T4 Chart API

Our chart API provides data in aggregated or non-aggregated (raw trade) formats.

The complete API documentation is available via Swagger UI at:

T4 Chart API Documentation

The Swagger documentation provides:

• Complete list of available endpoints
• Request parameters and response formats
• Interactive testing capability
• Authentication requirements

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

For proper access and response handling, the GetBarChart API requires certain HTTP headers to be set in the request.

Examples:

• To authorize the request, include the bearer token:

Authorization: Bearer YOUR_ACCESS_TOKEN

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:

{
    "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 ...
    ]
}

The GetTradeHistory API retrieves historical trade data for a specified trading instrument within a given date and time range. This API allows for querying trade data based on the trade date or specific start and end timestamps.

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

Note: Pass either tradeDateStart and tradeDateEnd OR start and end. Including both will result in an error. Use since to further filter data to only include trades after the specified date and time.

{
    "exchangeID": "CME_E",
    "contractID": "YM",
    "marketID": "XCME_E YM (H24)",
    "requestStatusMessage": "",
    "tradeDateStart": "2024-01-08T00:00:00",
    "tradeDateEnd": "2024-01-08T00:00:00",
    "trades": [
        {
            "marketID": "XCME_E YM (H24)",
            "tradeDate": "2024-01-08T00:00:00",
            "time": "2024-01-07T17:00:00",
            "tradePrice": "37674",
            "aggressorSide": 1
        },
        ...
    ],
    "marketDefinitions": [],
    "modeChanges": [
        ...
    ],
    "openInterests": [
        ...
    ],
    "settlements": [
        ...
    ],
    "vwaPs": [
        ...
    ]
}

The response is structured as a JSON object with various elements containing detailed trade data and related information for the specified contract and exchange within the requested time frame.

Open-source reference decoders are maintained alongside this API so you do not have to implement the binary format by hand. The libraries are line-for-line ports of the original Java ``com.t4login`` chart-data reader and are validated against each other and against the CSV/JSON output.

Two of the tools below live in the public CTS-Futures/t4-api-tools repository:

https://github.com/CTS-Futures/t4-api-tools/tree/main/tools

More information on the .NET(C#) Decoder can be found in it's own section following the Python section.

Requires Node 18+ (uses global ``fetch``) or any modern browser. The only runtime dependency is decimal.js.

Clone the t4-api-tools repository, then install dependencies:

git clone https://github.com/CTS-Futures/t4-api-tools.git
cd t4-api-tools/tools/JavaScript/t4-javascript-api
npm install

``ChartDataStreamReaderAggr`` decodes the whole stream and dispatches each record to a handler. Any subset of callbacks may be supplied; missing callbacks are skipped.

import { ChartClient } from '@t4/chart-decoder';
 
const client = new ChartClient({ token: 'YOUR_ACCESS_TOKEN' });
 
await client.getBarchartBinary({
  exchangeId: 'CME_Eq',
  contractId: 'ESM6',
  barInterval: 'Minute',
  barPeriod:   1,
  tradeDateStart: '2026-05-01',
  tradeDateEnd:   '2026-05-02',
  handler: {
    onMarketDefinition(def) { /* def.MarketID, def.TickValue, ... */ },
    onBar(bar)              { console.log(bar.Time.toString(), bar.ClosePrice.toString()); },
    onModeChange(marketId, tradeDate, time, mode) { /* ... */ },
    onSettlement(marketId, tradeDate, time, price, held) { /* ... */ },
    onOpenInterest(marketId, tradeDate, time, oi) { /* ... */ },
  },
});

The handler interface:

``ChartDataStreamReader`` is a sequential cursor. Each ``read()`` consumes one record and mutates the public ``reader.state`` object; ``read()`` returns ``false`` at end-of-stream. Branch on ``state.Change``:

import { ChartClient, ChartDataChange } from '@t4/chart-decoder';
 
const reader = await client.getTradehistoryBinary({
  exchangeId: 'CME_E',
  contractId: 'YM',
  tradeDateStart: '2024-01-08',
  tradeDateEnd:   '2024-01-08',
});
 
while (reader.read()) {
  const s = reader.state;
  switch (s.Change) {
    case ChartDataChange.Trade:
      console.log(s.LastTimeTicks, s.LastTradePrice.toString(), s.TradeVolume, s.AtBidOrOffer);
      break;
    case ChartDataChange.Quote:
      console.log('BBO', s.BidPrice.toString(), s.OfferPrice.toString());
      break;
    case ChartDataChange.Settlement:
      console.log('settle', s.SettlementPrice?.toString());
      break;
    // ... MarketMode, OpenInterest, VWAP, TPO, TradeBar, TickChange, RFQ ...
  }
}

You can also decode bytes you already have (e.g. from a saved file) without the HTTP client:

import {
  ByteReader, NDateTime, ChartDataType,
  ChartDataStreamReader, ChartDataStreamReaderAggr,
  extractT4BinPayload,
} from '@t4/chart-decoder';
 
// Aggregated:
ChartDataStreamReaderAggr.read(extractT4BinPayload(bytes), handler);
 
// Non-aggregated:
const reader = new ChartDataStreamReader({
  data: new ByteReader(extractT4BinPayload(bytes)),
  tradeDate: new NDateTime(0n),
  marketId: 'XCME_E YM (H24)',
  dataType: ChartDataType.get(0), // Tick
});

The JSDemo copy ships a ``decoder/loader.js`` ES-module entry point that publishes the decoder on ``window.T4ChartDecoder`` and fires a ``t4-decoder-ready`` event, so classic ``<script>`` code can use it without an ``import`` statement:

<script type="module" src="decoder/loader.js"></script>
<script>
  window.addEventListener('t4-decoder-ready', (e) => {
    const { ChartDataStreamReaderAggr, extractT4BinPayload } = e.detail;
    // ...
  });
</script>

The Python package mirrors the JavaScript API one-to-one (same class names, same field names). It is the original conversion the JavaScript port was derived from.

Clone the t4-api-tools repository, then install dependencies:

git clone https://github.com/CTS-Futures/t4-api-tools.git
cd t4-api-tools/tools/Python/t4-pythonConversion-api
pip install -e .                  # installs from pyproject.toml

from t4login.client.chart_client import ChartClient
from t4login.definitions.chartdata.chart_data_change import ChartDataChange
 
client = ChartClient(token="YOUR_ACCESS_TOKEN")
 
# Aggregated (handler model)
client.get_barchart_binary(
    exchange_id="CME_Eq", contract_id="ESM6",
    trade_date_start="2026-05-01", trade_date_end="2026-05-02",
    handler=my_handler,
)
 
# Non-aggregated (state model)
reader = client.get_tradehistory_binary(
    exchange_id="CME_E", contract_id="YM",
    trade_date_start="2024-01-08", trade_date_end="2024-01-08",
)
while reader.read():
    s = reader.state
    if s.Change == ChartDataChange.Trade:
        print(s.LastTradePrice, s.TradeVolume)

The .NET reference decoder can be found at https://www.nuget.org/packages/Plus500US.T4ChartDecoder. It mirrors the JavaScript and Python decoders (same class, handler and ``ChartDataState`` field names) for 1:1 parity across all implementations.

Use the terminal commands from the link above to install in your environment.

Populated by ``ChartDataStreamReader``. Field names are PascalCase for parity across Java/Python/JS. Prices are ``Price`` objects (call ``.toString()`` / Python ``str()``); 64-bit tick times are ``BigInt`` in JS.

The ``state.Change`` discriminator after each ``read()``.

Exchange session lifecycle state (the ``marketMode`` field in JSON, and ``state.Mode`` / ``onModeChange`` in binary).

Which side of the market a trade/RFQ executed against (mirrors the JSON ``aggressorSide``).

Source of truth: the field and enumeration tables above are generated from the decoder source under ``tools/JavaScript/t4-javascript-api/src`` (mirror under ``tools/JavaScript/JSDemo/decoder``), ``tools/Python/t4-pythonConversion-api/src/t4login``.

The response is structured as a JSON object with various elements containing detailed trade data and related information for the specified contract and exchange within the requested time frame.