openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API Historical Time Series 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.<br/><br/> The A7 data can be accessed either via the <a href="https://a7.deutsche-boerse.com/">user interface</a> or via RESTful API.</br></br>

    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.<br/><br/>

    <b>Security measures:</b></br> 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.</br></br> A token can be generated at the <a href="https://a7.deutsche-boerse.com/">A7 user interface</a>. After login the user has to click on the user icon in the upper right corner, click on <b>API token generation</b> and finally click on <b>Request API key</b>. The generated token will be displayed directly in the user interface.<br/><br/>

    '
  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: Historical Time Series
paths:
  /aidataset/IV/{symbol}:
    get:
      tags:
      - Historical Time Series
      summary: gets implied volatility
      description: implied vol
      operationId: getIV
      parameters:
      - $ref: '#/components/parameters/symbol'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/ivs'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/IV/{symbol}/{maturity}:
    get:
      tags:
      - Historical Time Series
      summary: gets implied volatility for a given maturity
      description: implied vol
      operationId: getIVmat
      parameters:
      - $ref: '#/components/parameters/symbol'
      - $ref: '#/components/parameters/maturity'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/ivs'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/RV/{symbol}:
    get:
      tags:
      - Historical Time Series
      summary: gets realized volatility
      description: realized vol (intraday, maturity expressed as EWM, span in business days)
      operationId: getRV
      parameters:
      - $ref: '#/components/parameters/symbol'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/rvs'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/DIV/{symbol}:
    get:
      tags:
      - Historical Time Series
      summary: gets implied dividend flow
      description: implied dividend flow
      operationId: getDIV
      parameters:
      - $ref: '#/components/parameters/symbol'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/divs'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/DIV/{symbol}/{maturity}:
    get:
      tags:
      - Historical Time Series
      summary: gets implied dividend flow for a given maturity
      description: implied dividend flow
      operationId: getDIVmat
      parameters:
      - $ref: '#/components/parameters/symbol'
      - $ref: '#/components/parameters/maturity'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/divs'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/SMI/{symbol}:
    get:
      tags:
      - Historical Time Series
      summary: gets smile (vol spread between ATM strike and 90% strike)
      description: smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T)
      operationId: getSMI
      parameters:
      - $ref: '#/components/parameters/symbol'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/smis'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/SMI/{symbol}/{maturity}:
    get:
      tags:
      - Historical Time Series
      summary: gets smile (vol spread between ATM strike and 90% strike) for a given maturity
      description: smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T)
      operationId: getSMImat
      parameters:
      - $ref: '#/components/parameters/symbol'
      - $ref: '#/components/parameters/maturity'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/smis'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/FWD/{symbol}:
    get:
      tags:
      - Historical Time Series
      summary: gets forward
      description: forward
      operationId: getFWD
      parameters:
      - $ref: '#/components/parameters/symbol'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/fwds'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /aidataset/FWD/{symbol}/{maturity}:
    get:
      tags:
      - Historical Time Series
      summary: gets forward for a given maturity
      description: forward
      operationId: getFWDmat
      parameters:
      - $ref: '#/components/parameters/symbol'
      - $ref: '#/components/parameters/maturity'
      responses:
        200:
          description: successful operation
          content:
            text/csv:
              schema:
                $ref: '#/components/schemas/fwds'
        400:
          $ref: '#/components/responses/400'
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
components:
  schemas:
    rvs:
      description: array of realized volatilities
      type: array
      items:
        type: object
        properties:
          Snapshot_time_(GMT):
            type: string
            format: date
          '10':
            type: number
          '25':
            type: number
          '60':
            type: number
      example: ',10,25,60

        2024-06-21,19.8727,21.0621,21.5551

        2024-06-14,20.4442,21.2433,21.6247

        2024-06-07,21.4038,21.8765,21.9251

        2024-06-06,21.1964,21.8397,21.9118

        2024-06-03,20.4559,21.8048,21.9094

        '
    maturity:
      description: option maturity
      type: string
      pattern: ^[01][0-9]{3}$
      example: '0625'
    divs:
      description: array of implied dividends
      type: array
      items:
        type: object
        properties:
          Snapshot_time_(GMT):
            type: string
            format: date-time
        additionalProperties:
          type: number
      example: ',20240719,20240816,20240920,20241220,20250321,20250620,20251219

        2024-06-21 14:05:00,0.126876,0.0828143,-0.00337871,-0.113921,-0.28507,2.54447,2.39383

        2024-06-21 14:00:00,0.126416,0.0819395,-0.00687975,-0.119291,-0.296716,2.52869,2.42101

        2024-06-21 13:55:00,0.125381,0.0744777,-0.0120105,-0.132849,-0.307139,2.50696,2.43907

        2024-06-21 13:50:00,0.115369,0.0489143,-0.0396658,-0.157312,-0.33352,2.48712,2.45314

        2024-06-21 13:45:00,0.118927,0.0450836,-0.0465704,-0.163638,-0.338031,2.48831,2.47865

        '
    ivs:
      description: array of implied volatilities
      type: array
      items:
        type: object
        properties:
          Snapshot_time_(GMT):
            type: string
            format: date-time
        additionalProperties:
          type: number
      example: ',20240719,20240816,20240920,20241220,20250321,20250620,20251219

        2024-06-21 13:30:00,16.4902,19.0869,18.2782,18.5418,18.7175,19.3271,

        2024-06-21 13:25:00,16.888,18.9568,18.1998,18.4974,18.7292,19.2773,19.2292

        2024-06-21 13:20:00,16.7171,19.0249,18.287,18.5927,18.7221,19.3357,19.242

        2024-06-21 13:15:00,16.7059,18.9855,18.2049,18.5107,18.6803,19.3077,19.2428

        2024-06-21 13:10:00,16.7544,19.0055,18.2214,18.4872,18.6563,19.2944,19.25

        '
    symbol:
      description: trading symbol
      type: string
      enum:
      - OESX
      - ODAX
      - OSMI
      - OESB
      - OVS2
      - ITK
      - ABBN
      - ASM
      - ADS
      - AIR
      - EAD
      - ALV
      - AXA
      - BAS
      - BBVD
      - BMW
      - BNP
      - BAY
      - DBK
      - DB1
      - DPW
      - DTE
      - EOA
      - ENL5
      - INN
      - IBE
      - IFX
      - IES5
      - PPX
      - LOR
      - MOH
      - LIN
      - DAI
      - MUV2
      - NESN
      - NOVN
      - PHI1
      - REP
      - ROG
      - SAP
      - SNW
      - BSD2
      - SND
      - SIE
      - SGE
      - SREN
      - TNE5
      - TOTB
      - UBSN
      - CRI5
      - SQU
      - VO3
      - ANN
      - ZURN
      example: DB1
    smis:
      description: array of smiles
      type: array
      items:
        type: object
        properties:
          Snapshot_time_(GMT):
            type: string
            format: date-time
        additionalProperties:
          type: number
      example: ',20240719,20240816,20240920,20241220,20250321,20250620,20251219

        2024-06-21 14:05:00,1.12502,1.31043,1.57654,1.50071,1.4671,1.50114,1.56583

        2024-06-21 14:00:00,1.13521,1.31724,1.56878,1.52616,1.49694,1.5026,1.55258

        2024-06-21 13:55:00,1.04704,1.31004,1.56261,1.55248,1.48505,1.50779,1.524

        2024-06-21 13:50:00,1.05783,1.32273,1.58294,1.54378,1.56925,1.53229,1.51953

        2024-06-21 13:45:00,0.988669,1.26946,1.56359,1.50677,1.51089,1.44933,1.5086

        '
    fwds:
      description: array of forwards
      type: array
      items:
        type: object
        properties:
          Snapshot_time_(GMT):
            type: string
            format: date-time
        additionalProperties:
          type: number
      example: ',20240719,20240816,20240920,20241220,20250321,20250620,20251219

        2024-06-21 14:10:00,192.262,192.895,193.694,195.593,197.328,195.927,199.114

        2024-06-21 14:05:00,192.198,192.826,193.625,195.524,197.258,195.866,199.073

        2024-06-21 14:00:00,191.972,192.594,193.4,195.292,197.041,195.643,198.799

        2024-06-21 13:55:00,191.714,192.332,193.13,195.041,196.778,195.409,198.513

        2024-06-21 13:50:00,191.713,192.355,193.154,195.059,196.803,195.426,198.484

        '
  parameters:
    symbol:
      name: symbol
      in: path
      description: unique trading symbol identifier
      required: true
      schema:
        $ref: '#/components/schemas/symbol'
    maturity:
      name: maturity
      in: path
      description: option maturity
      required: true
      schema:
        $ref: '#/components/schemas/maturity'
  responses:
    '404':
      description: not found
    '400':
      description: bad request
      content:
        text/plain:
          schema:
            type: string
          example: specific error message
    '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
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer