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T4 Chart API
Our chart API provides data in aggregated or un-aggregated formats.
Important: All times are in CST.
Aggregated Chart Data
Overview
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.
API Endpoint
GET https://api-sim.t4login.com/chart/barchart
Parameters
| 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). |
Response
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:
Bars
| 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. |
MarketDefinitions
| 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). |
ModeChanges
| 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. |
OpenInterests
| 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. |
Settlements
| 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). |
Example JSON Response
{
"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 ...
]
}