T4 Chart API

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Our chart API provides data in aggregated or un-aggregated formats.

All times are in CST.

The GetBarChart API retrieves bar chart data for a specified trading instrument over a given date range. This API supports various chart types and bar intervals, tailored for detailed data analysis in financial contexts.

GET https://api-sim.t4login.com/chart/barchart

Parameter	Description
exchangeId	Required. Identifier for the exchange.
contractId	Required. Identifier for the contract.
chartType	Required. Type of chart to compute. Currently, only Bar type is supported.
barInterval	Required. Interval at which bars are aggregated. Possible values: • Tick: Bars aggregated based on trade count. • TickRange: Bars aggregated based on price range. • Volume: Bars aggregated based on number of contracts traded. • Second: Bars aggregated into multiples of seconds. • Minute: Bars aggregated into multiples of minutes. • Hour: Bars aggregated into multiples of hours. • Day: Bars aggregated into multiples of days. • Week: Bars aggregated into multiples of weeks.
barPeriod	Required. Period for the bars.
tradeDateStart	Required. Start date for the trade data.
tradeDateEnd	Required. End date for the trade data.
marketID	Market ID (optional). Can be omitted when using ContinuationType.
continuationType	Method of continuation for the chart. Only Volume is currently supported.
resetInterval	Interval at which bar computations reset (not applicable when ContinuationType.Volume is used). Defaults to TradingDay. Other possible values: • None: No reset interval. • TradingWeek: Reset on the trading week boundary. • ExpiryChange: Reset on an expiry change.
contractMonths	Contract months to include (not applicable when ContinuationType.Volume is used).
rolloverThreshold	Rollover threshold (not applicable when ContinuationType.Volume is used).
forwardMonths	Forward months (not applicable when ContinuationType.Volume is used).

The response from the GetBarChart API is a JSON object containing detailed information about the bar chart data. Below is the structure of the response along with a description of each element:

Element	Description
tradeDate	Date of the trade.
time	Time when the bar data starts.
closeTime	Time when the bar data ends.
marketID	Identifier for the market.
openPrice	Opening price for this bar.
highPrice	Highest price in this bar.
lowPrice	Lowest price in this bar.
closePrice	Closing price for this bar.
volume	Total volume of trades in this bar.
volumeAtBid	Volume of trades at the bid price.
volumeAtOffer	Volume of trades at the offer price.
trades	Total number of trades in this bar.
tradesAtBid	Number of trades at the bid price.
tradesAtOffer	Number of trades at the offer price.

Element	Description
marketID	Identifier for the market.
minPriceIncrement	Minimum increment of the market's price.
priceCode	Code related to the pricing of the market.
tickValue	Value of each tick in the market's pricing.
vpt	Additional market-specific information (variable).

Element	Description
marketID	Identifier for the market.
tradeDate	Date of the trade.
time	Time when the mode change occurred.
marketMode	The mode of the market at the given time.

Element	Description
marketID	Identifier for the market.
tradeDate	Date of the trade.
time	Time of the recorded open interest.
openInterest	The amount of open interest.

Element	Description
marketID	Identifier for the market.
tradeDate	Date of the trade.
time	Time when the settlement information was recorded.
settlementPrice	Price at which the trade was settled.
isHeld	Indicates if the settlement was held (boolean).

{
    "tradeDateStart": "2024-01-08T00:00:00",
    "tradeDateEnd": "2024-01-08T00:00:00",
    "activeMarket": "XCME_Eq ES (H24)",
    "bars": [
        {
            "tradeDate": "2024-01-08T00:00:00",
            "time": "2024-01-08T00:00:00",
            "closeTime": "2024-01-08T15:59:59.5853624",
            "marketID": "XCME_Eq ES (H24)",
            "openPrice": "473575",
            "highPrice": "480325",
            "lowPrice": "471525",
            "closePrice": "479800",
            "volume": 1339989,
            "volumeAtBid": 665050,
            "volumeAtOffer": 674939,
            "trades": 320624,
            "tradesAtBid": 152333,
            "tradesAtOffer": 168291
        }
    ],
    "marketDefinitions": [
        {
            "marketID": "XCME_Eq ES (H24)",
            "minPriceIncrement": "25",
            "priceCode": "",
            "tickValue": 12.5,
            "vpt": ""
        }
    ],
    "modeChanges": [
        {
            "marketID": "XCME_Eq ES (H24)",
            "tradeDate": "2024-01-08T00:00:00",
            "time": "2024-01-07T08:04:27.7736882",
            "marketMode": 5
        },
        // ... additional mode changes ...
    ],
    "openInterests": [
        {
            "marketID": "XCME_Eq ES (H24)",
            "tradeDate": "2024-01-08T00:00:00",
            "time": "2024-01-07T12:43:16.8256856",
            "openInterest": 2211632
        },
        // ... additional open interests ...
    ],
    "settlements": [
        {
            "marketID": "XCME_Eq ES (H24)",
            "tradeDate": "2024-01-08T00:00:00",
            "time": "2024-01-05T16:38:39.9345143",
            "settlementPrice": "473475"
        },
        {
            "marketID": "XCME_Eq ES (H24)",
            "tradeDate": "2024-01-08T00:00:00",
            "time": "2024-01-08T15:01:01.4810068",
            "isHeld": true
        }
        // ... additional settlements ...
    ]
}