Skip to content

Instantly share code, notes, and snippets.

Last active Oct 30, 2019
What would you like to do?
Post marks to Empirasign's Validated Evaluted Pricing (VEP) Service API endpoint
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
example script showing how to post daily marks to Empirasign's API
endpoint for the VEP (Validated Evaluated Pricing) Service, a crowd sourced
statistically robust tool for outlier detection
To get set up with a Free Trial, contact us at:
+1 646-837-8849
import requests
API_KEY = "{MY_API_KEY}" # provided by Empirasign
API_SECRET = "{MY_API_SECRET}" # provided by Empirasign
API_URL = ''
MAX_ITEMS = 50000 # cannot post more than 50K items at time
marks = [
{"uid": "56578DAA3", "price": 89.25}, # cusip/isin and price are required
{"uid": "86358EUD6", "price": 78.25, "tag": "legacy-subprime"}, # optional tag
{"uid": "3137FLZX5", "price": 19.95, "delta": 0.75}, # optional delta
{"uid": "57645TAA5", "price": 98.10, "delta": 0.45, "tag": "pl_floater"} # full set
data = {'api_key': API_KEY, 'api_secret': API_SECRET, 'bonds': marks[:MAX_ITEMS]}
resp =, json=data)
assert resp.status_code == 200 # make sure all good
print(resp.status_code, resp.text)
# 200 {"meta": {"results": "OK", "errors": {}}, "records_inserted": 4}
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment