The T4 system uses MarketID to uniquely identify tradeable instruments on our platform. These instruments are partitioned in a hierarchical manner using:

The Market Data API supports two authentication methods, depending on your integration scenario:

• AuthKey Authentication: Designed for business-to-business (B2B) integrations, providing a simplified authentication mechanism for server-to-server communication.
• JWT Authentication: Utilized for client-to-business (C2B) scenarios, offering secure token-based authentication for end-user applications.

To obtain a JWT token:

1. Send a JWT request Protocol Buffer message to the authentication endpoint
2. The server will respond with a JWT token that should be included in subsequent API requests
3. Include the JWT token in the Authorization header using the Bearer scheme

For B2B integrations:

1. Use your provided AuthKey for direct API access
2. Include the AuthKey in the request header as specified in the API documentation
3. AuthKeys have configurable permissions and can be managed through the administration portal

For a complete reference of all available endpoints, request parameters, and response formats, please refer to our interactive Swagger documentation:

Market Data API Swagger Documentation

The Swagger interface allows you to:

• Browse all available endpoints
• Test API calls directly from your browser
• View request and response schemas
• Understand authentication requirements for each endpoint

Retrieves a list of exchanges available in the market data system.

GET https://api-sim.t4login.com/markets/exchanges

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.

[
    {
        "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 ...
]

The Contracts API endpoint retrieves a list of contracts for a given exchange.

GET https://api-sim.t4login.com/markets/contracts

Include Authorization which should contain a valid bearer token.

Authorization: Bearer YOUR_ACCESS_TOKEN

[
    {
        "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.

The Contract Search API endpoint is used to search for contracts based on a given search query.

GET https://api-sim.t4login.com/markets/contracts/search

Include Authorization which should contain a valid bearer token.

Authorization: Bearer YOUR_ACCESS_TOKEN

The response structure will be an array of contract objects. Each object includes details about the contract found in the search.

[
    {
        "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 ...
]

The Markets API endpoint retrieves information about markets based on specified criteria, including exchange ID, contract ID, and optionally market ID and strategy type.

GET https://api-sim.t4login.com/markets

Include Authorization which should contain a valid bearer token.

Authorization: Bearer YOUR_ACCESS_TOKEN

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.

[
    {
        "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 ...
]

The Market Details API endpoint retrieves detailed information about a specific market expiry.

GET https://api-sim.t4login.com/markets/marketdetails

Include Authorization which should contain a valid bearer token.

Authorization: Bearer YOUR_ACCESS_TOKEN

{
    "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.