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Selectors to Filters Migration

Introduction

The selector mechanism is deprecated in the Scanner HTTP API and will be removed in the near future.

The original selectors' purpose was to allow filtering specific datapoints using a given list of values. This was not initially possible to do using regular filters. Now, though, filters support a predicate anyOf that allows the selectors' functionality replication.

Mapping between selectors and expressions

Selector name

Datapoint expression

symbol

symbol

type

type

underlying

underlying.symbol

Examples

Request with selectors

The following is a request example with selectors in the body:

{
    "instrumentCategory": "UNDERLYING",
    "selectors": [
        {
            "select": "type",
            "values": [
                "STOCK",
                "ETF"
            ]
        }
    ],
    "datapoints": [
        {
            "expr": "price"
        }
    ],
    "filters": [
        {
            "datapoint": 0,
            "alternatives": [
                {
                    "predicate": ">",
                    "args": [
                        "100"
                    ]
                }
            ]
        }
   ],
    "outputs": [
        {
            "datapoint": 0
        }
    ]
}

Refactored request without selectors

To archive the same result using a filter, we need to remove the selectors' field from the request and instead add a datapoint and a corresponding filter.

The following is an updated request example without selectors:

{
    "instrumentCategory": "UNDERLYING",
    "datapoints": [
        {
            "expr": "price"
        },
        {
            "expr": "type"
        }
    ],
    "filters": [
        {
            "datapoint": 0,
            "alternatives": [
                {
                    "predicate": ">",
                    "args": [
                        "100"
                    ]
                }
            ]
        },
        {
            "datapoint": 1,
            "alternatives": [
                {
                    "predicate": "anyOf",
                    "args": [
                        "STOCK",
                        "ETF"
                    ]
                }
            ]
        }
    ],
    "outputs": [
        {
            "datapoint": 0
        }
    ]
}

Several things changed:

  • selectors' field was removed from the body

  • a new entry was added to the datapoints field; this datapoint uses the values of the select as an expr

  • a new entry was added to the filters field; the new filter refers to the new datapoint and uses the anyOf predicate

The exact same migration procedure can be applied for other selectors, mapping the old select to the expr specified in the table above.

If the same request has multiple selectors, you need to create a separate datapoint and filter for each one.

Note

Unless the user has explicitly specified they want to see the new datapoint and filter in the results, we only add it to the request and not into the outputs section.

Note

You should never include datapoints with symbol expression to the outputs. The actual symbols are always available in the response as JSON object keys. Requesting them additionally in the outputs adds unneeded traffic and processing.

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