====== 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. | MarketID is unique across the platform. Never parse MarketID into it's component parts. Even if it appears that may work, it will not work across our whole platform. ====== Exchanges ======= Retrieves a list of exchanges available in the market data system. ==== API Endpoint ==== GET https://api-sim.t4login.com/markets/exchanges ==== Header ==== Include **Authorization** which should contain a valid bearer token. Authorization: Bearer YOUR_ACCESS_TOKEN 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 ==== [ { "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 ... ] ====== Contracts ====== The **Contracts** API endpoint retrieves a list of contracts for a given exchange. ==== API Endpoint ==== GET https://api-sim.t4login.com/markets/contracts ==== Header ==== Include **Authorization** which should contain a valid bearer token. Authorization: Bearer YOUR_ACCESS_TOKEN ==== 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 ==== [ { "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... ] 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 ==== GET https://api-sim.t4login.com/markets/contracts/search ==== Header ==== Include **Authorization** which should contain a valid bearer token. Authorization: Bearer YOUR_ACCESS_TOKEN ==== 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 ==== [ { "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 ... ] ====== 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 ==== GET https://api-sim.t4login.com/markets ==== Header ==== Include **Authorization** which should contain a valid bearer token. Authorization: Bearer YOUR_ACCESS_TOKEN ==== 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 ==== [ { "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 ... ] ====== Market Details ====== The **Market Details** API endpoint retrieves detailed information about a specific market expiry. ==== API Endpoint ==== GET https://api-sim.t4login.com/markets/marketdetails ==== Header ==== Include **Authorization** which should contain a valid bearer token. Authorization: Bearer YOUR_ACCESS_TOKEN ==== 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 ==== { "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 ... } The JSON response provides detailed information about the specified market, including various attributes like market IDs, dates, margin requirements, and order types.