openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API Sending times, packets, messages 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: Sending times, packets, messages
paths:
  /mdp/{exchange}/{date}/{asset}/{securityId}:
    get:
      tags:
      - Sending times, packets, messages
      summary: retrieves list of packets' sending times, or complete packets
      description: The request delivers a list of the available sending times, or alternatively complete packets for the selected exchange, trading day, asses and security.
      operationId: getTransactTimes
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/asset'
      - $ref: '#/components/parameters/securityID'
      - $ref: '#/components/parameters/mode'
      - $ref: '#/components/parameters/limit'
      - $ref: '#/components/parameters/from'
      - $ref: '#/components/parameters/to'
      - $ref: '#/components/parameters/msgSeqNum'
      - $ref: '#/components/parameters/templateID'
      responses:
        200:
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/sendingTimes'
                - $ref: '#/components/schemas/packetDetails'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/sendingTimes'
                - $ref: '#/components/schemas/packetDetails'
                - $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}/{securityId}/{sendingTime}:
    get:
      tags:
      - Sending times, packets, messages
      summary: retrieves packet details
      description: 'The request delivers the details of the packet identified by the selected exchange, trading day, asset, security and packet''s sending time.</br>  For a detailed description of the different message types please refer to the CME MDP documentation.

        '
      operationId: getPacketDetails
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/asset'
      - $ref: '#/components/parameters/securityID'
      - $ref: '#/components/parameters/sendingTime'
      responses:
        200:
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/packetDetail'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/packetDetail'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
components:
  parameters:
    securityID:
      name: securityId
      in: path
      description: unique security identifier
      required: true
      schema:
        $ref: '#/components/schemas/securityID'
    templateID:
      name: templateId
      in: query
      description: array of templateIDs used as a filter to select packets (multiple values are separated by comma)
      required: false
      schema:
        type: array
        items:
          type: integer
          format: int32
          minimum: 0
          example: 46
      style: form
      explode: false
    sendingTime:
      name: sendingTime
      in: path
      description: packet's sending time
      required: true
      schema:
        $ref: '#/components/schemas/timestamp'
    date:
      name: date
      in: path
      required: true
      description: trading day in the format YYYYMMDD
      schema:
        $ref: '#/components/schemas/date'
    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'
    msgSeqNum:
      name: msgSeqNum
      in: query
      description: array of packet's sequence numbers used as a filter to select packets (multiple values are separated by comma)
      required: false
      schema:
        type: array
        items:
          type: integer
          format: int64
          minimum: 1
          example: 22902064
      style: form
      explode: false
    limit:
      name: limit
      in: query
      description: max number of elements in the response
      required: false
      schema:
        type: integer
        format: int32
        minimum: 1
        maximum: 10000
        default: 1000
        example: 10
    to:
      name: to
      in: query
      description: packet's sending time as a global end time for (multiple) time interval selection
      required: false
      schema:
        $ref: '#/components/schemas/timestamp'
      example: null
    from:
      name: from
      in: query
      description: array of packet's sending times as start times for (multiple) time interval selection (multiple values are separated by comma)
      required: false
      schema:
        type: array
        items:
          $ref: '#/components/schemas/timestamp'
      style: form
      explode: false
    mode:
      name: mode
      in: query
      description: "Define the output format for the response.<br/> Mode options:\n  * `reference` (default) - Shows a list of the referencing IDs\n  * `detailed` - Shows a list of packets with messages including their details\n"
      required: false
      schema:
        type: string
        enum:
        - reference
        - detailed
        default: reference
  schemas:
    sendingTimes:
      type: object
      properties:
        SendingTimes:
          description: array of packets' sending times
          type: array
          items:
            $ref: '#/components/schemas/timestamp'
          example:
          - '1673390700086106154'
          - '1673390700088531122'
          - '1673390700088549040'
    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
    packetDetail:
      description: packet's details
      type: object
      properties:
        Messages:
          description: packet header, size header, messages
          type: object
    date:
      description: date representation
      type: integer
      format: int32
      minLength: 8
      maxLength: 8
      example: 20230111
    exchange:
      description: exchange mic
      type: string
      minLength: 4
      maxLength: 4
      example: XCME
    timestamp:
      description: timestamp as number of nanoseconds since Unix epoch
      type: string
      example: '1673390700086106154'
    packetDetails:
      type: object
      properties:
        Packets:
          description: array of packets' details
          type: array
          items:
            description: array of packet's details
            type: array
            items:
              description: packet header, size header, messages
              type: object
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer