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. |
Note: MarketID is unique across the platform.
Warning: 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.