TS API for Reports and Market Data : Treasury Systems

The TS API lets users and data centres fetch data from TS reports and market data:

Report data: any report in TS, run in real time (/realtime/), or a daily snapshot of a system report (/atdate/ and /daterange/).
Market data: FX and interest rates and more, as they're shown in TS.

Get started

There are two ways to authenticate:

As yourself, with your Entra ID or TS user. Use this to connect Excel or Power BI; see Use Excel or Power BI to access TS Report and Market data API.
With JWT bearer tokens. Use this with integration platforms (Logic Apps and others) or tools and scripts (Python, PowerShell, cURL, Postman and others); see Use Tools, Scripting or Integration Platforms to access TS Report and Market Data API.

Give a user access for Excel or Power BI

Sign in to TS as a user with permission to edit users.
In Roles & Permissions, give the user who wants to use the API from Excel or Power BI the permission Public API Access.

The API now accepts that user's requests.

Set up token access for tools, scripts and applications

Set up an application in your identity provider. If your organisation uses Entra ID, see Register an application in Microsoft Entra ID for the TS API.
Call the API once, so that TS creates an API user; see Use Tools, Scripting or Integration Platforms to access TS Report and Market Data API.
Sign in to TS as a user with permission to edit users, and give the new API user the permission Public API Access.

The API now accepts the application's requests.

Ways to call the API

Tool	How
Excel or Power BI	See Use Excel or Power BI to access TS Report and Market data API.
cURL, PowerShell, Logic Apps	See the examples in Use Tools, Scripting or Integration Platforms to access TS Report and Market Data API.
Postman	Add an application and create a token; see Register an application in Microsoft Entra ID for the TS API.
Python	Download the attached file FetchTSdata.py (below the article) and update the tenant and customer name (domain) in it.

Versions

Every request names an API version: add /v and the version number to the endpoint's URL. Old versions are kept for six months.

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/realtime/v3

Release	Version	Added
26.5	v4	VaR scenarios (`/var/`) and historical market values (`/historicalmarketvalue/`)
26.4	v4	FX rates against a specific currency, rather than by the currency hierarchy set in Currencies (see FX rates)
25.13	v3	Intraday rates in `/fx/` and `/fxfwd/`
25.9	v3	The reports in TS (see Reports (create new and update a report)), as an extension of `/realtime/`
25.7	v3	Date ranges for FX and interest rate market data; FX market data against a currency; YTD and MTD rates, and bid and ask rates with forward points; the parameter `date` (called `dateCode` before)
25.3	v2	The `/fxfwd/` endpoint, interpolating rates for specific maturity dates
25.1	v2	An improved JSON format

Report data endpoints

The base URL for report data is:

https://ts.treasurysystems.com/tenants/[CUSTOMERNAME]/api/reportdata/

The /atdate/ and /daterange/ endpoints return a snapshot taken every day at 21:00 CET, based on a system report you manage in TS; see Save Report Data to the API. You can update the snapshot with the TS Autopilot; see Schedule the saving/updating of API data.

/atdate/

Returns the dataset created on the date you give.

Parameter	Required	Description
`date`	Yes	The date to fetch the dataset for, as a date code (see Date codes below)

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/atdate/v3?date=20241001

/realtime/

Runs the system report in real time and returns its data. If anything changes in TS and you call it again the same day, you may get a different dataset. This endpoint has no parameters.

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/realtime/v3

/realtime/[report ID]/

Runs the report with the given ID in real time and returns its current data. If anything changes in TS, the next call may return a different dataset. To find a report's ID, select Report ID in the reports view.

The reports view in TS with Report ID selected, showing each report's ID next to its name

The three parameters are optional. Each one replaces the value saved in the report. They aren't supported for the "Multiple Balance Days" report.

Parameter	Required	Description
`balanceDate`	No	The report's balance date
`measuringPeriodStart`	No	The start of the report's measuring period
`measuringPeriodEnd`	No	The end of the report's measuring period

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/realtime/12345/v3?balanceDate=2025-04-01&measuringPeriodStart=2025-04-01&measuringPeriodEnd=2025-06-30
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/realtime/10066/v3?balanceDate=2025-05-31
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/realtime/10066/v3

Report 10066 in TS, with its saved balance date marked on the Overview tab

/daterange/

Works like /atdate/, but returns every dataset between two dates, as a JSON collection. For example, fromDate=20240301 and toDate=20240401 return the daily datasets from 1 March to 1 April 2024.

Parameter	Required	Description
`fromDate`	Yes	The start of the date range, as a date code
`toDate`	Yes	The end of the date range, as a date code

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/reportdata/daterange/v3?fromDate=20241001&toDate=20241010

Market data endpoints

The base URL for market data is:

https://ts.treasurysystems.com/tenants/[CUSTOMERNAME]/api/marketdata/

/fx/

Returns FX rates for a date, as a JSON object: the time the rate is valid, the base currency, the price currency, the mid, bid and ask rates, and the periods the rates are valid for. YTD and MTD rates are included for the SPOT period.

Parameter	Required	Description
`date`	Yes	A date code. Set it to `intradayrate` to get intraday rates.
`priceCurrency` (v4), `currency` (v3)	Yes	The currency to get rates against; see FX rates. v3 returns rates in the default market convention. v4 returns the price currencies, unless `defaultConvention` is true.
`periods`	No	One or more periods, separated by semicolons (`SPOT;3M;6M`). The default is SPOT. Available: ALL, SPOT, 1W, 2W, 3W, 1M to 11M, 1Y, 2Y, 3Y. ALL returns every period.
`defaultConvention` (v4)	No	True returns default market convention rates. False, or left out, returns price currencies.

# v4
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/v4?date=260120&priceCurrency=USD&periods=ALL&defaultConvention=true
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/v4?date=260120&priceCurrency=SEK
# v3
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/v3?date=20240312&currency=SEK
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/v3?date=intradayrate&currency=SEK
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/v3?date=20240312&currency=USD&periods=SPOT;3M;6M

/fx/daterange/

Returns FX rates for a range of dates, with the same content for each day as /fx/. The parameters are the same as for /fx/, with a from and to date in place of the date.

Parameter	Required	Description
`fromDate`	Yes	The start of the date range, as a date code
`toDate`	Yes	The end of the date range, as a date code
`priceCurrency` (v4), `currency` (v3)	Yes	The currency to get rates against; see FX rates
`periods`	No	One or more periods, as for `/fx/`
`defaultConvention` (v4)	No	True returns default market convention rates

# v4
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/daterange/v4?fromDate=260217&toDate=260220&priceCurrency=SEK
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/daterange/v4?fromDate=251215&toDate=260401&priceCurrency=SEK&defaultConvention=true
# v3
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fx/daterange/v3?fromDate=20240312&toDate=20240316&currency=USD&periods=SPOT;3M

/ir/

Returns interest rates for a date, as a JSON collection.

Parameter	Required	Description
`date`	Yes	A date code, as for `/fx/`

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/ir/v3?date=20240312

/ir/daterange/

Returns interest rates for a range of dates, with the same content for each day as /ir/.

Parameter	Required	Description
`fromDate`	Yes	The start of the date range, as a date code
`toDate`	Yes	The end of the date range, as a date code

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/ir/daterange/v3?fromDate=20240312&toDate=20240316

/fxfwd/

Contact sales if you want to use this endpoint.

Returns an FX forward rate for a date. For a broken date, it returns the rate interpolated for a maturity date between the start and end of the tenor period. The rate depends on the deal date, the maturity date, the currency pair, and whether you ask for buy (ask) or sell (bid) rates.

Parameter	Required	Description
`buyOrSell`	Yes	Buy or Sell: which rates are returned
`currencyPair`	Yes	A/B gives the number of units of currency B per unit of currency A; B/A gives the opposite
`maturityDate`	Yes	The date code the rate is interpolated up to
`dealDate`	Yes	The date code the rate is interpolated at
`rateDate`	No	The date code of the rate table to use; `intradayrate` uses intraday rates (see Intraday FX rates)

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fxfwd/v3?buyOrSell=Sell&currencyPair=EUR/SEK&maturityDate=20250311&dealDate=20250307
https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/fxfwd/v3?buyOrSell=Sell&currencyPair=EUR/SEK&maturityDate=20250311&dealDate=20250307&rateDate=intradayrate

FX rates in TS for EUR/SEK, annotated with the deal date, currency A and B, the tenor period, and a maturity date between SPOT and 1W

/var/

Returns the market value in the consolidated currency; see Value at Risk.

Parameter	Required	Description
`fromDate`	Yes	The start of the market value period
`toDate`	Yes	The end of the market value period

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/var/v4?fromDate=260217&toDate=260220

/historicalmarketvalue/

Returns the market value in the consolidated currency; see Historical Market Values.

Parameter	Required	Description
`fromDate`	Yes	The start of the market value period
`toDate`	Yes	The end of the market value period

https://ts.treasurysystems.com/tenants/CUSTOMERNAME/api/marketdata/historicalmarketvalue/v4?fromDate=260217&toDate=260220

Errors and limits

Errors

Any unexpected error returns status code 500. If errors occur, contact TS support.

Rate limit

The standard limit is 100 requests a day. Contact sales if you need more.

Response codes

Code	Meaning
200 OK	The request succeeded
204 No Content	There are no datasets to return for the endpoint
400 Bad Request	Invalid request: the endpoint doesn't follow the expected pattern
401 Unauthorized	Authentication failed
403 Forbidden	The API user is missing the permission Public API Access
404 Not Found	The resource wasn't found
405	The parameters weren't entered correctly
500 Internal Server Error	Something went wrong on the server

Date codes

Write dates as a date, such as 20240101, or as a code such as TODAY, which is the date the request is sent.

Code	Means
`TODAY`	The current date
`D`	The next day
`BD`	The next business day
`W`	A week from now
`M`	A month from now
`Q`	A quarter from now
`Y`	A year from now
`Monday` to `Sunday`	The next such weekday after today

Combine an operator (+ or -), a number and a code:

-5W: 35 days before today
-7BD: 7 business days before today, taking holidays into account
-1Monday: the Monday before today

Attachments (1)

FetchTSdata.py
1.4 KB

Recent Searches

TS API for Reports and Market Data

Get started

Give a user access for Excel or Power BI

Set up token access for tools, scripts and applications

Ways to call the API

Versions

Report data endpoints

/atdate/

/realtime/

/realtime/[report ID]/

/daterange/

Market data endpoints

/fx/

/fx/daterange/

/ir/

/ir/daterange/

/fxfwd/

/var/

/historicalmarketvalue/

Errors and limits

Errors

Rate limit

Response codes

Date codes

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Topics

Tickets

TS API for Reports and Market Data

Get started

Give a user access for Excel or Power BI

Set up token access for tools, scripts and applications

Ways to call the API

Versions

Report data endpoints

/atdate/

/realtime/

/realtime/[report ID]/

/daterange/

Market data endpoints

/fx/

/fx/daterange/

/ir/

/ir/daterange/

/fxfwd/

/var/

/historicalmarketvalue/

Errors and limits

Errors

Rate limit

Response codes

Date codes

Related articles

Was this article helpful?

More in TS Report and Marketdata API

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