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