Differences

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

--- api:markets [2024/01/09 21:28] – [Market Details] chad
+++ api:markets [2025/03/14 02:49] (current) – removed chad
@@ Line 1: / Line 1: @@
-====== 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 expiry.
-==== 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.