api:markets

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api:markets [2024/01/09 20:15] – 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. 
- 
-==== 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 ====== 
- 
-The **Markets** API endpoint retrieves information about markets based on specified criteria, including exchange ID, contract ID, and optionally market ID and strategy type. 
- 
-==== API Endpoint ==== 
-<code>GET https://api-sim.t4login.com/markets</code> 
- 
-==== Header ==== 
-Include **Authorization** which should contain a valid bearer token. 
-<code>Authorization: Bearer YOUR_ACCESS_TOKEN</code> 
- 
-==== Parameters ==== 
-^ Parameter     ^ Description                                    ^ 
-| exchangeID    | **Required**. Identifier for the exchange.     | 
-| contractID    | **Required**. Identifier for the contract.     | 
-| marketID      | Optional identifier for the market.            | 
-| strategyType  | Optional. Type of strategy (Default is Any).   | 
- 
-==== Response ==== 
- 
-The JSON response is an array of objects, each representing a market with specific details such as exchange ID, contract ID, market ID, description, contract type, expiry date, and last trading date. 
- 
-^ Element          ^ Description                             ^ 
-| exchangeID       | Identifier for the exchange.            | 
-| contractID       | Identifier for the contract.            | 
-| marketID         | Identifier for the market.              | 
-| description      | Description of the market.              | 
-| contractType     | Type of the contract (e.g., Future).    | 
-| expiryDate       | Expiry date of the contract.            | 
-| lastTradingDate  | Last trading date for the contract.     | 
- 
-==== Example JSON Response ==== 
-<file> 
-[ 
-    { 
-        "exchangeID": "CME_C", 
-        "contractID": "ZS", 
-        "marketID": "XCME_C ZS (F24)", 
-        "description": "Soybean Jan24", 
-        "contractType": "Future", 
-        "expiryDate": 20240100, 
-        "lastTradingDate": "2024-01-12T12:01:00" 
-    }, 
-    // ... additional markets ... 
-] 
-</file> 
- 
- 
-====== Market Details ====== 
- 
-The **Market Details** API endpoint retrieves detailed information about a specific market based on exchange ID, contract ID, and market ID. This endpoint requires an authenticated user. 
- 
-==== API Endpoint ==== 
-<code>GET https://api-sim.t4login.com/markets/marketdetails</code> 
- 
-==== Header ==== 
-Include **Authorization** which should contain a valid bearer token. 
-<code>Authorization: Bearer YOUR_ACCESS_TOKEN</code> 
- 
-==== Parameters ==== 
-^ Parameter   ^ Description                            ^ 
-| exchangeID  | **Required**. Identifier for the exchange. | 
-| contractID  | **Required**. Identifier for the contract. | 
-| marketID    | **Required**. Identifier for the market.  | 
- 
-==== Response Structure ==== 
-^ Element              ^ Description                                                ^ 
-| marketID             | Identifier for the market.                                 | 
-| lastUpdateTime       | Last update time of market details.                        | 
-| lastClientUpdateTime | Last update time of market details on the client side.     | 
-| description          | Description of the market.                                 | 
-| exchangeID           | Identifier for the exchange.                               | 
-| contractID           | Identifier for the contract.                               | 
-| expiryDate           | Expiry date of the contract.                               | 
-| lastTradingDate      | Last trading date for the contract.                        | 
-| delistDate           | Delist date of the contract.                               | 
-| exchangeDelistDate   | Delist date of the contract on the exchange.               | 
-| activationDate       | Activation date of the market.                             | 
-| volumeIncrement      | Increment of the volume.                                   | 
-| numerator            | Numerator for calculating market values.                   | 
-| denominator          | Denominator for calculating market values.                 | 
-| priceCode            | Price code for the market.                                 | 
-| tickValue            | Value per tick for the market.                             | 
-| orderTypes           | Types of orders allowed in the market.                     | 
-| contractType         | Type of the contract (e.g., Future).                       | 
-| rtsPriceCode         | Real-time system price code.                               | 
-| rtsNumerator         | Real-time system numerator.                                | 
-| rtsDenominator       | Real-time system denominator.                              | 
-| rtsTickValue         | Real-time system tick value.                               | 
-| marketRef            | Market reference.                                          | 
-| legs                 | Details of the contract legs.                              | 
-| realDecimals         | Number of real decimals.                                   | 
-| clearingDecimals     | Number of clearing decimals.                               | 
-| group                | Group identifier for the market.                           | 
-| marketRef2           | Additional market reference.                               | 
-| details              | Additional details of the market.                          | 
-| vtt                  | Variable pertaining to the market.                         | 
-| underlyingMarketID   | Underlying market identifier.                              | 
-| maintIntraMargin     | Maintenance intraday margin.                               | 
-| maintMargin          | Maintenance margin.                                        | 
-| maintVolScan         | Maintenance volume scan.                                   | 
-| minPriceIncrement    | Minimum price increment.                                   | 
-| pointValue           | Point value for the market.                                | 
-| securityGroup        | Security group for the market.                             | 
-| exchangeDetailsJSON  | JSON-formatted exchange details.                           | 
-| messageType          | Type of message.                                           | 
-| messageCategory      | Category of the message.                                   | 
-| messageVersion       | Version of the message.                                    | 
- 
-==== Example JSON Response ==== 
-<file> 
-{ 
-    "marketID": "XCME_Eq ES (Z23)", 
-    "lastUpdateTime": "2023-12-10T15:00:35.31", 
-    "lastClientUpdateTime": "2023-12-10T15:00:35.31", 
-    // ... other properties as outlined in the response structure ... 
-} 
-</file> 
- 
-The JSON response provides detailed information about the specified market, including various attributes like market IDs, dates, margin requirements, and order types. 
- 
- 
- 
- 
  
  • api/markets.1704831313.txt.gz
  • Last modified: 2024/01/09 20:15
  • by chad