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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. |
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. This endpoint requires an authenticated user.
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 ...
]