api:markets

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api:markets [2024/01/09 20:05] chadapi:markets [2025/03/14 02:49] (current) – removed chad
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-====== Market Definition Service ====== 
- 
-The T4 system identifies products using a 3-part identifier system: 
- 
-| **ExchangeID** | A unique ID representing the exchange. \\ (Note: These are logical groupings, therefore there will be more than one ExchangeID for most exchanges.\\ e.g. ''CME_C'' for CME commodities and ''CME_Eq'' for CME equities.) | 
-| **ContractID** | A unique ID representing the specific product group.\\ e.g. ''ZC'' for Corn, ''ES'' for E-Mini S&P 500 | 
-| **MarketID** | A unique ID representing the contract expiry.\\ e.g. ''XCME_C ZS (H24)'' for Mar24 Soybeans at the CME. | 
- 
-<bootnote>MarketID is unique across the platform.</bootnote> 
- 
-<bootnote warning>Never parse MarketID into it's component parts. Even if it appears that may work, it will not work across our whole platform.</bootnote> 
- 
- 
- 
-===== Exchanges ====== 
- 
-Retrieves a list of exchanges available in the market data system. 
- 
-==== API Endpoint ==== 
-<code>GET https://api-sim.t4login.com/markets/exchanges</code> 
- 
-==== Header ==== 
-Include **Authorization** which should contain a valid bearer token. 
-<code>Authorization: Bearer YOUR_ACCESS_TOKEN</code> 
- 
-The JSON response is an array of objects, each representing an exchange with its ID, clearing exchange, and description. 
- 
-==== Response Structure ==== 
-^ Element           ^ Description                        ^ 
-| exchangeId        | Identifier for the exchange.       | 
-| clearingExchange  | The clearing exchange name.        | 
-| description       | A brief description of the exchange. | 
- 
- 
-==== Example JSON Response ==== 
-<code> 
-[ 
-    { 
-        "exchangeId": "CME_C", 
-        "clearingExchange": "CBOT", 
-        "description": "CBOT Commodity Futures" 
-    }, 
-    { 
-        "exchangeId": "CME_CL", 
-        "clearingExchange": "NYMEX", 
-        "description": "NYMEX CrudeOil Futures" 
-    }, 
-    { 
-        "exchangeId": "CME_CLOp", 
-        "clearingExchange": "NYMEX", 
-        "description": "NYMEX CrudeOil Options" 
-    }, 
-    { 
-        "exchangeId": "CME_CO", 
-        "clearingExchange": "COMEX", 
-        "description": "COMEX Futures" 
-    }, 
-    // ... additional exchanges ... 
-] 
-</code> 
- 
- 
-====== Contracts ====== 
- 
-The **Contracts** API endpoint retrieves a list of contracts for a given exchange. This endpoint requires an authenticated user. 
- 
-==== API Endpoint ==== 
-<code>GET https://api-sim.t4login.com/markets/contracts</code> 
- 
-==== Header ==== 
-Include **Authorization** which should contain a valid bearer token. 
-<code>Authorization: Bearer YOUR_ACCESS_TOKEN</code> 
- 
-==== Parameters ==== 
-^ Parameter   ^ Description                        ^ 
-| exchangeID  | Identifier for the exchange.       | 
- 
-==== Response Structure ==== 
-^ Element       ^ Description                        ^ 
-| exchangeID    | Identifier for the exchange.       | 
-| contractID    | Identifier for the contract.       | 
-| contractType  | Type of the contract (e.g., Future).| 
-| description   | A brief description of the contract.| 
- 
-==== Example JSON Response ==== 
-<code> 
-[ 
-    { 
-        "exchangeID": "CME_Eq", 
-        "contractID": "ES", 
-        "contractType": "Future", 
-        "description": "E-mini S&P 500" 
-    }, 
-    { 
-        "exchangeID": "CME_Eq", 
-        "contractID": "ES1", 
-        "contractType": "Future", 
-        "description": "E-mini S&P 500 Forward BTIC Nearby" 
-    }, 
-    { 
-        "exchangeID": "CME_Eq", 
-        "contractID": "ES1", 
-        "contractType": "Future", 
-        "description": "E-mini S&P 500 Forward BTIC Nearby" 
-    }, 
-    { 
-        "exchangeID": "CME_Eq", 
-        "contractID": "ES2", 
-        "contractType": "Future", 
-        "description": "E-mini S&P 500 Forward BTIC Deferred" 
-    }, 
-  // ... additional contracts... 
-] 
-</code> 
- 
-The JSON response is an array of objects, each representing a contract with its exchange ID, contract ID, type, and description. 
- 
- 
-====== Contract Search ====== 
- 
-The **Contract Search** API endpoint is used to search for contracts based on a given search query. 
- 
-==== API Endpoint ==== 
-<code>GET https://api-sim.t4login.com/markets/contracts/search</code> 
- 
-==== Header ==== 
-Include **Authorization** which should contain a valid bearer token. 
-<code>Authorization: Bearer YOUR_ACCESS_TOKEN</code> 
- 
-==== Parameters ==== 
-^ Parameter   ^ Description                        ^ 
-| s           | The search query string used to search for contracts. | 
- 
-==== Response Structure ==== 
-The response structure will be an array of contract objects. Each object includes details about the contract found in the search. 
- 
-==== Example JSON Response ==== 
- 
-<code> 
-[ 
-    { 
-        "exchangeID": "CME_CO", 
-        "contractID": "GC", 
-        "contractType": "Future", 
-        "description": "Gold" 
-    }, 
-    { 
-        "exchangeID": "CME_CO", 
-        "contractID": "GC", 
-        "contractType": "Future", 
-        "description": "Gold" 
-    }, 
-    { 
-        "exchangeID": "CME_COOp", 
-        "contractID": "OG", 
-        "contractType": "Option", 
-        "description": "Gold" 
-    }, 
-    { 
-        "exchangeID": "LME_PR", 
-        "contractID": "AU", 
-        "contractType": "Future", 
-        "description": "Gold" 
-    }, 
-    { 
-        "exchangeID": "CME_CO", 
-        "contractID": "GCT", 
-        "contractType": "Future", 
-        "description": "Gold TAS" 
-    }, 
-    { 
-        "exchangeID": "CME_CO", 
-        "contractID": "GVF", 
-        "contractType": "Future", 
-        "description": "Gold VIX" 
-    }, 
- // ... additional results ... 
-] 
-</code> 
- 
- 
-====== Markets ====== 
- 
-====== Market Details ====== 
- 
- 
- 
- 
  
  • api/markets.1704830748.txt.gz
  • Last modified: 2024/01/09 20:05
  • by chad