\n    {\n      \"description\": {\n        \"starts_with\": \"united\"\n      }\n    }\n  ]\n}\n```\n\nThis must be encoded as a JSON string in the query parameter."
      in: query
      required: true
      schema:
        type: string
      example: "{\n  \"yield_to_worst\": {\n    \"greater_than\": 6.5\n  },\n  \"price\": {\n    \"less_than\": 100\n  },\n  \"maturity_date\": {\n    \"less_than\": \"2030-01-01\",\n    \"greater_than\": \"2026-01-01\"\n  },\n  \"sp_rating\": {\n    \"greater_than\": \"BBB\"\n  },\n  \"issuer\": {\n    \"includes\": \"Apple\"\n  },\n  \"liquidity_institutional_buy\": {\n    \"in\": [3, 4, 5]\n  }\n}\n"
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
x-refined-from:
- moment-data-api-openapi.yml
- moment-live-inventory-api-openapi.yml
x-provenance:
  method: searched
  source: https://docs.moment.com/reference
  harvested: '2026-10-14'
  tool: harvest-readme-openapi.py
  note: Assembled verbatim from the OpenAPI definition ReadMe embeds in each operation page of the provider's developer portal; paths and components merged by API title, nothing authored.
  assembled_from:
  - https://docs.moment.com/reference/addfixipallowlist.md
  - https://docs.moment.com/reference/getfixipallowlist.md
  - https://docs.moment.com/reference/removefixipallowlist.md
  - https://docs.moment.com/reference/updateorganizationipallowlist.md
  merge:
    pages: 4
    deduped: 7
    conflicts_kept_first: 0