developers:markets [WIKI]

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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 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.