extractMktData

Syntax

extractMktData(mktData)

Arguments

mktData is a MKTDATA scalar or a tuple of MKTDATA scalars.

Details

Extract the data within the MKTDATA object(s).

Return value:

  • Returns a dictionary if the mktData is a scalar.

  • Returns a tuple of dictionaries if the mktData is a tuple.

Examples

fxSpot = {
    "mktDataType": "Spot",
    "referenceDate": 2025.08.18,
    "version": 0, 
    "spotDate": 2025.08.20,
    "spotType": "FxSpot",
    "value": 7.2659,
    "unit": "USDCNY"
}
fxSpot = parseMktData(fxSpot)
print extractMktData(fxSpot)

/* output
fxSpot = {
    "mktDataType": "Spot",
··· 12 lines in total ···
mktDataType->Spot
spotType->FxSpot
spotDate->2025.08.20
referenceDate->2025.08.18
value->7.265900000000001
unit->USDCNY
version->0
underlying->USDCNY
*/

Related function: parseMktData