Murex MX.3 Market Data API

naftiko: 1.0.0-alpha2
info:
  label: Murex MX.3 Market 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.
  tags:
  - Murex
  - API
  created: '2026-05-06'
  modified: '2026-05-06'
capability:
  consumes:
  - type: http
    namespace: murex
    baseUri: https://api.murex.com/v1/marketdata
    description: Murex MX.3 Market Data API HTTP API.
    authentication:
      type: bearer
      token: '{{MUREX_TOKEN}}'
    resources:
    - name: quotes
      path: /quotes
      operations:
      - name: getquotes
        method: GET
        description: Murex Get market quotes
        inputParameters:
        - name: instrumentIds
          in: query
          type: string
          required: true
          description: Comma-separated list of instrument identifiers
        - name: fields
          in: query
          type: string
          description: Comma-separated list of quote fields to return
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: quotes-history
      path: /quotes/history
      operations:
      - name: getquotehistory
        method: GET
        description: Murex Get historical quotes
        inputParameters:
        - name: instrumentId
          in: query
          type: string
          required: true
          description: Instrument identifier
        - name: fromDate
          in: query
          type: string
          required: true
          description: Start date
        - name: toDate
          in: query
          type: string
          required: true
          description: End date
        - name: frequency
          in: query
          type: string
          description: Data frequency
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: curves
      path: /curves
      operations:
      - name: listcurves
        method: GET
        description: Murex List available curves
        inputParameters:
        - name: currency
          in: query
          type: string
          description: Filter by currency
        - name: curveType
          in: query
          type: string
          description: Filter by curve type
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: curves-curveid
      path: /curves/{curveId}
      operations:
      - name: getcurve
        method: GET
        description: Murex Get curve data
        inputParameters:
        - name: curveId
          in: path
          type: string
          required: true
          description: Curve unique identifier
        - name: asOfDate
          in: query
          type: string
          description: Curve valuation date
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: volatility-surfaces
      path: /volatility/surfaces
      operations:
      - name: listvolatilitysurfaces
        method: GET
        description: Murex List volatility surfaces
        inputParameters:
        - name: underlying
          in: query
          type: string
          description: Filter by underlying instrument or index
        - name: assetClass
          in: query
          type: string
          description: Filter by asset class
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: volatility-surfaces-surfaceid
      path: /volatility/surfaces/{surfaceId}
      operations:
      - name: getvolatilitysurface
        method: GET
        description: Murex Get volatility surface data
        inputParameters:
        - name: surfaceId
          in: path
          type: string
          required: true
          description: Volatility surface identifier
        - name: asOfDate
          in: query
          type: string
          description: Surface valuation date
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: fx-rates
      path: /fx/rates
      operations:
      - name: getfxrates
        method: GET
        description: Murex Get FX rates
        inputParameters:
        - name: currencyPairs
          in: query
          type: string
          required: true
          description: Comma-separated currency pairs (e.g., EURUSD,GBPUSD)
        - name: rateType
          in: query
          type: string
          description: Rate type
        - name: tenor
          in: query
          type: string
          description: Forward tenor (required when rateType is Forward)
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: fx-rates-history
      path: /fx/rates/history
      operations:
      - name: getfxratehistory
        method: GET
        description: Murex Get FX rate history
        inputParameters:
        - name: currencyPair
          in: query
          type: string
          required: true
          description: Currency pair (e.g., EURUSD)
        - name: fromDate
          in: query
          type: string
          required: true
        - name: toDate
          in: query
          type: string
          required: true
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: reference-calendars
      path: /reference/calendars
      operations:
      - name: listcalendars
        method: GET
        description: Murex List market calendars
        inputParameters:
        - name: country
          in: query
          type: string
          description: Filter by country code
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
    - name: reference-currencies
      path: /reference/currencies
      operations:
      - name: listcurrencies
        method: GET
        description: Murex List currencies
        outputRawFormat: json
        outputParameters:
        - name: result
          type: object
          value: $.
  exposes:
  - type: rest
    port: 8080
    namespace: murex-rest
    description: REST adapter for Murex MX.3 Market Data API.
    resources:
    - path: /quotes
      name: getquotes
      operations:
      - method: GET
        name: getquotes
        description: Murex Get market quotes
        call: murex.getquotes
        outputParameters:
        - type: object
          mapping: $.
    - path: /quotes/history
      name: getquotehistory
      operations:
      - method: GET
        name: getquotehistory
        description: Murex Get historical quotes
        call: murex.getquotehistory
        outputParameters:
        - type: object
          mapping: $.
    - path: /curves
      name: listcurves
      operations:
      - method: GET
        name: listcurves
        description: Murex List available curves
        call: murex.listcurves
        outputParameters:
        - type: object
          mapping: $.
    - path: /curves/{curveId}
      name: getcurve
      operations:
      - method: GET
        name: getcurve
        description: Murex Get curve data
        call: murex.getcurve
        with:
          curveId: rest.curveId
        outputParameters:
        - type: object
          mapping: $.
    - path: /volatility/surfaces
      name: listvolatilitysurfaces
      operations:
      - method: GET
        name: listvolatilitysurfaces
        description: Murex List volatility surfaces
        call: murex.listvolatilitysurfaces
        outputParameters:
        - type: object
          mapping: $.
    - path: /volatility/surfaces/{surfaceId}
      name: getvolatilitysurface
      operations:
      - method: GET
        name: getvolatilitysurface
        description: Murex Get volatility surface data
        call: murex.getvolatilitysurface
        with:
          surfaceId: rest.surfaceId
        outputParameters:
        - type: object
          mapping: $.
    - path: /fx/rates
      name: getfxrates
      operations:
      - method: GET
        name: getfxrates
        description: Murex Get FX rates
        call: murex.getfxrates
        outputParameters:
        - type: object
          mapping: $.
    - path: /fx/rates/history
      name: getfxratehistory
      operations:
      - method: GET
        name: getfxratehistory
        description: Murex Get FX rate history
        call: murex.getfxratehistory
        outputParameters:
        - type: object
          mapping: $.
    - path: /reference/calendars
      name: listcalendars
      operations:
      - method: GET
        name: listcalendars
        description: Murex List market calendars
        call: murex.listcalendars
        outputParameters:
        - type: object
          mapping: $.
    - path: /reference/currencies
      name: listcurrencies
      operations:
      - method: GET
        name: listcurrencies
        description: Murex List currencies
        call: murex.listcurrencies
        outputParameters:
        - type: object
          mapping: $.
  - type: mcp
    port: 9090
    namespace: murex-mcp
    transport: http
    description: MCP adapter for Murex MX.3 Market Data API for AI agent use.
    tools:
    - name: getquotes
      description: Murex Get market quotes
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.getquotes
      with:
        instrumentIds: tools.instrumentIds
        fields: tools.fields
      inputParameters:
      - name: instrumentIds
        type: string
        description: Comma-separated list of instrument identifiers
        required: true
      - name: fields
        type: string
        description: Comma-separated list of quote fields to return
      outputParameters:
      - type: object
        mapping: $.
    - name: getquotehistory
      description: Murex Get historical quotes
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.getquotehistory
      with:
        instrumentId: tools.instrumentId
        fromDate: tools.fromDate
        toDate: tools.toDate
        frequency: tools.frequency
      inputParameters:
      - name: instrumentId
        type: string
        description: Instrument identifier
        required: true
      - name: fromDate
        type: string
        description: Start date
        required: true
      - name: toDate
        type: string
        description: End date
        required: true
      - name: frequency
        type: string
        description: Data frequency
      outputParameters:
      - type: object
        mapping: $.
    - name: listcurves
      description: Murex List available curves
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.listcurves
      with:
        currency: tools.currency
        curveType: tools.curveType
      inputParameters:
      - name: currency
        type: string
        description: Filter by currency
      - name: curveType
        type: string
        description: Filter by curve type
      outputParameters:
      - type: object
        mapping: $.
    - name: getcurve
      description: Murex Get curve data
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.getcurve
      with:
        curveId: tools.curveId
        asOfDate: tools.asOfDate
      inputParameters:
      - name: curveId
        type: string
        description: Curve unique identifier
        required: true
      - name: asOfDate
        type: string
        description: Curve valuation date
      outputParameters:
      - type: object
        mapping: $.
    - name: listvolatilitysurfaces
      description: Murex List volatility surfaces
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.listvolatilitysurfaces
      with:
        underlying: tools.underlying
        assetClass: tools.assetClass
      inputParameters:
      - name: underlying
        type: string
        description: Filter by underlying instrument or index
      - name: assetClass
        type: string
        description: Filter by asset class
      outputParameters:
      - type: object
        mapping: $.
    - name: getvolatilitysurface
      description: Murex Get volatility surface data
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.getvolatilitysurface
      with:
        surfaceId: tools.surfaceId
        asOfDate: tools.asOfDate
      inputParameters:
      - name: surfaceId
        type: string
        description: Volatility surface identifier
        required: true
      - name: asOfDate
        type: string
        description: Surface valuation date
      outputParameters:
      - type: object
        mapping: $.
    - name: getfxrates
      description: Murex Get FX rates
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.getfxrates
      with:
        currencyPairs: tools.currencyPairs
        rateType: tools.rateType
        tenor: tools.tenor
      inputParameters:
      - name: currencyPairs
        type: string
        description: Comma-separated currency pairs (e.g., EURUSD,GBPUSD)
        required: true
      - name: rateType
        type: string
        description: Rate type
      - name: tenor
        type: string
        description: Forward tenor (required when rateType is Forward)
      outputParameters:
      - type: object
        mapping: $.
    - name: getfxratehistory
      description: Murex Get FX rate history
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.getfxratehistory
      with:
        currencyPair: tools.currencyPair
        fromDate: tools.fromDate
        toDate: tools.toDate
      inputParameters:
      - name: currencyPair
        type: string
        description: Currency pair (e.g., EURUSD)
        required: true
      - name: fromDate
        type: string
        description: fromDate
        required: true
      - name: toDate
        type: string
        description: toDate
        required: true
      outputParameters:
      - type: object
        mapping: $.
    - name: listcalendars
      description: Murex List market calendars
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.listcalendars
      with:
        country: tools.country
      inputParameters:
      - name: country
        type: string
        description: Filter by country code
      outputParameters:
      - type: object
        mapping: $.
    - name: listcurrencies
      description: Murex List currencies
      hints:
        readOnly: true
        destructive: false
        idempotent: true
      call: murex.listcurrencies
      outputParameters:
      - type: object
        mapping: $.
binds:
- namespace: env
  keys:
    MUREX_TOKEN: MUREX_TOKEN