openapi: 3.0.0 info: title: A7 Analytics Platform - Algo management Algo management API Exchanges, assets, securities API description: 'A7 Analytics Platform for the main T7 trading venues of Deutsche Börse Group and for the MDP feed of CME Group. The platform enables clients to perform pre/at/post trade analysis and to interact with market data and analytics.It provides clients access to the most granular un-normalized/genuine historical order book data (EOBI, MDP) as well as constructed order books, off-the-shelf analytics and allows them to build their own custom analytics utilizing algo functionality, which is a flexible high-performance framework based on historical order book data.

The A7 data can be accessed either via the user interface or via RESTful API.

The algo management API provides access to the A7 algos and their results. With the API it is possible to create, update, delete and run algos and to access the results of the algo runs. All available endpoints are described in detail below.

Security measures:
In order to prevent unauthorized access to the API an authentication token must be used. A7 utilises the bearer authentication scheme for this purpose. The authentication token must be added to the header of each request message. Depending on the implementation it might be necessary to add the keyword "Bearer" to the token string as a prefix followed by a space.

A token can be generated at the A7 user interface. After login the user has to click on the user icon in the upper right corner, click on API token generation and finally click on Request API key. The generated token will be displayed directly in the user interface.

' contact: name: Deutsche Börse Data & Analytics url: https://www.mds.deutsche-boerse.com email: analytics@deutsche-boerse.com version: 1.0.2 servers: - url: /api/v1 description: A7 production environment security: - bearerAuth: [] tags: - name: Exchanges, assets, securities paths: /mdp: get: tags: - Exchanges, assets, securities summary: retrieves list of exchanges description: The request delivers all available exchanges. operationId: getExchanges responses: 200: description: successful operation content: application/json: schema: oneOf: - $ref: '#/components/schemas/exchanges' - $ref: '#/components/schemas/InternalError' application/gzip: schema: oneOf: - $ref: '#/components/schemas/exchanges' - $ref: '#/components/schemas/InternalError' format: binary 401: $ref: '#/components/responses/401' 403: $ref: '#/components/responses/403' 404: $ref: '#/components/responses/404' /mdp/{exchange}: get: tags: - Exchanges, assets, securities summary: retrieves list of trading days description: The request delivers all available trading days (YYYYMMDD) for the selected exchange. operationId: getAvailableDates parameters: - $ref: '#/components/parameters/exchange' responses: 200: description: successful operation content: application/json: schema: oneOf: - $ref: '#/components/schemas/dates' - $ref: '#/components/schemas/InternalError' application/gzip: schema: oneOf: - $ref: '#/components/schemas/dates' - $ref: '#/components/schemas/InternalError' format: binary 401: $ref: '#/components/responses/401' 403: $ref: '#/components/responses/403' 404: $ref: '#/components/responses/404' /mdp/{exchange}/{date}: get: tags: - Exchanges, assets, securities summary: retrieves list of assets description: The request delivers a list of all available assets for the selected exchange and trading day. operationId: getAssets parameters: - $ref: '#/components/parameters/exchange' - $ref: '#/components/parameters/date' responses: 200: description: successful operation content: application/json: schema: oneOf: - $ref: '#/components/schemas/assets' - $ref: '#/components/schemas/InternalError' application/gzip: schema: oneOf: - $ref: '#/components/schemas/assets' - $ref: '#/components/schemas/InternalError' format: binary 401: $ref: '#/components/responses/401' 403: $ref: '#/components/responses/403' 404: $ref: '#/components/responses/404' /mdp/{exchange}/{date}/{asset}: get: tags: - Exchanges, assets, securities summary: retrieves list of securities description: The request delivers a list of all available securities for the selected exchange, trading day and asset. operationId: getSecurityIds parameters: - $ref: '#/components/parameters/exchange' - $ref: '#/components/parameters/date' - $ref: '#/components/parameters/asset' responses: 200: description: successful operation content: application/json: schema: oneOf: - $ref: '#/components/schemas/securityIDs' - $ref: '#/components/schemas/InternalError' application/gzip: schema: oneOf: - $ref: '#/components/schemas/securityIDs' - $ref: '#/components/schemas/InternalError' format: binary 401: $ref: '#/components/responses/401' 403: $ref: '#/components/responses/403' 404: $ref: '#/components/responses/404' components: parameters: asset: name: asset in: path description: unique asset identifier required: true schema: $ref: '#/components/schemas/asset' exchange: name: exchange in: path description: exhange identifier code required: true schema: $ref: '#/components/schemas/exchange' date: name: date in: path required: true description: trading day in the format YYYYMMDD schema: $ref: '#/components/schemas/date' schemas: assets: type: object properties: Assets: description: array of assets type: array items: $ref: '#/components/schemas/asset' example: - ES - GE - ZN exchange: description: exchange mic type: string minLength: 4 maxLength: 4 example: XCME dates: type: object properties: Dates: description: array of dates type: array items: $ref: '#/components/schemas/date' example: - 20230111 - 20230112 - 20230113 exchanges: type: object properties: Exchanges: description: array of exchange mics type: array items: $ref: '#/components/schemas/exchange' example: - XCBT - XCEC - XCME - XFXS - XNYM securityIDs: type: object properties: SecurityIDs: description: array of security IDs type: array items: $ref: '#/components/schemas/securityID' example: - 206299 - 95414 - 3445 securityID: description: Security ID type: integer format: int32 example: 206299 InternalError: properties: success: type: string example: false message: type: string example: Error message required: - success - message asset: description: asset code also known as product code type: string maxLength: 6 example: ES date: description: date representation type: integer format: int32 minLength: 8 maxLength: 8 example: 20230111 securitySchemes: bearerAuth: type: http scheme: bearer