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

--- api:chart [2024/01/09 17:37] – [Non-Aggregated Chart Data (Trade History)] 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 non-aggregated (raw trade) formats.
-<bootnote critical>
-All times are in CST.
-</bootnote>
-===== Aggregated Chart Data =====
-==== 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>
-==== Headers ====
-For proper access and response handling, the **GetBarChart** API requires certain HTTP headers to be set in the request.
-^ Header           ^ Value                                                   ^ Description                                                                             ^
-| Authorization    | Bearer <token>                                          | **Required**. A valid bearer token to authenticate the request.                         |
-| Accept           | application/octet-stream, application/t4                | **Optional**. Specifies the content type that the client can handle. Use this header to request a compact binary format response. If omitted, the default response format is JSON. |
-**Examples:**
-  * To authorize the request, include the bearer token:
-    <code>Authorization: Bearer YOUR_ACCESS_TOKEN</code>
-  * To receive the response in a compact binary format, set the `Accept` header accordingly:
-    <code>Accept: application/octet-stream</code>
-    or
-    <code>Accept: application/t4</code>
-Setting the `Accept` header is optional, and if it is not included, the API will return the response in a JSON format.
-==== 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 ====
-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:
-=== Bars ===
-^ Element         ^ Description                                      ^
-| tradeDate       | Date of the trade.                               |
-| time            | Time when the bar data starts.                   |
-| closeTime       | Time when the bar data ends.                     |
-| marketID        | Identifier for the market.                       |
-| openPrice       | Opening price for this bar.                      |
-| highPrice       | Highest price in this bar.                       |
-| lowPrice        | Lowest price in this bar.                        |
-| closePrice      | Closing price for this bar.                      |
-| volume          | Total volume of trades in this bar.              |
-| volumeAtBid     | Volume of trades at the bid price.               |
-| volumeAtOffer   | Volume of trades at the offer price.             |
-| trades          | Total number of trades in this bar.              |
-| tradesAtBid     | Number of trades at the bid price.               |
-| tradesAtOffer   | Number of trades at the offer price.             |
-=== MarketDefinitions ===
-^ Element           ^ Description                                              ^
-| marketID          | Identifier for the market.                               |
-| minPriceIncrement | Minimum increment of the market's price.                 |
-| priceCode         | Code related to the pricing of the market.               |
-| tickValue         | Value of each tick in the market's pricing.              |
-| vpt               | Additional market-specific information (variable).       |
-=== ModeChanges ===
-^ Element         ^ Description                                ^
-| marketID        | Identifier for the market.                 |
-| tradeDate       | Date of the trade.                         |
-| time            | Time when the mode change occurred.        |
-| marketMode      | The mode of the market at the given time.  |
-=== OpenInterests ===
-^ Element         ^ Description                                ^
-| marketID        | Identifier for the market.                 |
-| tradeDate       | Date of the trade.                         |
-| time            | Time of the recorded open interest.        |
-| openInterest    | The amount of open interest.               |
-=== Settlements ===
-^ Element           ^ Description                                           ^
-| marketID          | Identifier for the market.                            |
-| tradeDate         | Date of the trade.                                    |
-| time              | Time when the settlement information was recorded.    |
-| settlementPrice   | Price at which the trade was settled.                 |
-| isHeld            | Indicates if the settlement was held (boolean).       |
-==== 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>
-===== Non-Aggregated Chart Data (Trade History) =====
-====== GetTradeHistory API Documentation ======
-==== Overview ====
-The **GetTradeHistory** API retrieves historical trade data for a specified trading instrument within a given date and time range. This API allows for querying trade data based on the trade date or specific start and end timestamps.
-==== API Endpoint ====
-<code>GET https://api-sim.t4login.com/chart/tradehistory</code>
-==== Headers ====
-^ Header        ^ Value                                                      ^ Description                                                                             ^
-| Authorization | Bearer <token>                                             | **Required**. A valid bearer token to authenticate the request.                         |
-| Accept        | application/octet-stream, application/t4                   | **Optional**. Specifies the content type that the client can handle. Use this header to request a compact binary format response. If omitted, the default response format is JSON. |
-==== Parameters ====
-^ Parameter        ^ Description                                                                                       ^
-| exchangeId       | **Required**. Identifier for the exchange.                                                        |
-| contractId       | **Required**. Identifier for the contract.                                                        |
-| marketID         | Market ID (optional).                                                                            |
-| tradeDateStart   | The start date for the trade history based on trade dates (optional).                            |
-| tradeDateEnd     | The end date for the trade history based on trade dates (optional).                              |
-| start            | The calendar start date and time for the request in CST (optional).                              |
-| end              | The calendar end date and time for the request in CST (optional).                                |
-| since            | Filters data to only include trades after the specified date and time (optional).                |
-**Note:** Pass either **tradeDateStart** and **tradeDateEnd** OR **start** and **end**. Including both will result in an error. Use **since** to further filter data to only include trades after the specified date and time.
-==== Response Structure ====
-^ Element            ^ Description                                                                                                  ^
-| exchangeID         | Identifier for the exchange.                                                                                  |
-| contractID         | Identifier for the contract.                                                                                  |
-| marketID           | Identifier for the market.                                                                                    |
-| requestStatusMessage| Any status messages or errors related to the request.                                                          |
-| tradeDateStart     | The starting date of the trade data.                                                                          |
-| tradeDateEnd       | The ending date of the trade data.                                                                            |
-| trades             | An array of trade objects, each detailing individual 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.                                                 |
-| vwaPs              | An array detailing volume-weighted average prices (VWAP).                                                    |
-^ Element        ^ Description                                                         ^
-| marketID       | Identifier for the market.                                          |
-| tradeDate      | The date of the trade as per trade date convention.                |
-| time           | The specific time when the trade occurred.                         |
-| tradePrice     | The price at which the trade was executed.                         |
-| aggressorSide  | Indicates the side of the aggressor of the trade. 1 for buyer, -1 for seller. |
-^ Element    ^ Description                                                         ^
-| marketID   | Identifier for the market.                                          |
-| tradeDate  | The date of the trade as per trade date convention.                |
-| time       | The specific time when the VWAP is calculated.                     |
-| vwapPrice  | The volume-weighted average price for the trades up to the specified time. |
-==== Example JSON Response ====
-<code>
-{
-    "exchangeID": "CME_E",
-    "contractID": "YM",
-    "marketID": "XCME_E YM (H24)",
-    "requestStatusMessage": "",
-    "tradeDateStart": "2024-01-08T00:00:00",
-    "tradeDateEnd": "2024-01-08T00:00:00",
-    "trades": [
-        {
-            "marketID": "XCME_E YM (H24)",
-            "tradeDate": "2024-01-08T00:00:00",
-            "time": "2024-01-07T17:00:00",
-            "tradePrice": "37674",
-            "aggressorSide": 1
-        },
-        ...
-    ],
-    "marketDefinitions": [],
-    "modeChanges": [
-        ...
-    ],
-    "openInterests": [
-        ...
-    ],
-    "settlements": [
-        ...
-    ],
-    "vwaPs": [
-        ...
-    ]
-}
-</code>
-The response is structured as a JSON object with various elements containing detailed trade data and related information for the specified contract and exchange within the requested time frame.