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This shows you the differences between two versions of the page.

--- api:chart [2024/01/09 16:12] – chad
+++ api:chart [2025/03/14 02:48] (current) – removed chad
@@ Line 1: / Line 1: @@
-====== T4 Chart API ======
-Our chart API provides data in aggregated or un-aggregated formats.
-<note>
-All times are in CST.
-</note>
-===== Aggregated Chart Data =====
-====== GetBarChart API Documentation ======
-==== Overview ====
-The **GetBarChart** API retrieves bar chart data for a specified trading instrument over a given date range. This API supports various chart types and bar intervals, tailored for detailed data analysis in financial contexts.
-==== API Endpoint ====
-<code>GET https://api-sim.t4login.com/chart/barchart</code>
-==== Parameters ====
-^ Parameter        ^ Description                                                                                       ^
-| **exchangeId**       | **Required**. Identifier for the exchange.                                                        |
-| **contractId**       | **Required**. Identifier for the contract.                                                        |
-| **chartType**        | **Required**. Type of chart to compute. Currently, only **Bar** type is supported.              |
-| **barInterval**      | **Required**. Interval at which bars are aggregated. Possible values:\\ • **Tick**: Bars aggregated based on trade count.\\ • **TickRange**: Bars aggregated based on price range.\\ • **Volume**: Bars aggregated based on number of contracts traded.\\ • **Second**: Bars aggregated into multiples of seconds.\\ • **Minute**: Bars aggregated into multiples of minutes.\\ • **Hour**: Bars aggregated into multiples of hours.\\ • **Day**: Bars aggregated into multiples of days.\\ • **Week**: Bars aggregated into multiples of weeks. |
-| **barPeriod**        | **Required**. Period for the bars.                                                                |
-| **tradeDateStart**   | **Required**. Start date for the trade data.                                                      |
-| **tradeDateEnd**     | **Required**. End date for the trade data.                                                        |
-| marketID         | Market ID (optional). Can be omitted when using ContinuationType.                                 |
-| continuationType | Method of continuation for the chart. Only **Volume** is currently supported.                      |
-| resetInterval    | Interval at which bar computations reset (not applicable when ContinuationType.Volume is used). \\ Defaults to **TradingDay**. Other possible values:\\ • **None**: No reset interval.\\ • **TradingWeek**: Reset on the trading week boundary.\\ • **ExpiryChange**: Reset on an expiry change. |
-| contractMonths   | Contract months to include (not applicable when **ContinuationType.Volume** is used).             |
-| rolloverThreshold| Rollover threshold (not applicable when **ContinuationType.Volume** is used).                      |
-| forwardMonths    | Forward months (not applicable when **ContinuationType.Volume** is used).                         |
-====== Response Structure ======
-The response from the **GetBarChart** API is a JSON object containing detailed information about the bar chart data. Below is the structure of the response along with a description of each element:
-^ Element            ^ Description                                                                                                  ^
-| tradeDateStart     | The starting date of the trade data.                                                                          |
-| tradeDateEnd       | The ending date of the trade data.                                                                            |
-| activeMarket       | Information about the active market.                                                                          |
-| bars               | An array of bar objects, each containing detailed information like trade date, prices, volume, and trades.   |
-| marketDefinitions  | An array of market definition objects, detailing market-specific information.                                |
-| modeChanges        | An array of mode change objects, each showing changes in the market mode.                                    |
-| openInterests      | An array containing information about open interests.                                                        |
-| settlements        | An array detailing settlement information, including prices and whether the settlement was held.             |
-==== Example JSON Response ====
-<code>
-{
-    "tradeDateStart": "2024-01-08T00:00:00",
-    "tradeDateEnd": "2024-01-08T00:00:00",
-    "activeMarket": "XCME_Eq ES (H24)",
-    "bars": [
-        {
-            "tradeDate": "2024-01-08T00:00:00",
-            "time": "2024-01-08T00:00:00",
-            "closeTime": "2024-01-08T15:59:59.5853624",
-            "marketID": "XCME_Eq ES (H24)",
-            "openPrice": "473575",
-            "highPrice": "480325",
-            "lowPrice": "471525",
-            "closePrice": "479800",
-            "volume": 1339989,
-            "volumeAtBid": 665050,
-            "volumeAtOffer": 674939,
-            "trades": 320624,
-            "tradesAtBid": 152333,
-            "tradesAtOffer": 168291
-        }
-    ],
-    "marketDefinitions": [
-        {
-            "marketID": "XCME_Eq ES (H24)",
-            "minPriceIncrement": "25",
-            "priceCode": "",
-            "tickValue": 12.5,
-            "vpt": ""
-        }
-    ],
-    "modeChanges": [
-        {
-            "marketID": "XCME_Eq ES (H24)",
-            "tradeDate": "2024-01-08T00:00:00",
-            "time": "2024-01-07T08:04:27.7736882",
-            "marketMode": 5
-        },
-        // ... additional mode changes ...
-    ],
-    "openInterests": [
-        {
-            "marketID": "XCME_Eq ES (H24)",
-            "tradeDate": "2024-01-08T00:00:00",
-            "time": "2024-01-07T12:43:16.8256856",
-            "openInterest": 2211632
-        },
-        // ... additional open interests ...
-    ],
-    "settlements": [
-        {
-            "marketID": "XCME_Eq ES (H24)",
-            "tradeDate": "2024-01-08T00:00:00",
-            "time": "2024-01-05T16:38:39.9345143",
-            "settlementPrice": "473475"
-        },
-        {
-            "marketID": "XCME_Eq ES (H24)",
-            "tradeDate": "2024-01-08T00:00:00",
-            "time": "2024-01-08T15:01:01.4810068",
-            "isHeld": true
-        }
-        // ... additional settlements ...
-    ]
-}
-</code>
-===== Un-Aggregated Chart Data (Trade History) =====