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