openapi: 3.0.0
info:
title: A7 Analytics Platform - Algo management Algo management API Exchanges, symbols, 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, symbols, securities
paths:
/auction/:
get:
tags:
- Exchanges, symbols, securities
summary: retrieves list of exchanges
description: The request delivers all available markets as a list of MICs."
operationId: getExchanges
responses:
200:
description: successful operation
content:
application/json:
schema:
description: array of exchange mics
type: array
items:
$ref: '#/components/schemas/exchange'
example:
- XETR
- XEUR
- XEEE
application/gzip:
schema:
type: array
format: binary
items:
$ref: '#/components/schemas/exchange'
example:
- XETR
- XEUR
- XEEE
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
/auction/{exchange}/:
get:
tags:
- Exchanges, symbols, securities
summary: retrieves list of trading days
description: The request delivers all available trading days for the selected market as a list of dates (YYYYMMDD).
operationId: getDates
parameters:
- $ref: '#/components/parameters/exchange'
responses:
200:
description: successful operation
content:
application/json:
schema:
description: array of dates
type: array
items:
$ref: '#/components/schemas/date'
example:
- 20230111
- 20230112
- 20230113
application/gzip:
schema:
type: array
items:
$ref: '#/components/schemas/date'
example:
- 20230111
- 20230112
- 20230113
format: binary
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
/auction/{exchange}/{date}/:
get:
tags:
- Exchanges, symbols, securities
summary: retrieves list of market segments, or alternatively symbols
description: The request delivers all available market segments, or alternatively symbols, for the selected market and trading day as a list of market segment IDs, or symbols.
operationId: getMarketSegmentIDsOrSymbols
parameters:
- $ref: '#/components/parameters/exchange'
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/mode'
responses:
200:
description: successful operation
content:
application/json:
schema:
description: array of market segment IDs, or symbols
type: array
items:
$ref: '#/components/schemas/marketSegmentIDorSymbol'
example:
- '52915'
- '52378'
- '54105'
application/gzip:
schema:
type: array
format: binary
items:
$ref: '#/components/schemas/marketSegmentIDorSymbol'
example:
- '52915'
- '52378'
- '54105'
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
/auction/{exchange}/{date}/{marketSegmentID}/:
get:
tags:
- Exchanges, symbols, securities
summary: retrieves list of securities
description: The request delivers all available securities for the selected market, trading day and market segment as a list security IDs.
operationId: getSecurityIDs
parameters:
- $ref: '#/components/parameters/exchange'
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/marketSegmentID'
responses:
200:
description: successful operation
content:
application/json:
schema:
description: array of security IDs
type: array
items:
$ref: '#/components/schemas/securityID'
example:
- 2506257
application/gzip:
schema:
type: array
items:
$ref: '#/components/schemas/securityID'
example:
- 2506257
format: binary
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
/auction/{exchange}/{date}/{marketSegmentID}/{securityID}:
get:
tags:
- Exchanges, symbols, securities
summary: retrieves security's reference data
description: The request delivers reference data for the selected security that is identified by market, trading day, market segment ID and security ID.
operationId: getSecurity
parameters:
- $ref: '#/components/parameters/exchange'
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/marketSegmentID'
- $ref: '#/components/parameters/securityID'
responses:
200:
description: successful operation
content:
application/json:
schema:
$ref: '#/components/schemas/security'
application/gzip:
schema:
$ref: '#/components/schemas/security'
format: binary
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
/auction/{exchange}/{date}/{symbol}:
get:
tags:
- Exchanges, symbols, securities
summary: retrieves security's reference data
description: The request delivers reference data for the selected security that is identified by market, trading day and trading symbol.
operationId: getSecurityBySymbol
parameters:
- $ref: '#/components/parameters/exchange'
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/symbol'
responses:
200:
description: successful operation
content:
application/json:
schema:
$ref: '#/components/schemas/security'
application/gzip:
schema:
$ref: '#/components/schemas/security'
format: binary
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
components:
parameters:
marketSegmentID:
name: marketSegmentID
in: path
description: unique market segment identifier
required: true
schema:
$ref: '#/components/schemas/marketSegmentID'
securityID:
name: securityID
in: path
description: unique security identifier
required: true
schema:
$ref: '#/components/schemas/securityID'
symbol:
name: symbol
in: path
description: unique trading symbol identifier
required: true
schema:
$ref: '#/components/schemas/symbol'
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'
mode:
name: mode
in: query
description: "Defines the output values for the response.
mode options:\n * `ids` (default) - returns a list of market segment IDs\n * `symbols` - returns a list of trading symbols\n"
required: false
schema:
type: string
enum:
- ids
- symbols
default: ids
schemas:
symbol:
description: trading symbol
type: string
example: DB1
exchange:
description: exchange mic
type: string
minLength: 4
maxLength: 4
example: XETR
security:
description: security's reference data
type: object
properties:
Exchange:
$ref: '#/components/schemas/exchange'
Date:
$ref: '#/components/schemas/date'
Symbol:
$ref: '#/components/schemas/symbol'
MarketSegmentID:
$ref: '#/components/schemas/marketSegmentID'
SecurityID:
$ref: '#/components/schemas/securityID'
Index:
description: index that security constitute
type: string
example: DAX
ISIN:
description: ISIN of security
type: string
example: DE0005810055
Ticks:
description: tick ladder
type: array
items:
type: object
properties:
From:
description: starting price range for specified tick increment (inclusive)
type: number
format: double
example: 0.5
To:
description: ending price range for the specified tick increment (noninclusive)
type: number
format: double
example: 1.0
Tick:
description: tick increment for stated price range that specifies the valid price increments at which orders or quotes for an instrument of the product can be entered
type: number
format: double
example: 0.0002
required:
- From
- To
- Tick
required:
- Exchange
- Date
- Symbol
- MarketSegmentID
- SecurityID
- Index
- ISIN
- Ticks
securityID:
description: security ID
type: integer
format: int64
minimum: -9223372036854775808
maximum: 9223372036854775807
example: 2504978
marketSegmentIDorSymbol:
description: MarketSegmentID or symbol
type: string
example: '52915'
marketSegmentID:
description: market segment ID
type: integer
format: int32
example: 52885
date:
description: date representation
type: integer
format: int32
example: 20230111
responses:
'404':
description: not found
'401':
description: authorization failed
content:
text/plain:
schema:
type: string
example: specific error message
'403':
description: access denied
content:
text/plain:
schema:
type: string
example: specific error message
'400':
description: bad request
content:
text/plain:
schema:
type: string
example: specific error message
securitySchemes:
bearerAuth:
type: http
scheme: bearer