Table 1.1. Document info
| Abstract | This document describes the JSON protocol for the Infront Connect Market Data API |
| Author | Infront |
| API version | 1.10.3 |
| Release date | 2021-10-13 |
| Status | Draft |
| Category | Restricted |
Release date: 2021-10-13
Changes:
Added description of type_number type_number.
Release date: 2021-08-13
Changes:
Added new streaming market data message md_resubscribe.
Release date: 2018-11-23
Changes:
Added RECOMMENDATION_TYPE_UNKNOWN, RECOMMENDATION_TYPE_STRONG_BUY, RECOMMENDATION_TYPE_BUY, RECOMMENDATION_TYPE_HOLD, RECOMMENDATION_TYPE_SELL,RECOMMENDATION_TYPE_STRONG_SELL to recommendation_type.
Release date: 2018-10-26
Changes:
Added contract_size, contract_type, start_of_index_period, end_of_index_period, participation_level, break_even, asian_average, bond_face_value, bond_minimum_denomination, issue_date, theoretical, delta, elast, nav, bond_coupon_reference_feed, bond_coupon_reference_symbol, bond_coupon_spread, weight, exposure to instrument.
Added BOND_BENCHMARK , BOND_COMMODITY , BOND_CREDIT , BOND_EQUITY_INDEX , BOND_FLOATER , BOND_GOVERNMENT , BOND_INTERVAL , BOND_MARKET , BOND_MONEY_MARKET , BOND_MORTGAGE , BOND_OTHER , BOND_PORTFOLIO , BOND_STRATEGY , BOND_STRIPS , BOND_SUSTAINABLE , BOND_TREASURY_BILLS , BOND_TREASURY_NOTES , BOND_ZERO , CERT_BALANCE , CERT_BASKET , CERT_BONUS , CERT_BULL_BEAR , CERT_CASH_OR_SHARE , CERT_COUPON , CERT_CREDIT , CERT_DISCOUNT , CERT_EXPRESS , CERT_GROWTH , CERT_GUARANTEE , CERT_INDEX , CERT_INVESTMENT , CERT_IR , CERT_LEVERAGE , CERT_LONG_SHORT , CERT_MINI_FUTURE , CERT_OTHER , CERT_OUTPERFORM , CERT_PARTICIPATION , CERT_PREMIUM , CERT_V , FOREX_DEPOSIT_INDICATIVE , FOREX_FORWARD , FOREX_FREE_FRA , FOREX_OPTION , FUND_ETP , INDEX_BALANCE , INDEX_COMMODITY , INDEX_CREDIT , INDEX_CURRENCY , INDEX_RATE , INDEX_STOCK , OPTION_BINARY_CON_CALL , OPTION_BINARY_SUPERSHARE , OPTION_STOCK to instrument_subtype.
Added contract_type.
Release date: 2018-10-25
Changes:
Added ext_group_id to md_get_list_names_request.
Release date: 2018-09-23
Changes:
Added md_get_list_names_request.
Added ext_user_id, get_xml to md_get_list_names_request.
Added md_subscribe_news_response.
Release date: 2018-09-25
Changes:
Added num_of_days to md_get_trades_by_days_request.
Release date: 2018-05-07
Changes:
Added one_w_last_div, one_m_last_div, three_m_last_div, six_m_last_div, one_y_last_div, wtd_last_div, mtd_last_div, ytd_last_div to hist_performance.
Release date: 2018-05-02
Changes:
Added REF_DATA_DETAILS and FORWARD_CURVES to snapshot_fields.
Added value_date to instrument_info.
Release date: 2018-04-04
Changes:
Added maturity_date, coupon_rate and forward_curves to instrument_info.
Added forward_curve.
Added chain.
Release date: 2017-08-23
Changes:
Added multiplier, mic, deleted and precision_code to instrument.
Release date: 2017-07-31
Changes:
Added update_data to md_subscribe_market_activity_request.
Release date: 2017-06-02
Changes:
Added cash and other positions to md_save_user_list_request.
Release date: 2017-05-22
Changes:
Added is_portfolio, currency, portfolio_id to md_save_user_list_request and md_get_user_list_response.
Release date: 2017-02-01
Changes:
Added logical_session_token, to md_login_response.
Release date: 2016-09-20
Changes:
Added issuer, issuer_full_name, under_full_name to instrument.
Release date: 2016-08-10
Changes:
Added trades to md_get_feed_metadata_response.
Release date: 2016-08-02
Changes:
Support hierarchical chains in md_get_chains_response.
Release date: 2016-05-06
Changes:
Added message md_subscribe_alerts_request.
Added message md_subscribe_news_request.
Added message md_subscribe_owc_request.
Added message md_get_owc_request.
Added week-to-date and month-to-date fields to hist_performance.
Release date: 2015-10-06
Changes:
Added content and positions to md_save_user_list_request and get_xml to md_get_user_list_request.
Release date: 2015-09-24
Changes:
Added signed_token to md_login_request.
Added country, data_types and custom_codes to market.
Added message md_get_chains_request.
Release date: 2015-06-22
Changes:
Added ticker to md_instrument_search_request.
Release date: 2015-06-17
Changes:
Added instrument to md_get_reference_data_request.
Release date: 2015-04-24
Changes:
Added num_trades to md_get_historical_trades_response.
Added NEWS_SEARCH feature to md_login_response.
Added main_index and main_index_feed to md_get_feed_metadata_response.
Added read_only to md_get_user_list_response.
Release date: 2014-12-19
Changes:
Added instruments to md_get_news_items_request.
Added chain to md_get_ranked_list_request.
Added sym_turn and sym_turn_pct to broker.
Release date: 2014-11-12
Changes:
Added num_items to md_get_calendar_request.
Added dark_theme to md_get_news_body_request and md_get_infinancials_request.
Added total_value_pct and trades_pct to broker.
Release date: 2014-10-06
Changes:
Added num_trades to md_subscribe_instrument_request.
Release date: 2014-09-26
Changes:
Added adjust_split and adjust_div to md_get_historical_trades_request.
Release date: 2014-09-23
Changes:
Added trades, last_valid, last_valid_date, lv_prev_close, lv_change and lv_pct_change to instrument_info.
Added LV_PCT_CHANGE_DESC and LV_PCT_CHANGE_DESC to sort_order.
Release date: 2014-09-15
Changes:
Added message md_get_company_history_request.
Release date: 2014-06-23
Changes:
Added chain to md_get_market_activity_request.
Release date: 2014-06-11
Changes:
Added int_volume and total_volume to broker.
Added currency_ratio to instrument_info.
Release date: 2014-06-03
Changes:
Added bid_spec_price and ask_spec_price to instrument_info.
Added index_desc to instrument.
Added message md_get_company_request.
Release date: 2014-05-20
Changes:
Added market, buyer_full, seller_full and type to intraday_trade.
Added message md_get_history_request.
Release date: 2014-05-07
Changes:
Added min_iceberg_size to instrument.
Added company_url to instrument.
Added indic_price to instrument_info.
Added indic_volume to instrument_info.
Release date: 2014-04-26
Changes:
Added message md_get_market_activity_request.
Release date: 2014-03-14
Changes:
Added segment to instrument_info.
Added message md_get_calendar_request.
Release date: 2014-03-11
Changes:
Added tick_size_id to instrument_info.
Added message md_get_tick_sizes_request.
Release date: 2014-03-06
Changes:
Added trading_status to instrument_info.
Added message md_get_broker_stats_request.
Release date: 2014-02-28
Changes:
New search request supporting search across multiple types of information classes. New signatures for both md_instrument_search_request and md_instrument_search_response.
Release date: 2014-02-12
Changes:
Added message md_get_reference_data_request.
Added message md_get_ranked_list_request.
Release date: 2014-01-10
Changes:
Added regions to md_get_news_sources_response.
Added offset, types and regions to md_get_news_items_request.
Release date: 2013-11-25
Changes:
Added display_market and display_ticker fields to instrument.
Release date: 2013-11-21
Changes:
Deprecated infinancials_access and added features to md_login_response.
Release date: 2013-11-06
Changes:
Added error_displayable field to the response headers.
Release date: 2013-08-20
Changes:
Added width and height to md_get_infinancials_request.
Release date: 2013-08-16
Changes:
Support added for logging in using e.g. Facebook and LinkedIn by providing oauth_server_id and auth_token in md_login_request.
Release date: 2013-08-09
Changes:
Added message md_get_infinancials_request.
Added infinancial_access to md_login_response.
Release date: 2013-01-23.
Changes:
Added provider and home_provider to md_get_chain_request.
Release date: 2012-11-28.
Changes:
Added buyer_seller to md_get_feed_metadata_response.
Consolidated error codes and documented them in Error codes.
Release date: 2012-11-26.
Changes:
Added gics, num_shares, rsi14, macd, ma50, ma100, and ma200 to instrument_info and snapshot_fields.
All messages are formatted using JSON (JavaScript Object Notation). JSON is a lightweight data-interchange format. It is easy for humans to read and write. It is easy for machines to parse and generate. See www.json.org for a complete specification of the JSON format.
There are three types of messages:
Request
Response
Update
Request messages are initiated by the client system in order to read or write data to the server. All Request messages will be answered with a Response message by the server. An Update message is a message initiated by the server and sent to the client in real-time with the update information that has occurred. An Update message is not answered by the client.
The API supports HTTP and WebSocket (version 13), both with or without TLS. The messages that require asynchronous responses will fail with error code 405 if a synchronous transport is used for the message.
The subsection "Keys" contains a table of compulsory and optional key/value combinations. Optional keys are enclosed within square brackets, [ ].
Table 2.1. Parameter types
| Key name | Value type | Description |
|---|---|---|
| mandatory_key | string | Key that is mandatory |
| [optional_key] | string | Key that is optional |
| instrument | class instrument | Object of type INSTRUMENT |
| instruments | class instrument[] | Array of objects of type INSTRUMENT |
| instrument_type | enum instrument_type[] | Enumeration value of the INSTRUMENT_TYPE |
| time_of_trade | DATETIME formatted string | String object where the string adheres to a specific formatting |
All request messages have the following header fields.
Table 3.1. Request header fields
| Key name | Value type | Description |
|---|---|---|
| [request_data] | string | Optional value that will be returned in the response. Used for application session identification. |
| [session_token] | string | Session token identifying a market data session. To be used for a every market data request except md_login_request. |
Example 3.1. Example request header
{
"session_token": "733cd539-bd2e-4be8-bd68-f01274ff7706",
"md_get_historical_trades_request": {
"instrument": { "feed": 18177, "ticker": "AKBM" },
"fields": ["LAST", "VOLUME"],
"start_date": "2011-01-05",
"end_date": "2011-01-15"
}
}
All response messages have the following header fields.
Table 3.2. Request header fields
| Key name | Value type | Description |
|---|---|---|
| session_token | string | Identifies a market data or trading session. |
| error_code | integer | Error code |
| [error_message] | string | Provided if error code is not equal to 0 |
| [error_displayable] | string | Error suited for direct display to end user. Possibly localized |
| [request_data] | string | Mandatory if given in the request message. Used for application session identification |
Example 3.2. Example response header
{
"error_code": 0,
"session_token": "3932ffad-7de7-4e5e-bf78-82fcc46c363c",
"md_get_snapshot_response": {
"instruments": [
{
"feed": 18177,
"ticker": "ORK",
"bid": 42.82,
"ask": 42.87
},
{
"feed": 18177,
"ticker": "STL",
"bid": 149.40,
"ask": 149.50
}]
}
}
All update messages have the following header fields.
Table 3.3. Request header fields
| Key name | Value type | Description |
|---|---|---|
| [update_data] | string | Optional value that may be set in a subscription request to identify a type of update |
Example 3.3. Example update header
{
"update_data": "oslo_statoil",
"md_instrument_update": {
"instrument": {
"feed": 18177,
"ticker": "STL",
"isin": "NO0010096985"
},
"bid": 145.900,
"ask": 146.000,
"last": 146.000,
"time": "2012-01-20T12:50:52Z",
"change": -1.600,
"pct_change": -1.084
}
}
Creates a session for market data access for the specified user.
Several mutually exclusive combinations of credentials are permitted:
login_id and password
oauth_server_id, client_application and auth_token
signed_token and token_type
Table 4.1. md_login_request parameters
| Key name | Value type | Description |
|---|---|---|
| [login_id] | string | User id |
| [password] | string | Password |
| [signed_token] | string | Signed token |
| [token_type] | enum token_type | Type of signed token |
| [oauth_server_id] | enum oauth_server_id | OAuth provider, e.g. Facebook |
| [auth_token] | string | OAuth 2.0 authentication token |
| client_application | string | Defined by Infront |
| client_application_version | string | Version of client application |
| country_code | string | Country code formatted as the ISO 3166-1 alpha-2 definition |
| language_code | string | Language code formatted as the IETF language tag definition |
| hostname | string | Hostname of client |
| [device_id] | string | ID of the client device |
| [device_os] | string | OS of the client device |
| [device_os_version] | string | OS version of the client device |
| [api_version] | string | Provided if a certain version of the API is required |
| [ias_token] | string | A signed IAS token containing a certificate and accesses, base64-encoded. Can be used instead of specifying a username and password. Note that this can be very large |
Example 4.1. Example md_login_request
{
"request_data": "ValueToBeReturnedInResponse",
"md_login_request":
{
"login_id": "webserver.company",
"password": "password",
"client_application": "WEB",
"client_application_version": "1.0",
"country_code": "no",
"language_code": "en"
}
}
Response message for md_login_request.
Table 4.2. md_login_response parameters
| Key name | Value type | Description |
|---|---|---|
| version | string | API version |
| build | string | Build version of server component |
| remote_address | string | Address of the connecting client |
| session_token | string | Session token to be used for every other request message in the future for this logged in session |
| session_timeout | integer | Number of milliseconds of inactivity after which a session expires |
| features | enum feature[] | List of special features the user has access to |
| [full_name] | string | Full name of user |
| [logical_session_token] | string | Token that should be passed unmodified to tr_login_request |
Example 4.2. Example md_login_response
{
"request_data": "ValueToBeReturnedInResponse",
"error_code": 0,
"session_token": "9b6aa578-2320-48f2-903a-359e380369c0",
"md_login_response": {
"version": "1.3.1",
"build": "mobile_and_web_server 0.3.0 PRIVATE BUILD",
"remote_address": "1.2.3.4",
"session_timeout": 900000,
"session_token": "9b6aa578-2320-48f2-903a-359e380369c0",
"features": ["INFINANCIALS", "TWEETWIRES"],
"logical_session_token": "9b6bc578-1234-48f2-903a-359e365769c2"
}
}
Logs the user out.
Example 4.3. Example md_logout_request
{
"session_token" : "7e28ef2e-bc05-4e3f-b411-165b0bb928e9",
"md_logout_request" : {}
}
Response message for md_logout_request.
Example 4.4. Example md_logout_response
{
"error_code": 0,
"session_token": "7e28ef2e-bc05-4e3f-b411-165b0bb928e9",
"md_logout_response": {}
}
Prevents the market data session from expiring.
Example 4.5. Example md_keep_alive_request
{
"session_token" : "7e28ef2e-bc05-4e3f-b411-165b0bb928e9",
"md_keep_alive_request" : {}
}
Response message for md_logout_request.
Example 4.6. Example md_keep_alive_response
{
"error_code": 0,
"session_token": "7e28ef2e-bc05-4e3f-b411-165b0bb928e9",
"md_keep_alive_response": {}
}
Retrieves a list of the user defined lists associated with the user.
Table 4.3. md_get_user_list_request parameters
| Key name | Value type | Description |
|---|---|---|
| [ext_user_id] | string | The user ID this request is sent on behalf of |
| [ext_group_id] | string | The group that the ext_user_id is part of |
Example 4.7. Example md_get_list_names_request
{
"session_token" : "33b643a6-0f6f-40ce-a823-4feeccb54df0",
"md_get_list_names_request" : {}
}
Response message for md_get_list_names_request.
Table 4.4. md_get_list_names_response parameters
| Key name | Value type | Description |
|---|---|---|
| lists | string[] | Array of list names |
Example 4.8. Example md_get_list_names_response
{
"error_code" : 0,
"session_token" : "33b643a6-0f6f-40ce-a823-4feeccb54df0",
"md_get_default_list_response" :
{
"lists" : ["my favourites", "currencies"]
}
}
Retrieves a list of instruments.
Table 4.5. md_get_user_list_request parameters
| Key name | Value type | Description |
|---|---|---|
| list | string | Name of the list to download |
| [ext_user_id] | string | The user ID this request is sent on behalf of |
| [ext_group_id] | string | The group that the ext_user_id is part of |
| [get_xml] | boolean | Get XML of underlying list |
Example 4.9. Example md_get_user_list_request
{
"request_data": "semla",
"session_token": "5fcce5df-a988-4ed9-b5f2-033f17bf5e28",
"md_get_user_list_request": {
"list": "Default"
}
}
Response message for md_get_user_list_request.
Table 4.6. md_get_user_list_response parameters
| Key name | Value type | Description |
|---|---|---|
| list_description | string | Description of the list |
| items | class instrument[] | Array of instrument identifiers |
| read_only | boolean | List is read only |
| currency | string | Target currency (for portfolios) |
| is_portfolio | boolean | Always "true" for portfolios |
| portfolio_id | string | Optional arbitrary identifier of the portfolio |
| xml | string | Returned if get_xml is set in request |
Example 4.10. Example md_get_user_list_response
{
"request_data": "semla",
"error_code": 0,
"session_token": "5fcce5df-a988-4ed9-b5f2-033f17bf5e28",
"md_get_user_list_response": {
"items": [
{
"feed": 18177,
"ticker": "OBX",
"instrument_type": "INDEX"
},
{
"feed": 12,
"ticker": "EURUSD",
"instrument_type": "FOREX"
}
]
}
}
Example 4.11. Example md_get_user_list_response (portfolio)
{
"request_data": "semla",
"error_code": 0,
"session_token": "5fcce5df-a988-4ed9-b5f2-033f17bf5e28",
"md_get_user_list_response": {
"items": [
{
"feed": 18177,
"ticker": "OBX",
"instrument_type": "INDEX"
},
{
"feed": 12,
"ticker": "EURUSD",
"instrument_type": "FOREX"
}
],
"is_portfolio": true,
"currency": "SEK",
"portfolio_id": "12345ABCDS"
}
}
Retrieves a chain (list of instruments) based on a name/feed pair.
Table 4.7. md_get_chain_request parameters
| Key name | Value type | Description |
|---|---|---|
| chain | string | Name of the chain to download |
| feed | integer | Feed of the chain to download |
| [provider] | integer | If a provider specific chain is available, it will be favoured over a general chain |
| [home_provider] | boolean | If true, equivalent to setting the provider field to the ID of the user's provider |
Example 4.12. Example md_get_chain_request
{
"session_token": "5fcce5df-a988-4ed9-b5f2-033f17bf5e28",
"md_get_chain_request": {
"chain": "MWS_Default",
"feed": 996
}
}
Response message for md_get_chain_request.
Table 4.8. md_get_chain_response parameters
| Key name | Value type | Description |
|---|---|---|
| chain_description | string | Description of the chain |
| items | class instrument[] | Array of instrument identifiers |
Example 4.13. Example md_get_chain_response
{
"error_code": 0,
"session_token": "5fcce5df-a988-4ed9-b5f2-033f17bf5e28",
"md_get_chain_response": {
"chain_description": "Default mobile list",
"items": [
{
"feed": 20,
"ticker": "DJI",
"instrument_type": "INDEX"
},
{
"feed": 100,
"ticker": "OMXH25",
"instrument_type": "INDEX"
}
]
}
}
Retrieves a list of chains available for a feed.
Table 4.9. md_get_chain_request parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | Feed to fetch chains for |
| [types] | enum chain_type | Limit the chains returned to a certain type |
| [provider] | integer | If a provider specific chain is available, it will be favoured over a general chain |
| [home_provider] | boolean | If true, equivalent to setting the provider field to the ID of the user's provider |
| [tree] | boolean | If true, return response in tree form |
Example 4.14. Example md_get_chains_request
{
"session_token": "5fcce5df-a988-4ed9-b5f2-033f17bf5e28",
"md_get_chains_request": {
"feed": 18177
}
}
Response message for md_get_chains_request. If tree is set in the request, the chain_tree is returned, otherwise the chains structure is returned.
Table 4.10. md_get_chains_response parameters
| Key name | Value type | Description |
|---|---|---|
| chain_description | string | Description of the chain |
| chains | class chain[] | Array of instrument identifiers |
| chain_tree | class chain_tree[] | Chain tree structure |
Example 4.15. Example md_get_chains_response
{
"error_code": 0,
"session_token": "db18a449-01db-4804-8362-2fb4e4bb1c19",
"md_get_chains_response": {
"chains": [
{
"feed": 18177,
"name": "STANDARD",
"description": "OB Standard"
},
{
"feed": 18177,
"name": "OBX-IDX",
"description": "OBX Constituents"
}
]
}
}
Saves a list of instruments or portfolio positions, as a list of instruments/positions or as an XML document. Note that if updating an existing list using an array of instruments, the operation will fail if the existing list has metadata that cannot be expressed solely using instruments (e.g. headline separators).
Example 4.16. Example XML
<?xml version="1.0" encoding="UTF-8"?> <Symbollist> <Symbol FeedNu="17921" SymbolTicker="AAK" Volume="800" AveragePrice="510"/> <Symbol FeedNu="17921" SymbolTicker="ABB" Volume="900" AveragePrice="193"/> <Symbol FeedNu="18177" SymbolTicker="FUNCOM" Volume="600" AveragePrice="1.9"/> <Headline Row="2" Caption="My separator"/> </Symbollist>
Table 4.11. md_save_user_list_request parameters
| Key name | Value type | Description |
|---|---|---|
| list | string | Name of the list to create or update |
| currency | string | Target currency (mandatory for portfolios) |
| is_portfolio | boolean | Always "true" for portfolios |
| portfolio_id | string | Optional arbitrary identifier of the portfolio |
| [items] | class instrument[] | Array of instrument identifiers |
| [positions] | class position[] | Array of portfolio positions |
| [cash] | class cash[] | Array of portfolio cash positions |
| [other] | class other[] | Array of other portfolio positions |
| [content] | string | Base64 encoded XML |
| [ext_user_id] | string | The user ID this request is sent on behalf of |
| [ext_group_id] | string | The group that the ext_user_id is part of |
Example 4.17. Example md_save_user_list_request using instruments
{
"session_token" : "33b643a6-0f6f-40ce-a823-4feeccb54df0",
"md_save_user_list_request" :
{
"list": "my favourites",
"items" : [
{
"feed": 18177,
"ticker": "ORK"
},
{
"feed": 18177,
"ticker": "STL"
}]
}
}
Example 4.18. Example md_save_user_list_request using positions
{
"session_token": "5fb50e27-8428-49b3-a724-1d31f731f945",
"md_save_user_list_request": {
"list": "my portfolio",
"positions": [
{
"instrument": {
"ticker": "ERIC B",
"isin": "SE0000108656",
"currency": "SEK",
"market": "XSTO"
},
"volume": 100,
"avg_price": 80.25
},
{
"instrument": {
"ticker": "AXFO",
"isin": "SE0006993770",
"currency": "SEK",
"market": "XSTO"
},
"volume": 200,
"avg_price": 40.25
},
{
"instrument": {
"ticker": "ROM",
"isin": "BMG763301022",
"currency": "NOK",
"market": "XOSL"
},
"volume": 200,
"avg_price": 40.25
}
]
}
}
Example 4.19. Example md_save_user_list_request (portfolio)
{
"session_token": "5fb50e27-8428-49b3-a724-1d31f731f945",
"md_save_user_list_request": {
"list": "my portfolio",
"is_portfolio": true,
"currency": "SEK",
"portfolio_id": "12345ABCDS",
"positions": [
{
"instrument": {
"ticker": "ERIC B",
"isin": "SE0000108656",
"currency": "SEK",
"market": "XSTO"
},
"volume": 100,
"avg_price": 80.25
},
{
"instrument": {
"ticker": "AXFO",
"isin": "SE0006993770",
"currency": "SEK",
"market": "XSTO"
},
"volume": 200,
"avg_price": 40.25
},
{
"instrument": {
"ticker": "ROM",
"isin": "BMG763301022",
"currency": "NOK",
"market": "XOSL"
},
"volume": 200,
"avg_price": 40.25
}
]
}
}
Example 4.20. Example md_save_user_list_request with cash and other positions (portfolio)
{
"session_token": "5fb50e27-8428-49b3-a724-1d31f731f945",
"md_save_user_list_request": {
"list": "my portfolio",
"currency": "SEK",
"is_portfolio": true,
"cash":[
{
"currency": "USD",
"value": 20000.00
}
],
"other": [
{
"type": "cool equities",
"description": "buffalo",
"currency": "EUR",
"value": "3030.10"
},
{
"type": "cool equities",
"description": "buffalo2",
"currency": "EUR",
"value": "4040.10"
}
]
}
}
Response message for md_save_user_list_request.
Example 4.21. Example md_save_user_list_response
{
"error_code" : 0,
"session_token" : "33b643a6-0f6f-40ce-a823-4feeccb54df0",
"md_save_user_list_response" : {}
}
Deletes a list of instruments.
Table 4.12. md_delete_user_list_request parameters
| Key name | Value type | Description |
|---|---|---|
| list | string | Name of the list to delete |
| [ext_user_id] | string | The user ID this request is sent on behalf of |
| [ext_group_id] | string | The group that the ext_user_id is part of |
Example 4.22. Example md_delete_user_list_request
{
"error_code" : 0,
"session_token" : "33b643a6-0f6f-40ce-a823-4feeccb54df0",
"md_delete_user_list_request" :
{
"list": "my favourites",
}
}
Response message for md_delete_user_list_request.
Example 4.23. Example md_delete_user_list_response
{
"error_code" : 0,
"session_token" : "33b643a6-0f6f-40ce-a823-4feeccb54df0",
"md_delete_user_list_response" : {}
}
Retrieves a time series of intraday trades for a particular instrument.
Table 4.13. md_get_trades_by_date_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument[] | |
| [start_date] | DATE formatted string | Start of time series - if empty the earliest available date will be used |
| [end_date] | DATE formatted string | End of time series - if empty the latest available date will be used |
| resolution | enum resolution | Specifies the unit of time for the step_size parameter |
| step_size | integer | Spacing of the entries returned, where the unit of time is decided by the resolution parameter |
| fields | class intraday_fields[] | Fields to be returned - if empty, all fields will be returned |
Example 4.24. Example md_get_trades_by_date_request
{
"session_token": "590efb53-be2e-4430-a2c1-f402059bb2da",
"md_get_trades_by_date_request": {
"instrument": { "feed": 18177, "ticker": "ORK" },
"resolution": "MINUTES",
"step_size": 15,
"fields": ["LAST", "VOLUME"],
"start_date": "2011-11-20",
"end_date": "2011-11-20",
}
}
Response message for md_get_trades_by_date_request.
Table 4.14. md_get_trades_by_date_response parameters
| Key name | Value type | Description |
|---|---|---|
| trades | class intraday_trade[] | Array of trades |
| first_trade_of_day_offsets | integer[] | Index of the items in the trades structure representing the first trade of the day |
Example 4.25. Example md_get_trades_by_date_response
{
"request_data": "gnagare",
"error_code": 0,
"session_token": "f1990375-5e9a-48e0-a6b9-4da17d296839",
"md_get_trades_by_days_response": {
"trades": [
{
"time": "2012-10-02T13:00:00Z",
"bid": 251.6200,
"ask": 251.7400,
"last": 251.7201,
"open": 253.1500,
"high": 253.1500,
"low": 250.3300,
"volume": 255278.0000,
"turnover": 64171125.6615
},
{
"time": "2012-10-02T14:00:00Z",
"bid": 250.9300,
"ask": 250.9900,
"last": 250.8700,
"open": 251.9000,
"high": 252.0000,
"low": 250.3500,
"volume": 308100.0000,
"turnover": 77407585.4278
}
],
"first_trade_of_day_offsets": [0]
}
}
Retrieves a time series of intraday trades for a particular instrument.
Table 4.15. md_get_trades_by_days_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument[] | |
| days_back | integer | Number of trading days back the time series should start |
| num_of_days | integer | Number of days returned |
| resolution | enum resolution | Specifies the unit of time for the step_size parameter |
| step_size | integer | Spacing of the entries returned, where the unit of time is decided by the resolution parameter |
| fields | class intraday_fields[] | Fields to be returned - if empty, all fields will be returned |
Example 4.26. Example md_get_trades_by_days_request
{
"session_token": "87398a2e-4423-4f45-a930-1c1adc90aff2",
"md_get_trades_by_days_request": {
"instrument": { "feed": 18177, "ticker": "ORK" },
"resolution": "MINUTES",
"step_size": 60,
"days_back": 3,
"fields": ["LAST", "VOLUME", "OPEN"]
}
}
Response message for md_get_trades_by_days_request.
Table 4.16. md_get_trades_by_days_response parameters
| Key name | Value type | Description |
|---|---|---|
| trades | class intraday_trade[] | Array of trades |
| first_trade_of_day_offsets | integer[] | Index of the items in the trades structure representing the first trade of the day |
Example 4.27. Example md_get_trades_by_days_response
{
"error_code": 0,
"session_token": "87398a2e-4423-4f45-a930-1c1adc90aff2",
"md_get_trades_by_days_response": {
"trades": [
{
"time": "2012-01-17T09:00:00Z",
"last": 44.950,
"open": 44.520,
"volume": 256161.000
},
{
"time": "2012-01-17T10:00:00Z",
"last": 44.950,
"open": 44.950,
"volume": 340715.000
},
{
"time": "2012-01-17T11:00:00Z",
"last": 44.880,
"open": 44.950,
"volume": 210963.000
},
{
"time": "2012-01-17T12:00:00Z",
"last": 44.880,
"open": 44.900,
"volume": 86288.000
},
{
"time": "2012-01-17T13:00:00Z",
"last": 44.750,
"open": 44.890,
"volume": 112357.000
},
{
"time": "2012-01-17T14:00:00Z",
"last": 44.840,
"open": 44.750,
"volume": 109378.000
},
{
"time": "2012-01-17T15:00:00Z",
"last": 44.880,
"open": 44.820,
"volume": 271367.000
},
{
"time": "2012-01-17T16:00:00Z",
"last": 44.980,
"open": 44.890,
"volume": 263793.000
}
],
"first_trade_of_day_offsets": [0]
}
}
Retrieves a time series of historical trades on a day by day level.
Table 4.17. md_get_historical_trades_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument[] | |
| [adjust_split] | boolean | Prices adjusted for splits by server - defaults to TRUE |
| [adjust_div] | boolean | Prices adjusted for dividends by server - defaults to FALSE |
| [start_date] | DATE formatted string | Start of time series - if empty the earliest available date will be used |
| [end_date] | DATE formatted string | End of time series - if empty the latest available date will be used |
| fields | enum historical_fields[] | Fields to be returned - if empty, all fields will be returned |
Example 4.28. Example md_get_historical_trades_request
{
"session_token": "733cd539-bd2e-4be8-bd68-f01274ff7706",
"md_get_historical_trades_request": {
"instrument": { "feed": 18177, "ticker": "AKBM" },
"fields": ["LAST", "VOLUME"],
"start_date": "2011-01-05",
"end_date": "2011-01-15"
}
}
Response message for md_get_historical_trades_request.
Table 4.18. md_get_historical_trades_response parameters
| Key name | Value type | Description |
|---|---|---|
| trades | class historical_trade[] | Array of historical trades |
Example 4.29. Example md_get_historical_trades_response
{
"error_code": 0,
"session_token": "733cd539-bd2e-4be8-bd68-f01274ff7706",
"md_get_historical_trades_response": {
"trades": [
{
"date": "2011-01-05",
"last": 1.56,
"volume": 197040.00
},
{
"date": "2011-01-06",
"last": 1.54,
"volume": 553018.00
},
{
"date": "2011-01-07",
"last": 1.54,
"volume": 425226.00
},
{
"date": "2011-01-10",
"last": 1.50,
"volume": 159565.00
},
{
"date": "2011-01-11",
"last": 1.53,
"volume": 67322.00
},
{
"date": "2011-01-12",
"last": 1.57,
"volume": 184235.00
},
{
"date": "2011-01-13",
"last": 1.52,
"volume": 217165.00
}]
}
}
Retrieves a snapshot of the current market data for a particular instrument.
Table 4.19. md_get_snapshot_request parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument[] | |
| fields | enum snapshot_fields[] | Fields to be returned - if empty, all fields will be returned |
| [orderbook_levels] | integer | How many levels to construct if the orderbook is derived from a list of individual orders |
Example 4.30. Example md_get_snapshot_request
{
"session_token": "3932ffad-7de7-4e5e-bf78-82fcc46c363c",
"md_get_snapshot_request": {
"fields": ["BID", "ASK"],
"instruments": [
{
"feed": 18177,
"ticker": "ORK"
},
{
"feed": 18177,
"ticker": "STL"
}]
}
}
Response message for md_get_snapshot_request.
Table 4.20. md_get_snapshot_response parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument_info[] | Array of instruments |
Example 4.31. Example md_get_snapshot_response
{
"error_code": 0,
"session_token": "3932ffad-7de7-4e5e-bf78-82fcc46c363c",
"md_get_snapshot_response": {
"instruments": [
{
"feed": 18177,
"ticker": "ORK",
"bid": 42.82,
"ask": 42.87
},
{
"feed": 18177,
"ticker": "STL",
"bid": 149.40,
"ask": 149.50
}]
}
}
Use this message to initiate or update a subscription for streaming updates of market data. The request will fail if sent using a non-streaming connection, e.g. HTTP.
The fields describing the instrument itself (e.g. feed and ticker) will be returned automatically, and will at least be the same identifiers used in the initial request.
Subscriptions are incremental and the fields subscribed to are reference counted: if a subscribe request is sent for an instrument that already has a subscription, the old set of fields will be augmented with the new fields. Not specifying any fields increases the reference count of all fields.
The update_data field is overwritten by subsequent subscription requests for the same instrument. An absent upate_data field will clear the existing value.
Table 4.21. md_subscribe_instrument_request parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument[] | |
| [fields] | enum snapshot_fields[] | Fields to be returned - if empty, all fields will be returned |
| num_trades | integer | If subscribing to TRADES, the number of latest trades to return in the key-frame |
Example 4.32. Example md_subscribe_instrument_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_instrument_request": {
"update_data": "oslo",
"fields": ["BID", "ASK", "TIME", "LAST", "CHANGE", "PCT_CHANGE"],
"instruments": [{ "feed": 18177, "ticker": "STL" }, { "feed": 18177, "ticker": "REC" }]
}
}
Response message for md_subscribe_instrument_request.
Example 4.33. Example md_subscribe_instrument_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_instrument_response": {}
}
Terminates a subscription or changes the fields subscribed to.
If no fields are specified, the reference count of all fields subscribed to will be decreased by one. In other words, if two previous md_subscribe_instrument_request has been sent for a particular field, updates for the field will only cease to be published after two messages unsubscribing to the same field has been sent.
Table 4.22. md_unsubscribe_instrument_request parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument[] | |
| [fields] | enum snapshot_fields[] | Fields to be unsubscribed. If empty, all fields will be unsubscribed. |
Example 4.34. Example md_unsubscribe_instrument_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_instrument_request": {
"update_data": "oslo",
"fields": ["BID", "ASK", "TIME", "LAST", "CHANGE", "PCT_CHANGE" ],
"instruments": [{ "feed": 18177, "ticker": "STL" }, { "feed": 18177, "ticker": "REC" }]
}
}
Response message for md_unsubscribe_instrument_request.
Example 4.35. Example md_unsubscribe_instrument_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_instrument_response": {}
}
Retrieves metadata concerning a specific exchange.
Table 4.23. md_get_feed_metadata_request parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | Feed code of exchange |
Example 4.36. Example md_get_feed_metadata_request
{
"session_token": "48b6c531-056e-4e16-b633-12e607961bbc",
"md_get_feed_metadata_request": {
"feed": 18177
}
}
Response message for md_get_feed_metadata_request.
Table 4.24. md_get_feed_metadata_response parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | |
| country | integer | |
| feed_code | string | |
| mic | string | |
| description | string | |
| all_day | boolean | True if the feed represents an exchange that is open 24hrs |
| buyer_seller | boolean | True if the feed identifies the buyers and sellers of trades, e.g. in md_get_intraday_trades_response. Required for a feed to support broker statistics. |
| start_time | TIME formatted string | Only present if all_day is false |
| end_time | TIME formatted string | Only present if all_day is false |
| decimals | integer | |
| local_time_offset | UTC_OFFSET formatted string | |
| min_delay_secs | integer | |
| max_delay_secs | integer | |
| full_feed | boolean | Required to be true for md_get_broker_stats_request and md_get_market_activity_request |
| main_index | string | Ticker of main index |
| main_index_feed | integer | Only returned if different than requested feed |
| trades | boolean | The feed supports intraday trades |
| data_types | enum data_type[] |
Example 4.37. Example md_get_feed_metadata_response
{
"error_code": 0,
"session_token": "48b6c531-056e-4e16-b633-12e607961bbc",
"md_get_feed_metadata_response": {
"feed": 18177,
"country": 47,
"exchange_code": "OSS",
"mic": "XOSL",
"description": "Oslo SE, Stocks",
"start_time": "09:00:00",
"end_time": "17:30:00",
"local_time_offset": "-04:00",
"decimals": 3,
"min_delay_secs": 0,
"max_delay_secs": 0
}
}
Retrieves news headlines within a time interval.
Table 4.25. md_get_news_items_request parameters
| Key name | Value type | Description |
|---|---|---|
| news_feeds | integer[] | News feeds of interest |
| start_time | DATETIME formatted string | Earliest time |
| end_time | DATETIME formatted string | Latest time |
| [max_items] | integer | Maximum number of news items to return |
| [instrument] | class instrument | If specified, only news related to the instrument are returned |
| [instruments] | class instrument[] | If specified, only news related to the instruments are returned |
| [offset] | integer | Positive integer describing the offset to start at |
| [types] | enum news_type[] | If specified, only news of the specified types are returned |
| [regions] | integer[] | If specified, only news from the specified regions are returned |
Example 4.38. Example md_get_news_items_request
{
"session_token": "5b34715e-4169-467b-b493-8e0f935e2c64",
"md_get_news_items_request": {
"max_items": 20,
"start_time": "2012-04-09T12:00:00Z",
"end_time": "2012-04-11T23:59:00Z",
"news_feeds": [17929, 1062, 18200, 17941 ]
}
}
Response message for md_get_news_items_request.
Table 4.26. md_get_news_items_response parameters
| Key name | Value type | Description |
|---|---|---|
| items | class news_item[] |
Example 4.39. Example md_get_news_items_response
{
"error_code": 0,
"session_token": "5b34715e-4169-467b-b493-8e0f935e2c64",
"md_get_news_items_response": {
"items": [
{
"instrument": {
"feed": 2130,
"ticker": "NTL"
},
"headline": "AKBM : Change in announcement date for the first quarter 2012 financial results",
"time": "2012-04-11T15:43:00Z",
"news_id": 1601623,
"news_feed": 18200,
"type": "REGULAR"
}
]
}
}
Retrieve news sources (feeds) available to the client.
Example 4.40. Example md_get_news_sources_request
{
"session_token": "5b34715e-4169-467b-b493-8e0f935e2c64",
"md_get_news_sources_request": {}
}
Response message for md_get_news_sources_request.
Table 4.27. md_get_news_sources_response parameters
| Key name | Value type | Description |
|---|---|---|
| sources | class news_source[] | |
| regions | class news_region[] |
Example 4.41. Example md_get_news_sources_response
{
"error_code": 0,
"session_token": "c1417a8b-3b57-4298-a022-00fbdf061c8f",
"md_get_news_sources_response": {
"sources": [
{
"name": "ComputerWorld",
"feed": 18204,
"region": 47
},
{
"name": "TR ONE, Norway",
"feed": 18200,
"region": 47
},
{
"name": "Oslo SE, News",
"feed": 18182,
"region": 47
},
{
"name": "TDN Finans",
"feed": 18181,
"region": 47
}
],
"regions": [
{
"code": 47,
"description": "Norway"
}
]
}
}
Retrieve news sources (feeds) available to the client.
Table 4.28. md_get_news_body_request parameters
| Key name | Value type | Description |
|---|---|---|
| news_feed | integer | News feed |
| news_id | string | ID of the news item |
| dark_theme | boolean | Style with dark theme for non-preformatted items |
Example 4.42. Example md_get_news_body_request
{
"session_token": "5b34715e-4169-467b-b493-8e0f935e2c64",
"md_get_news_body_request": {
"news_feed": 13,
"news_id": "2_2_102424"
}
}
Response message for md_get_news_body_request.
Table 4.29. md_get_news_body_response parameters
| Key name | Value type | Description |
|---|---|---|
| mime_type | string | Mime type of the news body - default is application/xhtml+xml |
| body | string | HTML formatted news body in UTF-8 encoding, then BASE64 encoded |
Example 4.43. Example md_get_news_body_response
{
"error_code": 0,
"session_token": "581fbbe7-c56f-40fd-b876-483919fe07da",
"md_get_news_body_response": {
"mime_type": "application/xhtml+xml",
"body": "PD94bWwgdmVyc2lvbj0iMS4wIiBlbmNvZGluZz0idXRmLTgiPz48IURPQ1RZUEUgaHRtbCBQVUJMSUMgIi0vL1czQy8vRFREIFhIVE1MIDEuMCBTdHJpY3QvL0VOIiAiaHR0cDovL3d3dy53My5vcmcvVFIveGh0bWwxL0RURC94aHRtbDEtc3RyaWN0LmR0ZCI+PGh0bWwgeG1sbnM9Imh0dHA6Ly93d3cudzMub3JnLzE5OTkveGh0bWwiPjxoZWFkPjxtZXRhIGh0dHAtZXF1aXY9IkNvbnRlbnQtVHlwZ
gY29udGVudD0idGV4dC9odG1sOyBjaGFyc2V0PXV0Zi04Ii8+PHRpdGxlPk5ld3M8L3RpdGxlPjwvaGVhZD48Ym9keT48cD5PcmtsYSBBU0EgaGFyIGRlbiA5LiBtYXJzIDIwMTIga2rDuHB0IDI5NSAwMDAgZWduZSBha3NqZXIgZ2plbm5vbSBtZWdsZXIgdGlsIGdqZW5ub21zbml0dHMga3VycyBrciA0NSw1IHByLiBha3NqZS48L3A+PHA+T3JrbGFzIGJlaG9sZG5pbmcgYXYgZWduZSBha3NqZXIgZXR0ZXIgZGVubmUgd
hbnNha3Nqb25lbiBlciAxNSA0ODEgNzkxIGFrc2plci48L3A+PHA+T3JrbGEgQVNBIE9zbG8sIDEyLiBtYXJzIDIwMTI8L3A+PHA+S29udGFrdCBPcmtsYSBJbnZlc3RvciBSZWxhdGlvbnM6IFJ1bmUgSGVsbGFuZCwgVGVsLjogKzQ3IDIyNTQgNDQxMS8rNDcgOTc3IDEzMjUwPC9wPjxwPkRlbm5lIG9wcGx5c25pbmdlbiBlciBpbmZvcm1hc2pvbnNwbGlrdGlnIGV0dGVyIHZlcmRpcGFwaXJoYW5kZWxsb3ZlbiDCpzUtM
8L3A+PHA+VGhpcyBhbm5vdW5jZW1lbnQgaXMgZGlzdHJpYnV0ZWQgYnkgVGhvbXNvbiBSZXV0ZXJzIG9uIGJlaGFsZiBvZiBUaG9tc29uIFJldXRlcnMgY2xpZW50cy4gVGhlIG93bmVyIG9mIHRoaXMgYW5ub3VuY2VtZW50IHdhcnJhbnRzIHRoYXQ6IChpKSB0aGUgcmVsZWFzZXMgY29udGFpbmVkIGhlcmVpbiBhcmUgcHJvdGVjdGVkIGJ5IGNvcHlyaWdodCBhbmQgb3RoZXIgYXBwbGljYWJsZSBsYXdzOyBhbmQgKGlpK
0aGV5IGFyZSBzb2xlbHkgcmVzcG9uc2libGUgZm9yIHRoZSBjb250ZW50LCBhY2N1cmFjeSBhbmQgb3JpZ2luYWxpdHkgb2YgdGhlIGluZm9ybWF0aW9uIGNvbnRhaW5lZCB0aGVyZWluLiBTb3VyY2U6IE9ya2xhIEFTQSB2aWEgVGhvbXNvbiBSZXV0ZXJzIE9ORTwvcD48cD5bSFVHIzE1OTMwNDldPC9wPjwvYm9keT48L2h0bWw+"
}
}
Use this message to initiate or overwrite a subscription for streaming news updates. The request will fail if sent using a non-streaming connection, e.g. HTTP.
If instruments are specified, all the feeds the user has access to will be used, and news_feeds is ignored.
Table 4.30. md_subscribe_news_request parameters
| Key name | Value type | Description |
|---|---|---|
| update_data | string | Unique identifier of subscription |
| [instruments] | class instrument[] | Excludes all news items not tagged with one of the specificed instruments |
| [news_feeds] | integer[] | Specified the feeds to be subscribed to |
| [types] | class news_type[] | Excludes all news items not tagged with one of the specificed instruments |
| [regions] | integer[] | Exclude feeds from all regions not specified |
Example 4.44. Example md_subscribe_news_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_news_request": {
"update_data": "STL_NEWS",
"instruments": [{ "feed": 18177, "ticker": "STL" }]
}
}
Response message for md_subscribe_news_request.
Example 4.45. Example md_subscribe_news_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_news_response": {}
}
Terminates a subscription.
Table 4.31. md_unsubscribe_news_request parameters
| Key name | Value type | Description |
|---|---|---|
| update_data | string | Terminates the subscription with the associated update_data |
Example 4.46. Example md_unsubscribe_news_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_news_request": {
"update_data": "NewsFilter1"
}
}
Response message for md_unsubscribe_instrument_request.
Example 4.47. Example md_unsubscribe_news_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_news_response": {}
}
Use this message to initiate a subscription for streaming alert updates. The request will fail if sent using a non-streaming connection, e.g. HTTP.
Table 4.32. md_subscribe_alerts_request parameters
| Key name | Value type | Description |
|---|---|---|
| update_data | string | Unique identifier of subscription |
Example 4.48. Example md_subscribe_alerts_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_alerts_request": {
"update_data": "ALERTS"
}
}
Response message for md_subscribe_alerts_request.
Example 4.49. Example md_subscribe_alerts_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_alerts_response": {}
}
Terminates the alerts subscription.
Table 4.33. md_unsubscribe_alerts_request parameters
| Key name | Value type | Description |
|---|
Example 4.50. Example md_unsubscribe_alerts_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_alerts_request": {
}
}
Response message for md_unsubscribe_alerts_request.
Example 4.51. Example md_unsubscribe_alerts_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_alerts_response": {}
}
Retrieves a backlog of One Way Communication bulletins.
Table 4.34. md_get_owc_request parameters
| Key name | Value type | Description |
|---|
Example 4.52. Example md_get_owc_request
{
"session_token": "3932ffad-7de7-4e5e-bf78-82fcc46c363c",
"md_get_owc_request": {
}
}
Response message for md_get_owc_request.
Table 4.35. md_get_owc_response parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class owc_message[] | Array of instruments |
Example 4.53. Example md_get_owc_response
{
"error_code": 0,
"session_token": "0aef3f42-2bb5-4911-a3dd-49c8b428e6cf",
"md_get_owc_response": {
"messages": [
{
"id": 555,
"level": 0,
"format": 0,
"headline": "STL suspended",
"message": "STL suspended. More info to come.",
"read": false,
"expiry_date": "2016-05-10T07:47:53Z"
},
{
"id": 2360,
"level": 0,
"format": 0,
"headline": "ORK suspended",
"message": "ORK suspended. More info to come.",
"read": false,
"expiry_date": "2016-05-27T10:33:48Z"
}
]
}
}
Use this message to initiate a subscription for streaming bulletin updates. The request will fail if sent using a non-streaming connection, e.g. HTTP.
Table 4.36. md_subscribe_owc_request parameters
| Key name | Value type | Description |
|---|---|---|
| update_data | string | Unique identifier of subscription |
Example 4.54. Example md_subscribe_owc_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_owc_request": {
"update_data": "OWC"
}
}
Response message for md_subscribe_owc_request.
Example 4.55. Example md_subscribe_owc_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_subscribe_owc_response": {}
}
Terminates a subscription.
Table 4.37. md_unsubscribe_owc_request parameters
| Key name | Value type | Description |
|---|
Example 4.56. Example md_unsubscribe_owc_request
{
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_owc_request": {
}
}
Response message for md_unsubscribe_owc_request.
Example 4.57. Example md_unsubscribe_owc_response
{
"error_code": 0,
"session_token": "99ce6fce-cd09-416b-9def-57e5bc6fc21b",
"md_unsubscribe_owc_response": {}
}
Searches for instruments and other types of assets.
Table 4.38. md_instrument_search_request parameters
| Key name | Value type | Description |
|---|---|---|
| query | string | |
| instrument_types | enum instrument_type[] | Instrument types to search for - if left empty, all types will be included |
| item_types | enum item_type[] | Item types to search for - defaults to INSTRUMENT if left empty |
| [max_results] | integer | Maximum number of results returned |
| [feeds] | integer[] | Limit search to specified feeds |
| [ticker] | boolean | Only search in ticker field |
| [feed_chain_filters] | class feed_chains[] | List of chains to which search should be restricted |
| [feed_only_filters] | integer[] | full feeds to include in search in addition to chain filter |
Example 4.58. Example md_instrument_search_request
{
"session_token": "bbec30fa-670e-4ba1-b91b-6a2f109e0e09",
"md_instrument_search_request": {
"query": "mobile",
"item_types": ["CHAIN"],
"max_results": 10
}
}
Response message for md_instrument_search_request.
Table 4.39. md_instrument_search_response parameters
| Key name | Value type | Description |
|---|---|---|
| items | class search_item[] | List of search items matching the query, sorted by rank |
Example 4.59. Example md_instrument_search_response
{
"error_code": 0,
"session_token": "bbec30fa-670e-4ba1-b91b-6a2f109e0e09",
"md_instrument_search_response": {
"items": [
{
"type": "CHAIN",
"chain": {
"feed": 2146,
"name": "Commodities List",
"description": "Commodities List Infront Mobile"
}
}
]
}
}
Retrieves the trades of the current day. If num_trades is set, it specifies how many trades to be returned, starting at the latest trade. highest_seq_id and offset can be used to achieve paging of trades: set the highest_seq_id to be the higest sequence ID of the trade currently available to the client, and offset will then be relative to the highest sequence ID instead of the possibly new latest trade.
Table 4.40. md_get_intraday_trades_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument[] | |
| sort_by | enum intraday_sorting | How to sort the result |
| num_trades | integer | Number of trades returned |
| [offset] | integer | Offset from highest_seq_id to start returning trades from |
| [highest_seq_id] | integer | Highest sequence ID of the trade returned |
Example 4.60. Example md_get_intraday_trades_request
{
"session_token": "3cb75648-5d89-4706-9f2d-e1bc23f07bd9",
"md_get_intraday_trades_request": {
"instrument": { "feed": 18177, "ticker": "ORK" },
"num_trades": 10,
"offset": 0,
"sort_by": "VOLUME_ASC",
"highest_seq_id": 400
}
}
Response message for md_get_intraday_trades_request.
Table 4.41. md_get_intraday_trades_response parameters
| Key name | Value type | Description |
|---|---|---|
| trades | class intraday_trade[] | list of intraday trades |
Example 4.61. Example md_get_intraday_trades_response
{
"error_code": 0,
"session_token": "3cb75648-5d89-4706-9f2d-e1bc23f07bd9",
"md_get_intraday_trades_response": {
"trades": [
{
"time": "2012-10-04T07:34:10Z",
"last": 44.5800,
"volume": 1.0000,
"buyer": "SB1M",
"seller": "NIP",
"seq_id": 257
},
{
"time": "2012-10-04T07:00:14Z",
"last": 44.5000,
"volume": 1.0000,
"buyer": "UBS",
"seller": "UBS",
"seq_id": 2
},
{
"time": "2012-10-04T07:02:10Z",
"last": 44.4200,
"volume": 1.0000,
"buyer": "MLI",
"seller": "ESO",
"seq_id": 30
},
{
"time": "2012-10-04T07:03:21Z",
"last": 44.4100,
"volume": 1.0000,
"buyer": "CSB",
"seller": "CSB",
"seq_id": 79
},
{
"time": "2012-10-04T07:03:04Z",
"last": 44.3900,
"volume": 1.0000,
"buyer": "CSB",
"seller": "CSB",
"seq_id": 59
},
{
"time": "2012-10-04T07:00:14Z",
"last": 44.5000,
"volume": 2.0000,
"buyer": "CSB",
"seller": "CSB",
"seq_id": 3
},
{
"time": "2012-10-04T07:02:12Z",
"last": 44.4200,
"volume": 2.0000,
"buyer": "CSB",
"seller": "SB1M",
"seq_id": 37
},
{
"time": "2012-10-04T07:03:04Z",
"last": 44.3900,
"volume": 3.0000,
"buyer": "CSB",
"seller": "CSB",
"seq_id": 61
},
{
"time": "2012-10-04T07:03:18Z",
"last": 44.4100,
"volume": 5.0000,
"buyer": "CSB",
"seller": "CSB",
"seq_id": 76
},
{
"time": "2012-10-04T07:26:02Z",
"last": 44.6400,
"volume": 6.0000,
"buyer": "CSB",
"seller": "DNM",
"seq_id": 223
}
]
}
}
Retrieves a list of markets the user has access to.
Example 4.62. Example md_get_markets_request
{
"session_token": "3cb75648-5d89-4706-9f2d-e1bc23f07bd9",
"md_get_markets_request": {
}
}
Response message for md_get_markets_request.
Table 4.42. md_get_markets_response parameters
| Key name | Value type | Description |
|---|---|---|
| markets | class market[] | List of market accesses |
Example 4.63. Example md_get_markets_response
{
"error_code": 0,
"session_token": "c2a05654-8433-440e-ba09-f10f50469fc2",
"md_get_markets_response": {
"markets": [
{
"service": "ASX Sydney, Bonds [ASXB]",
"provider": "Infront",
"access": "Delayed 20 minutes",
"feed": 7230,
"min_delay_secs": 1200,
"max_delay_secs": 1200,
"country": 61,
"feed_types": ["BONDS"]
}
]
}
}
Retrieves a list of markets the user has access to.
Example 4.64. Example md_get_contact_info_request
{
"session_token": "3cb75648-5d89-4706-9f2d-e1bc23f07bd9",
"md_get_contact_info_request": {
}
}
Response message for md_get_contact_info_request.
Table 4.43. md_get_contact_info_response parameters
| Key name | Value type | Description |
|---|---|---|
| [support_name] | string | Name of the product given support for |
| contacts | class contact[] | List of contacts |
Example 4.65. Example md_get_contact_info_response
{
"error_code": 0,
"session_token": "4886d21d-89ec-46f7-8329-30dff69853a5",
"md_get_contact_info_response": {
"provider": "Infront",
"contacts": [
{
"value": "support@infront.no",
"type": "EMAIL"
}
]
}
}
Retrieves a link to an Infinancials widget.
Table 4.44. md_get_infinancials_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument[] | |
| widgets | enum widget_type[] | Type of widgets |
| width | integer | Size hint |
| height | integer | Size hint |
| dark_theme | boolean | Style with dark theme |
Example 4.66. Example md_get_infinancials_request
{
"session_token": "eecdf481-e7dd-46fb-a863-51a8e1052789",
"md_get_infinancials_request": {
"instrument": { "isin": "NO0010208051"},
"widgets": ["GPRV"],
"width": 1024,
"height": 768
}
}
Response message for md_get_infinancials_request.
Table 4.45. md_get_infinancials_response parameters
| Key name | Value type | Description |
|---|---|---|
| url | string | URL to resource |
Example 4.67. Example md_get_infinancials_response
{
"error_code": 0,
"session_token": "eecdf481-e7dd-46fb-a863-51a8e1052789",
"md_get_infinancials_response": {
"url": "http://www.infinancials.com/Eurofin/control/directaccess?isin=NO0010208051&usr=inf_test&tkn=3f038830d4819d152126492ceb65ff2b&nonce=41&product=35"
}
}
Retrieves a link to an Infinancials widget.
Table 4.46. md_get_url_request parameters
| Key name | Value type | Description |
|---|---|---|
| resource | enum feature | Type of resource |
| [parameters] | class resource_parameter[] |
Example 4.68. Example md_get_url_request
{
"session_token": "93381410-fdba-4625-9f65-530cce5f09c5",
"md_get_url_request": {
"resource": "TWEETWIRES"
}
}
Response message for md_get_url_request.
Table 4.47. md_get_url_response parameters
| Key name | Value type | Description |
|---|---|---|
| url | string | URL to resource |
Example 4.69. Example md_get_url_response
{
"error_code": 0,
"session_token": "93381410-fdba-4625-9f65-530cce5f09c5",
"md_get_url_response": {
"url": "http://tweetwires.example.com/tweetwire/tweet/thewire"
}
}
Retrieves reference data for all symbols of a feed or for a single instrument
Table 4.48. md_get_reference_data_request parameters
| Key name | Value type | Description |
|---|---|---|
| [feed] | integer | Feed to get reference data for |
| [instrument] | class instrument | Instrument to get reference data for |
Example 4.70. Example md_get_reference_data_request
{
"session_token": "93381410-fdba-4625-9f65-530cce5f09c5",
"md_get_reference_data_request": {
"feed": 18177
}
}
Response message for md_get_reference_data_request.
Table 4.49. md_get_reference_data_response parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument[] |
Example 4.71. Example md_get_reference_data_response
{
"error_code": 0,
"session_token": "11953d54-ed79-4749-b8ad-a7bca527d1ad",
"md_get_reference_data_response": {
"instruments": [
{
"feed": 18177,
"ticker": "SER T",
"isin": "NO0010700289",
"currency": "NOK",
"exchange_instrument_id": "1300828",
"instrument_type": "STOCK",
"instrument_subtype": "STOCK_RIGHT",
"full_name": "Serodus TR"
},
{
"feed": 18177,
"ticker": "NMG",
"isin": "SE0005569100",
"currency": "NOK",
"exchange_instrument_id": "28597",
"instrument_type": "STOCK",
"instrument_subtype": "NONE",
"full_name": "Nickel Mountain Group"
}
]
}
}
Retrieves the instruments of an exchange sorted by a specified field in either ascending or descending order. The list may also be paged.
Table 4.50. md_get_ranked_list_request parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | |
| [chain] | string | Rank the contents of the chain, e.g. index constituents |
| items | integer | Number of items to return |
| fields | enum snapshot_fields[] | Fields to return |
| sort_order | enum sort_order | Ranking order |
| instrument_types | enum instrument_type[] | If supplied, limits the returned items to the specified types |
| min_turnover | double | If supplied, sets a floor for the minimum turnover of the items returned |
| page | integer | Used together with items to facilitate a paged list |
Example 4.72. Example md_get_ranked_list_request
{
"session_token": "11953d54-ed79-4749-b8ad-a7bca527d1ad",
"md_get_ranked_list_request": {
"fields": ["BID", "ASK", "LAST", "CHANGE", "PCT_CHANGE", "ONEXCH_VOLUME", "ONEXCH_TURNOVER", "HIST_PERFORMANCE"],
"sort_order": "YTD_PCT_CHANGE_DESC",
"instrument_types": ["STOCK"],
"feed": 18177,
"items": 10
}
}
Response message for md_get_ranked_list_request.
Table 4.51. md_get_ranked_list_response parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument_info[] |
Example 4.73. Example md_get_ranked_list_response
{
"request_data": "Seflapod no 9",
"error_code": 0,
"session_token": "11953d54-ed79-4749-b8ad-a7bca527d1ad",
"md_get_ranked_list_response": {
"instruments": [
{
"instrument": {
"feed": 18177,
"ticker": "PCIB",
"market": "XOSL",
"isin": "NO0010405640",
"currency": "NOK",
"exchange_instrument_id": "71329",
"instrument_type": "STOCK",
"instrument_subtype": "NONE",
"full_name": "PCI Biotech Holding"
},
"onexch_volume": 3401.0000,
"onexch_turnover": 125811.5000,
"last": 36.4000,
"change": 0.2000,
"pct_change": 0.5525,
"bid": 34.1000,
"ask": 36.5000,
"hist_performance": {
"ytd_close": 22.0000,
"one_w_close": 35.0000,
"one_m_close": 22.3000,
"three_m_close": 17.5000,
"six_m_close": 19.0000,
"one_y_close": 30.8000,
"two_y_close": 38.0000,
"three_y_close": 47.8000,
"five_y_close": 6.0717,
"ytd_change": 16.0000,
"one_w_change": 3.0000,
"one_m_change": 15.7000,
"three_m_change": 20.5000,
"six_m_change": 19.0000,
"one_y_change": 7.2000,
"two_y_change": 0.0000,
"three_y_change": -9.8000,
"five_y_change": 31.9283,
"ytd_pct_change": 72.7273,
"one_w_pct_change": 8.5714,
"one_m_pct_change": 70.4036,
"three_m_pct_change": 117.1429,
"six_m_pct_change": 100.0000,
"one_y_pct_change": 23.3766,
"two_y_pct_change": 0.0000,
"three_y_pct_change": -20.5021,
"five_y_pct_change": 525.8523,
"ytd_high": 40.0000,
"one_w_high": 40.0000,
"one_m_high": 40.0000,
"three_m_high": 40.0000,
"six_m_high": 40.0000,
"one_y_high": 40.0000,
"two_y_high": 43.0000,
"three_y_high": 58.5000,
"five_y_high": 64.0000,
"ytd_low": 20.0000,
"one_w_low": 32.0000,
"one_m_low": 22.3000,
"three_m_low": 16.0000,
"six_m_low": 16.0000,
"one_y_low": 16.0000,
"two_y_low": 16.0000,
"three_y_low": 16.0000,
"five_y_low": 0.0000,
"last_trade": 38.0000,
"rsi13_gain": 14.0871,
"rsi13_loss": 4.5035
}
}...
Retrieves statistics on broker activity for a particular broker and feed, instrument, or feed. Note that some fields (e.g. avg_bug) are only returned for statistics on a specific instrument, while instrument is only returned for broker specific statistics for particular feed.
Table 4.52. md_get_broker_stats_request parameters
| Key name | Value type | Description |
|---|---|---|
| [broker] | string | If set, retrieves statistics for a particular broker |
| [instrument] | class instrument[] | If set, retrieves statistics for a particular instrument |
| [feed] | integer | If set, retrieves statistics for the entire feed |
| period | enum broker_period | The period of the activities |
Example 4.74. Example md_get_broker_stats_request
{
"session_token": "adf7a731-63e5-4d7f-ad9e-8d46bb1fc519",
"md_get_broker_stats_request": {
"period": "YTD",
"instrument": {
"feed": 18177,
"ticker": "STL"
}
}
}
Response message for md_get_broker_stats_request.
Table 4.53. md_get_broker_stats_response parameters
| Key name | Value type | Description |
|---|---|---|
| brokers | class broker[] |
Example 4.75. Example md_get_broker_stats_response
{
"error_code": 0,
"session_token": "adf7a731-63e5-4d7f-ad9e-8d46bb1fc519",
"md_get_broker_stats_response": {
"brokers": [
{
"name": "MSI",
"buys": 21012,
"sells": 18038,
"int_trades": 3252,
"buy_volume": 16692336.0000,
"sell_volume": 14013816.0000,
"buy_value": 2575227904.5000,
"sell_value": 2156989136.7000,
"int_value": 215698916.2000,
"avg_buy": 154.2761,
"avg_sell": 153.9188,
"net_buy_value": 418238767.8000
},
...
Retrieves the tick sizes for different price intervals for a feed.
Table 4.54. md_get_tick_sizes_request parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | |
| [id] | integer | If supplied, limits the response to this tick size category |
Example 4.76. Example md_get_tick_sizes_request
{
"session_token": "adf7a731-63e5-4d7f-ad9e-8d46bb1fc519",
"md_get_tick_sizes_request": {
"feed": 18177,
"id": 1
}
}
Response message for md_get_tick_sizes_request.
Table 4.55. md_get_tick_sizes_response parameters
| Key name | Value type | Description |
|---|---|---|
| tick_sizes | class tick_rule[] |
Example 4.77. Example md_get_tick_sizes_response
{
"error_code": 0,
"session_token": "d6044cd4-bf69-4aac-b712-e3dfac47291d",
"md_get_tick_sizes_response": {
"tick_sizes": [
{
"id": 1,
"upper_bound": 49.9900,
"size": 0.0100
},
{
"id": 1,
"upper_bound": 99.9500,
"size": 0.0500
},
{
"id": 1,
"upper_bound": 249.9000,
"size": 0.1000
},
{
"id": 1,
"upper_bound": 499.7500,
"size": 0.2500
},
{
"id": 1,
"upper_bound": 9999999.0000,
"size": 0.5000
}
]
}
}
Retrieves a calendar of events
Table 4.56. md_get_calendar_request parameters
| Key name | Value type | Description |
|---|---|---|
| [sources[]] | integer | If specified, only events from the specified feeds are returned |
| [countries[]] | string | If specified, only events from the specified countries are returned (2 letter ISO 3166) |
| [instrument] | class instrument | If specified, only events for the specified instrument are returned |
| [start_date] | DATE formatted string | If specified, only events occurring after or on start_date are returned |
| [end_date] | DATE formatted string | If not specified, only events occurring before or on the current day are returned |
| [num_items] | integer | Limits the number of items returned |
Example 4.78. Example md_get_calendar_request
{
"session_token": "8402a0a2-d626-402a-bef9-ef933182be49",
"md_get_calendar_request": {
"countries": ["NO", "SE"],
"start_date": "2014-05-10",
"end_date": "2014-05-15"
}
}
Response message for md_get_calendar_request.
Table 4.57. md_get_calendar_response parameters
| Key name | Value type | Description |
|---|---|---|
| events | class calendar_event[] |
Example 4.79. Example md_get_calendar_response
{
"error_code": 0,
"session_token": "8402a0a2-d626-402a-bef9-ef933182be49",
"md_get_calendar_response": {
"events": [
{
"source": 960,
"id": 912692,
"date": "2014-05-12",
"description": "Royal Caribbean Cruises Ltd.: Annual General Meeting",
"instrument": {
"feed": 18177,
"ticker": "RCL"
}
}
]
}
}
Retrieves a succinct summary of a market
Table 4.58. md_get_market_activity_request parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | Feed code of market |
| [chain] | string | Name of chain |
Example 4.80. Example md_get_market_activity_request
{
"session_token": "8402a0a2-d626-402a-bef9-ef933182be49",
"md_get_market_activity_request": {
"feed": 18177
}
}
Response message for md_get_market_activity_request.
Table 4.59. md_get_market_activity_response parameters
| Key name | Value type | Description |
|---|---|---|
| up | integer | |
| down | integer | |
| unchanged | integer | |
| up_pct | integer | |
| down_pct | integer | |
| unchanged_pct | integer | |
| turnover | float |
Example 4.81. Example md_get_market_activity_response
{
"error_code": 0,
"md_get_market_activity_response": {
"up": 46,
"down": 73,
"unchanged": 125,
"up_pct": 19,
"down_pct": 30,
"unchanged_pct": 51,
"turnover": 610926878.6350
}
}
Subscribes for perdiodical getting of a succinct summary of a chain
Table 4.60. md_subscribe_market_activity_request parameters
| Key name | Value type | Description |
|---|---|---|
| update_data | string | Unique identifier of subscription |
| feed | integer | Feed code of market |
| chain | string | Name of chain |
Example 4.82. Example md_subscribe_market_activity_request
{
session_token: "8402a0a2-d626-402a-bef9-ef933182be49",
request_data: "safsasa",
md_subscribe_market_activity_request:
{
update_data: "hello92",
feed: 2098,
chain: "DAX"
}
}
Unsubscribes from getting a summary of a chain
Table 4.61. md_unsubscribe_market_activity_request parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | Feed code of market |
| chain | string | Name of chain |
Example 4.83. Example md_unsubscribe_market_activity_request
{
session_token: "8402a0a2-d626-402a-bef9-ef933182be49",
md_unsubscribe_market_activity_request:
{
feed: 2098,
chain: "DAX"
}
}
Retrieves historical End of Day data. Days are counted backwards from start_date. If both start_date and end_date is set, the num_days parameter will be ignored.
Table 4.62. md_get_history_request parameters
| Key name | Value type | Description |
|---|---|---|
| instruments | class instrument[] | |
| [start_date] | DATE formatted string | If set, date of newest data point |
| [end_date] | DATE formatted string | If set, date of oldest data point |
| num_days | integer | Maximum number of data points to return |
Example 4.84. Example md_get_history_request
{
"session_token": "a47727dc-f0c1-4360-a7d5-c9a3fe754c02",
"md_get_history_request": {
"instruments": [
{ "feed": 18177,
"ticker": "NAS" }
],
"num_days": 1
}
}
Response message for md_get_history_request.
Table 4.63. md_get_history_response parameters
| Key name | Value type | Description |
|---|---|---|
| trades | class historical_trade[] | Array of instruments |
Example 4.85. Example md_get_history_response
{
"error_code": 0,
"session_token": "a6f36463-277f-4d2a-ac62-c8f5779e3c6c",
"md_get_history_response": {
"trades": [
{
"date": "2014-05-21",
"last": 240.0000,
"open": 239.9000,
"high": 241.7000,
"low": 238.3000,
"feed": 18177,
"ticker": "NAS"
}
]
}
}
Retrieves information about a company.
Table 4.64. md_get_company_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument |
Example 4.86. Example md_get_company_request
{
"session_token": "a47727dc-f0c1-4360-a7d5-c9a3fe754c02",
"md_get_company_request": {
"instrument": { "feed": 18177, "ticker": "STL" }
}
}
Response message for md_get_company_request.
Table 4.65. md_get_company_response parameters
| Key name | Value type | Description |
|---|---|---|
| description | string | Description |
| urls | string[] | Company URLs |
Example 4.87. Example md_get_company_response
{
"error_code": 0,
"session_token": "23905495-34fe-44df-b5ce-cf46f9e08162",
"md_get_company_response": {
"description": "Statoil ASA is an integrated oil and gas company. The Company's focus is on exploration, development and production of oil and natural gas from the Norwegian Continental Shelf (NCS). \r\n\r\n",
"urls": ["http://www.statoil.com", "http://en.wikipedia.org/wiki/Statoil"]
}
}
Retrieves information about splits and dividends for a company.
Table 4.66. md_get_company_history_request parameters
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument |
Example 4.88. Example md_get_company_history_request
{
"session_token": "a47727dc-f0c1-4360-a7d5-c9a3fe754c02",
"md_get_company_history_request": {
"instrument": { "feed": 18177, "ticker": "DNO" }
}
}
Response message for md_get_company_history_request.
Table 4.67. md_get_company_history_response parameters
Example 4.89. Example md_get_company_history_response
{
"error_code": 0,
"session_token": "ae04b689-2139-4d8b-b20e-00acfe56618c",
"md_get_company_history_response": {
"splits": [
{
"date": "2000-10-31",
"factor": 0.2249
},
{
"date": "2005-10-26",
"factor": 0.9524
},
{
"date": "2006-06-16",
"factor": 0.2500
},
{
"date": "2007-06-22",
"factor": 1.0000
}
],
"dividends": [
{
"date": "2004-08-10",
"amount": 3.8095
},
{
"date": "2005-06-23",
"amount": 0.1148
}
]
}
}
Returns the number of constituents associated with the index. If the number of constituents is non-zero, the constituents may be fetched using md_get_chain_request, where the name of the chain is the ticker of the index instrument.
Table 4.68. md_num_constituents_request parameters
| Key name | Value type | Description |
|---|---|---|
| index | class instrument | Instrument must be of type INDEX |
Example 4.90. Example md_num_constituents_request
{
"session_token": "a47727dc-f0c1-4360-a7d5-c9a3fe754c02",
"md_num_constituents_request": {
"index": { "feed": 18177, "ticker": "OBX" }
}
}
Response message for md_num_constituents_request.
Table 4.69. md_num_constituents_response parameters
| Key name | Value type | Description |
|---|---|---|
| constituents | integer |
Example 4.91. Example md_num_constituents_response
{
"error_code": 0,
"session_token": "ae04b689-2139-4d8b-b20e-00acfe56618c",
"md_num_constituents_response": {
"constituents": 25
}
}
Streaming update messages resulting from a md_subscribe_instrument_request.
Example 5.1. Example md_instrument_update
{
"update_data": "oslo",
"md_instrument_update": {
"instrument": {
"feed": 18177,
"ticker": "STL",
"isin": "NO0010096985"
},
"bid": 145.900,
"ask": 146.000,
"last": 146.000,
"time": "2012-01-20T12:50:52Z",
"change": -1.600,
"pct_change": -1.084
}
}
Streaming update messages resulting from a md_subscribe_news_request.
Example 5.2. Example md_news_update
{
"update_data": "NEWS",
"md_news_update": {
"instruments": [
{
"feed": 26,
"ticker": "DNQ"
},
{
"feed": 2057,
"ticker": "STL"
}
],
"type": "REGULAR",
"headline": "ECB-Spurred Credit Pricing Gap to Widen -- Market Talk",
"time": "2016-05-09T08:06:33Z",
"news_id": "2_0_05091725",
"news_feed": 1302,
"orig_news_id": "05091725",
"category": "1085,5005",
"industry": "ALC,EGU,ELC,FSL,OIL,TRQ,VEH,XDJGI,XEX6,XNYA,XOBX,XOGT,XSLI,XSXA"
}
}
Streaming update messages resulting from a md_subscribe_alerts_request.
Example 5.3. Example md_alert_update
{
"update_data": "ALERTS",
"md_alert_update": {
"instruments": [
{
"feed": 26,
"ticker": "DNQ"
},
{
"feed": 2057,
"ticker": "STL"
}
],
"type": "REGULAR",
"headline": "ECB-Spurred Credit Pricing Gap to Widen -- Market Talk",
"time": "2016-05-09T08:06:33Z",
"news_id": "2_0_05091725",
"news_feed": 1302,
"orig_news_id": "05091725",
"category": "1085,5005",
"industry": "ALC,EGU,ELC,FSL,OIL,TRQ,VEH,XDJGI,XEX6,XNYA,XOBX,XOGT,XSLI,XSXA"
}
}
Streaming update messages resulting from a md_subscribe_owc_request.
Example 5.4. Example md_owc_update
{
"update_data": "OWC",
"md_owc_update": {
"id": 2363,
"level": 0,
"format": 0,
"headline": "RUBICON SUSPENDED",
"message": "Trading in Rubicon (QWE:RBC) has been suspended. More info to follow.",
}
}
Pushed out to all clients connected through a transport supporting streaming updates. The meaning of a feed reset depends on the type of the feed: for e.g. news feeds, all news identifiers will be invalid after a feed reset, and the list of news items must be fetched anew.
Table 5.1. md_feed_reset parameters
| Key name | Value type | Description |
|---|---|---|
| feeds | integer[] | Array of feeds that have been reset |
Example 5.5. Example md_feed_reset
{
"md_feed_reset":
{
"feeds": [793, 1066]
}
}
Session terminated.
Table 5.2. Termination codes
| Code | Description |
|---|---|
| 2 | Kicked out, usually due to user logging in using a different IP |
| 3 | Session timed out |
| 5 | User logged out |
Table 5.3. md_session_terminated parameters
| Key name | Value type | Description |
|---|---|---|
| termination_code | integer | Reason for termination |
| termination_reason | string | Descriptive reason for termination |
Example 5.6. Example md_session_terminated
{
"md_session_terminated": {
"session_token": "eae7adc9-32d4-4f52-b307-aac8cb3f3102",
"termination_code": 3,
"termination_reason": "Session expired"
}
}
Resubscribe to instrument.
Table 5.4. md_resubscribe parameters
| Key name | Value type | Description |
|---|---|---|
| feed | integer | Infront internal feed identifier |
| ticker | string | Ticker code for the instrument as given at the market |
Example 5.7. Example md_resubscribe
{
"update_data": "An error occured, please resubscribe",
"md_resubscribe":
{
"feed": 18177,
"ticker": "STL"
}
}
Specifies a financial instrument.
Table 6.1. instrument member attributes
| Key name | Value type | Description |
|---|---|---|
| feed | integer | Infront internal feed identifier |
| ticker | string | Ticker code for the instrument as given at the market |
| isin | string | ISIN code of the instrument |
| currency | string | Currency of the instrument |
| market | string | Market code as wanted by the OMS or routing network. Normally MIC. Left out for some positions depending on money_kind value |
| exchange_instrument_id | string | |
| under_feed | integer | Feed of underlying instrument |
| under_ticker | string | Ticker of underlying instrument |
| under_isin | string | ISIN of underlying instrument |
| under_currency | string | Currency of underlying instrument |
| under_market | string | Market of underlying instrument |
| under_exchange_instrument_id | string | Exchange ID of underlying instrument |
| under_base | string | |
| [under_full_name] | string | Full name of underlying |
| [display_ticker] | string | UI specific value, used if set |
| full_name | string | Full name of the instrument |
| [display_market] | string | UI specific value, used if set |
| instrument_type | enum instrument_type | Type of the instrument |
| instrument_subtype | enum instrument_subtype | A subtype of the instrument_type, e.g. if the option is a put or a call option |
| cfi | string | Classification Financial Instrument (ISO) |
| [expiry_date] | DATE formatted string | Expiry date for derivates |
| [strike_price] | double | Strike price for options |
| feed_code | string | Displayable name for the feed |
| min_iceberg_size | integer | If set, describes the minimum visible size of an iceberg order |
| company_url | string | Link to company web site |
| [index_desc] | string | Description of index instruments |
| [issuer] | string | Issuer short code |
| [issuer_full_name] | string | Issuer full name |
| multiplier | double | ? |
| [mic] | string | ? |
| [deleted] | bool | ? |
| [precision_code] | integer | ids floating point precision enum |
| contract_size | int32 | |
| [contract_type] | enum contract_type | |
| [start_of_index_period] | DATE formatted string | |
| [end_of_index_period] | DATE formatted string | |
| participation_level | int32 | |
| break_even | double | |
| asian_average | double | |
| bond_face_value | int32 | |
| bond_minimum_denomination | int32 | |
| issue_date | DATE formatted string | |
| theoretical | double | |
| delta | double | |
| elast | double | |
| nav | double | |
| bond_coupon_reference_feed | int32 | |
| bond_coupon_reference_symbol | string | |
| bond_coupon_spread | double | |
| weight | double | |
| exposure | double | |
| barrier | double | |
| [recommendation_type] | enum recommendation_type | |
| bond_next_coupon_date | DATE formatted string | |
| coupons_per_year | int32 | |
| [price_type] | enum price_type | |
| official_close | double | |
| [certificate_direction] | enum certificate_direction | |
| traded_through_date | DATE formatted string | |
| cfi_code | string | |
| [eusipa_code] | int32 | |
| [board_lot] | int32 |
A predefined list of instruments.
Table 6.2. chain member attributes
| Key name | Value type | Description |
|---|---|---|
| [provider] | integer | Provider specific chain |
| feed | integer | |
| name | string | |
| description | string |
Tree structure for feeds supporting hierarchical chains.
Table 6.3. chain_tree member attributes
| Key name | Value type | Description |
|---|---|---|
| [label] | string | Level label on non-leaf nodes |
| [nodes] | class chain_tree[] | Child nodes |
| [chain] | class chain | Leaf node |
A predefined list of instruments.
Table 6.4. chain member attributes
| Key name | Value type | Description |
|---|---|---|
| [availability] | enum curve_availability | |
| [month1_bid] | float | |
| [month1_ask] | float | |
| [month2_bid] | float | |
| [month2_ask] | float | |
| [month3_bid] | float | |
| [month3_ask] | float | |
| [month4_bid] | float | |
| [month4_ask] | float | |
| [month5_bid] | float | |
| [month5_ask] | float | |
| [month6_bid] | float | |
| [month6_ask] | float | |
| [month7_bid] | float | |
| [month7_ask] | float | |
| [month8_bid] | float | |
| [month8_ask] | float | |
| [month9_bid] | float | |
| [month9_ask] | float | |
| [month10_bid] | float | |
| [month10_ask] | float | |
| [month11_bid] | float | |
| [month11_ask] | float | |
| [month12_bid] | float | |
| [month12_ask] | float |
Instrument data.
Table 6.5. instrument_info member attributes
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument | |
| [hist_performance] | class hist_performance | |
| [trades] | class intraday_trade[] | |
| acc_volume | float | |
| turnover | float | |
| onexch_volume | float | |
| onexch_turnover | float | |
| bid | float | |
| bid_size | float | |
| num_bids | integer | |
| ask | float | |
| ask_size | float | |
| num_asks | integer | |
| bids | class order_level[] | |
| asks | class order_level[] | |
| open | float | |
| high | float | |
| low | float | |
| last | float | |
| last_valid | float | |
| previous_close | float | |
| lv_prev_close | float | Last valid previous close |
| time | DATETIME formatted string | |
| last_valid_date | DATE formatted string | |
| change | float | |
| pct_change | float | |
| lv_change | float | Change since last valid previous close |
| lv_pct_change | float | Percentage change since last valid previous close |
| gics | string[] | Global Industry Classification Standard |
| num_shares | float | |
| num_trades | integer | |
| rsi14 | float | Relative Strength Index |
| macd | float | Moving Average Convergence / Divergence |
| ma50 | float | 50 day Moving Average |
| ma100 | float | 100 day Moving Average |
| ma200 | float | 200 day Moving Average |
| contract_size | float | Value of a position is volume * last * contract_size |
| trading_status | string | Current trading status, e.g. "Opening Auction Call" |
| tick_size_id | integer | Tick size rule category |
| segment | string | Exchange segment |
| indic_price | float | Indicative price during auction |
| indic_volume | float | Indicative volume during auction |
| bid_spec_price | enum special_price | Special price on bid side. If returned, the bid field should NOT be used |
| ask_spec_price | enum special_price | Special price on ask side. If returned, the ask field should NOT be used |
| currency_ratio | float | Ratio between instrument currency and USD |
| orderbook_reset | boolean | If TRUE, the orderbook must be emptied. |
| fund_type | string | Fund type |
| fund_total_expense | float | Total expense from morningstar |
| fund_total_assets | float | Total assets from morningstar |
| fund_prospective_book_value_yield | float | |
| fund_prospective_dividend_yield | float | |
| fund_sharpe_ratio | float | |
| fund_std_dev_1y | float | |
| maturity_date | string | |
| coupon_rate | float | |
| forward_curves | class forward_curve | |
| value_date | string | |
| board_lot | integer |
Historical performance
Table 6.6. hist_performance member attributes
| Key name | Value type | Description |
|---|---|---|
| wtd_close | float | |
| mtd_close | float | |
| ytd_close | float | |
| one_w_close | float | |
| one_m_close | float | |
| three_m_close | float | |
| six_m_close | float | |
| one_y_close | float | |
| two_y_close | float | |
| three_y_close | float | |
| five_y_close | float | |
| wtd_change | float | |
| mtd_change | float | |
| ytd_change | float | |
| one_w_change | float | |
| one_m_change | float | |
| three_m_change | float | |
| six_m_change | float | |
| one_y_change | float | |
| two_y_change | float | |
| three_y_change | float | |
| five_y_change | float | |
| wtd_pct_change | float | |
| mtd_pct_change | float | |
| ytd_pct_change | float | |
| one_w_pct_change | float | |
| one_m_pct_change | float | |
| three_m_pct_change | float | |
| six_m_pct_change | float | |
| one_y_pct_change | float | |
| two_y_pct_change | float | |
| three_y_pct_change | float | |
| five_y_pct_change | float | |
| wtd_high | float | |
| mtd_high | float | |
| ytd_high | float | |
| one_w_high | float | |
| one_m_high | float | |
| three_m_high | float | |
| six_m_high | float | |
| one_y_high | float | |
| two_y_high | float | |
| three_y_high | float | |
| five_y_high | float | |
| wtd_low | float | |
| mtd_low | float | |
| ytd_low | float | |
| one_w_low | float | |
| one_m_low | float | |
| three_m_low | float | |
| six_m_low | float | |
| one_y_low | float | |
| two_y_low | float | |
| three_y_low | float | |
| five_y_low | float | |
| last_trade | float | |
| last_trade_date | DATE formatted string | |
| one_w_last_div | float | |
| one_m_last_div | float | |
| three_m_last_div | float | |
| six_m_last_div | float | |
| one_y_last_div | float | |
| wtd_last_div | float | |
| mtd_last_div | float | |
| ytd_last_div | float |
Specifies an order level.
Table 6.7. order_level member attributes
| Key name | Value type | Description |
|---|---|---|
| level | integer | Orderbook level |
| price | float | Price |
| volume | float | Total volume on level |
| orders | integer | Number of orders on level |
Represents a trade.
Table 6.8. intraday_trade member attributes
| Key name | Value type | Description |
|---|---|---|
| open | float | |
| last | float | |
| high | float | |
| low | float | |
| bid | float | |
| ask | float | |
| volume | float | |
| turnover | float | |
| buyer | string | |
| seller | string | |
| buyer_full | string | Fullname |
| seller_full | string | Fullname |
| market | string | |
| type | string | |
| type_number | integer | See info on bit flag type_number |
| seq_id | integer | Per instrument, reset at start of day |
Represents a historical trade in a time series.
Table 6.9. historical_trade member attributes
| Key name | Value type | Description |
|---|---|---|
| date | DATE formatted string | |
| [feed] | integer | Only returned in md_get_history_request |
| [ticker] | string | Only returned in md_get_history_request |
| [ask] | float | Only returned in md_get_history_request |
| [bid] | float | Only returned in md_get_history_request |
| open | float | |
| last | float | |
| high | float | |
| low | float | |
| volume | float | |
| num_trades | integer |
Geographical news region.
Table 6.10. news_region member attributes
| Key name | Value type | Description |
|---|---|---|
| code | integer | |
| description | string |
News item.
Table 6.11. news_item member attributes
| Key name | Value type | Description |
|---|---|---|
| news_id | string | |
| news_feed | integer | |
| headline | string | |
| type | enum news_type | |
| time | DATETIME formatted string | |
| [language] | string | Language code of the news item |
| url | string | Only present if the news is of type URL |
| [category] | string | News category |
| [instruments] | class instrument[] |
News source.
Table 6.12. news_source member attributes
| Key name | Value type | Description |
|---|---|---|
| name | string | Name of the news source |
| short_name | string | Short name of the news source |
| feed | integer | Feed number of the news source |
| region | integer | Regional code of the news source |
Market access.
Table 6.13. market member attributes
| Key name | Value type | Description |
|---|---|---|
| service | string | Market description |
| provider | string | Vendor description |
| access | string | Describes the update frequency of the vendor |
| feed | integer | Internal feed number of market |
| min_delay_secs | integer | |
| max_delay_secs | integer | |
| country | integer | |
| data_types | enum data_type[] | |
| custom_codes | string[] | |
| hidden | boolean |
Support contact item.
Table 6.14. contact member attributes
| Key name | Value type | Description |
|---|---|---|
| value | string | Contact value |
| [title] | string | Contact description |
| type | enum contact_type | Type of contact |
Parameters for requestion resource URLs
Table 6.15. resource_parameter member attributes
| Key name | Value type | Description |
|---|---|---|
| [width] | integer | Width of sizeable resource |
| [height] | string | Height of sizeable resource |
Search result items
Table 6.16. search_item member attributes
| Key name | Value type | Description |
|---|---|---|
| type | enum item_type | Type of item |
| [instrument] | class instrument[] | |
| [chain] | class chain[] |
Statistics for a broker
Table 6.17. broker member attributes
| Key name | Value type | Description |
|---|---|---|
| name | string | Broker code |
| fullname | string | Broker fullname |
| time | TIME formatted string | Time of last trade |
| buys | integer | |
| sells | integer | |
| int_trades | integer | Number of internal trades |
| buy_volume | float | |
| sell_volume | float | |
| int_volume | float | |
| total_volume | float | buy_volume + sell_volume + 2 * int_volume |
| buy_value | float | |
| sell_value | float | |
| int_value | float | Value of internal trades |
| avg_buy | float | |
| avg_sell | float | |
| net_buy_value | float | buy_turnover - sell_turnover |
| [instrument] | class instrument | Only returned for broker specific statistics |
| hit_value | float | Value of buy orders placed on ask level |
| hit_value_pct | float | hit_value / buy_value * 100 |
| take_value | float | Value of sell orders placed on bid level |
| take_value_pct | float | take_value / sell_value * 100 |
| total_value | float | buy_value + sell_value + 2 * int_value |
| total_value_pct | float | |
| trades | integer | buys + sells + 2 * int_trades |
| trades_pct | float | |
| sym_turn | float | Turnover of underlying instrument |
| sym_turn_pct | float | total_value / (sym_turn * 2) * 100 (only valid for intraday) |
Tick size rule
Table 6.18. tick_rule member attributes
| Key name | Value type | Description |
|---|---|---|
| id | integer | Feed specific tick size rule category |
| upper_bound | float | Highest price abiding to the tick size |
| size | float | Tick size |
Calendar event
Table 6.19. calendar_event member attributes
| Key name | Value type | Description |
|---|---|---|
| source | integer | Event source feed |
| id | integer | Event id |
| date | DATE formatted string | Event date |
| [time] | TIME formatted string | Event time, in UTC |
| description | string | Event description |
| country | string | Event country (2 letter ISO 3166) |
| [instrument] | class instrument[] |
Stock split event
Table 6.20. split member attributes
| Key name | Value type | Description |
|---|---|---|
| date | DATE formatted string | Event date |
| factor | double | Split factor |
Stock dividend event
Table 6.21. dividend member attributes
| Key name | Value type | Description |
|---|---|---|
| date | DATE formatted string | Dividend date |
| [currency] | string | Dividend currency |
| amount | double | Dividend amount |
A portfolio position
Table 6.22. position member attributes
| Key name | Value type | Description |
|---|---|---|
| instrument | class instrument | |
| [invested] | float | Amount invested in position |
| [avg_price] | float | Average acquisition price |
| [volume] | float | Position volume |
| [group] | float | Position group |
| [weight] | float | Position weight |
| [open_ccy_rate] | float | Open currency rate |
A cash position in portfolio
Table 6.23. cash member attributes
| Key name | Value type | Description |
|---|---|---|
| currency | string | The currency of the position |
| value | float | The value of the position |
An other position in portfolio
Table 6.24. other member attributes
| Key name | Value type | Description |
|---|---|---|
| type | string | User-defined position type |
| description | string | User-defined position description. Unique |
| currency | string | The currency of the position |
| value | float | The value of the position |
One Way Communication bulletin
Table 6.25. owc_message member attributes
| Key name | Value type | Description |
|---|---|---|
| id | integer | |
| level | integer | Intrusion level |
| format | integer | Type of message |
| headline | string | Headling |
| [message] | string | Pure-text bulletin |
| [url] | string | URL |
| read | boolean | Already read |
Alert update
Table 6.26. payload member attributes
| Key name | Value type | Description |
|---|---|---|
| event_id | integer | |
| alert_id | string | |
| alert_type | enum alert_type | |
| comment | string | |
| instrument | class instrument |
Alert update
Table 6.27. alert_data member attributes
| Key name | Value type | Description |
|---|---|---|
| message | string | |
| payload | class payload |
feed with chain names list to use as search filter
Table 6.28. feed_chains member attributes
| Key name | Value type | Description |
|---|---|---|
| feed | integer | |
| [provider] | integer | |
| chain_names | string[] |
Specifies an instrument type.
Table 7.1. instrument_type enumerations
| Enumeration | Description |
|---|---|
| NONE | |
| STOCK | |
| NEWS | |
| BOND | |
| EURO_OPTION | |
| FUTURES | |
| COMMODITY | |
| INDEX | |
| FOREX | |
| US_OPTION | |
| FUND | |
| OPTION | |
| COMBO | |
| CFD | |
| CERTIFICATE | |
| UNKNOWN |
Specifies an instrument subtype.
Table 7.2. instrument_subtype enumerations
| Enumeration | Description |
|---|---|
| NONE | |
| UNKNOWN | |
| OPTION_CALL | |
| OPTION_PUT | |
| OPTION_FUTURE | |
| OPTION_FORWARD | |
| OPTION_CALL_WARRANT | |
| OPTION_SEC_LENDING | |
| OPTION_PUT_WARRANT | |
| OPTION_CALENDAR_SPREAD | |
| OPTION_VOLATILITY_TRADE | |
| OPTION_BARRIER_CALL | |
| OPTION_BARRIER_PUT | |
| OPTION_BARRIER | |
| OPTION_BARRIER_DOWN_IN_CALL | |
| OPTION_BARRIER_DOWN_IN_PUT | |
| OPTION_BARRIER_DOWN_OUT_CALL | |
| OPTION_BARRIER_DOWN_OUT_PUT | |
| OPTION_BARRIER_UP_IN_CALL | |
| OPTION_BARRIER_UP_IN_PUT | |
| OPTION_BARRIER_UP_OUT_CALL | |
| OPTION_BARRIER_UP_OUT_PUT | |
| BOND_CONVERTIBLE | |
| BOND_PREMIUM | |
| BOND_SWAP | |
| BOND_UTC | |
| BOND_CERTIFICATE | |
| STOCK_BONUS | |
| STOCK_RIGHT | |
| STOCK_SUBSCRIPTION_OPTION | |
| FOREX_SPOT | |
| FOREX_DEPOSIT | |
| FOREX_FRA | |
| FOREX_FORWARD | |
| FOREX_DEPOSIT_INDICATIVE | |
| FOREX_FREE_FRA | |
| FOREX_OPTION | |
| OPTION_STOCK | |
| OPTION_BINARY_CON_CALL | |
| OPTION_BINARY_CON_PUT | |
| OPTION_BINARY_GAP_CALL | |
| OPTION_BINARY_GAP_PUT | |
| OPTION_BINARY_AON_CALL | |
| OPTION_BINARY_AON_PUT | |
| OPTION_BINARY_SUPERSHARE | |
| CERT_BASKET | |
| CERT_DISCOUNT | |
| CERT_LEVERAGE | |
| CERT_BONUS | |
| CERT_OTHER | |
| CERT_INVESTMENT | |
| CERT_PARTICIPATION | |
| CERT_CASH_OR_SHARE | |
| CERT_EXPRESS | |
| CERT_GUARANTEE | |
| CERT_INDEX | |
| CERT_OUTPERFORM | |
| CERT_BALANCE | |
| CERT_BULL_BEAR | |
| CERT_LONG_SHORT | |
| CERT_MINI_FUTURE | |
| CERT_IR | |
| CERT_CREDIT | |
| CERT_COUPON | |
| CERT_PREMIUM | |
| CERT_GROWTH | |
| CERT_V | |
| BOND_TREASURY_NOTES | |
| BOND_TREASURY | |
| BOND_CORPORATE | |
| BOND_MUNICIPAL | |
| BOND_LOAN_INSTITUTION | |
| BOND_LEASING_COMPANY | |
| BOND_HOUSING | |
| BOND_FOREIGN | |
| BOND_BANK_SAVINGS | |
| BOND_TREASURY_BILLS | |
| BOND_FLOATER | |
| BOND_STRIPS | |
| BOND_ZERO | |
| BOND_GOVERNMENT | |
| BOND_OTHER | |
| BOND_MONEY_MARKET | |
| BOND_MORTGAGE | |
| BOND_BENCHMARK | |
| BOND_EQUITY_INDEX | |
| BOND_SUSTAINABLE | |
| BOND_MARKET | |
| BOND_CREDIT | |
| BOND_COMMODITY | |
| BOND_STRATEGY | |
| BOND_INTERVAL | |
| BOND_PORTFOLIO | |
| INDEX_BALANCE | |
| INDEX_CREDIT | |
| INDEX_COMMODITY | |
| INDEX_CURRENCY | |
| INDEX_RATE | |
| INDEX_STOCK | |
| FUND_ETN | |
| FUND_MUTUAL | |
| FUND_ETF | |
| COMBO_UNKNOWN | |
| COMBO_STRIP | |
| COMBO_FUT_CS | |
| COMBO_FWD_CS | |
| COMBO_CALL_CS | |
| COMBO_PUT_CS | |
| COMBO_FUT_BUTTERFL | |
| COMBO_FWD_BUTTERFL | |
| COMBO_CALL_BUTTERFL | |
| COMBO_PUT_BUTTERFL | |
| COMBO_IRON_BUTTERFL | |
| COMBO_FUT_CONDOR | |
| COMBO_FWD_CONDOR | |
| COMBO_PUT_CONDOR | |
| COMBO_CALL_CONDOR | |
| COMBO_PACK_WHITE | |
| COMBO_PACK_RED | |
| COMBO_PACK_GREEN | |
| COMBO_PACK_BLUE | |
| COMBO_PACK_GOLD | |
| COMBO_BUNDLE_2Y | |
| COMBO_BUNDLE_3Y | |
| COMBO_BUNDLE_4Y | |
| COMBO_BUNDLE_5Y | |
| COMBO_CALL_SPREAD | |
| COMBO_PUT_SPREAD | |
| COMBO_CALL_DCS | |
| COMBO_PUT_DCS | |
| COMBO_GUTS | |
| COMBO_2X1_CALL_SPREAD | |
| COMBO_2X1_PUT_SPREAD | |
| COMBO_COMBO | |
| COMBO_STRANGLE | |
| COMBO_CALL_LADDER | |
| COMBO_PUT_LADDER | |
| COMBO_STRADDLE_CS | |
| COMBO_STRADDLE_DCS | |
| COMBO_STRADDLE | |
| COMBO_BOX | |
| COMBO_REVERSAL | |
| COMBO_IRON_CONDOR | |
| COMBO_CALL_VOLTRADE | |
| COMBO_PUT_VOLTRADE | |
| COMBO_CALL_SPREAD_VSU | |
| COMBO_PUT_SPREAD_VSU | |
| COMBO_STRADDLE_VSBU | |
| COMBO_STRADDLE_VSSU | |
| COMBO_STRANGLE_VSSU | |
| COMBO_SPRD_VSSP_VSU | |
| COMBO_SPRD_VSSC_VSU | |
| COMBO_LADDER_VSBU_CALL | |
| COMBO_LADDER_VSSU_CALL | |
| COMBO_LADDER_VSSU_PUT | |
| COMBO_COMBO_VSBU | |
| COMBO_CS_CALL_VSBU | |
| COMBO_CS_CALL_VSSU | |
| COMBO_CS_PUT_VSBU | |
| COMBO_CS_PUT_VSSU | |
| COMBO_2X1_CALL_SPD_VSBU | |
| COMBO_2X1_CALL_SPD_VSSU | |
| COMBO_2x1_PUT_SPD_VSBU | |
| COMBO_2X1_PUT_SPD_VSSU | |
| COMBO_REV_VSSU | |
| COMBO_3W_CALL_SPD_VSP | |
| COMBO_3W_PUT_SPD_VSC | |
| COMBO_3W_STRADDLE_VSC | |
| COMBO_3W_STRADDLE_VSP | |
| COMBO_VERTICAL_SPREAD | |
| COMBO_PRICE_SPREAD |
Specifies an contract type.
Table 7.3. contract_type enumerations
| Enumeration | Description |
|---|---|
| CONTRACT_TYPE_CALL | |
| CONTRACT_TYPE_PUT | |
| CONTRACT_TYPE_UKNOWN |
Specifies an recommendation type.
Table 7.4. recommendation_type enumerations
| Enumeration | Description |
|---|---|
| RECOMMENDATION_TYPE_UNKNOWN | |
| RECOMMENDATION_TYPE_STRONG_BUY | |
| RECOMMENDATION_TYPE_BUY | |
| RECOMMENDATION_TYPE_HOLD | |
| RECOMMENDATION_TYPE_SELL | |
| RECOMMENDATION_TYPE_STRONG_SELL |
Type of transaction.
Table 7.5. buy_or_sell enumerations
| Enumeration | Description |
|---|---|
| BUY | Buy order |
| SELL | Sell order |
Specifies an price type.
Table 7.6. price_type enumerations
| Enumeration | Description |
|---|---|
| PRICE_TYPE_PRICE_PER_UNIT | |
| PRICE_TYPE_PECENTAGE_OF_NOMINAL | |
| PRICE_TYPE_PECENTAGE_OF_NOMINAL_EXCLUDING_ACCRUED | |
| PRICE_TYPE_PECENTAGE_OF_NOMINAL_INCLUDING_ACCRUED |
Specifies an certificate direction.
Table 7.7. certificate_direction enumerations
| Enumeration | Description |
|---|---|
| CERTIFICATE_DIRECTION_BEAR | |
| CERTIFICATE_DIRECTION_BULL | |
| CERTIFICATE_DIRECTION_BUY | |
| CERTIFICATE_DIRECTION_LONG | |
| CERTIFICATE_DIRECTION_SELL | |
| CERTIFICATE_DIRECTION_SHORT | |
| CERTIFICATE_DIRECTION_UNKNOWN |
Some exchange feeds use special prices (e.g. 9999.99) with semantic meaning.
Table 7.8. special_price enumerations
| Enumeration | Description |
|---|---|
| AT_MARKET | |
| AT_OPEN |
Resolution of results in chart data responses.
Table 7.9. resolution enumerations
| Enumeration | Description |
|---|---|
| TICKS | Individual trades |
| MINUTES | Minutes |
| HOURS | Hours |
Sort order of list of trades.
Table 7.10. intraday_sorting enumerations
| Enumeration | Description |
|---|---|
| TIME_DESC | |
| TIME_ASC | |
| VOLUME_DESC | |
| VOLUME_ASC | |
| PRICE_DESC | |
| PRICE_ASC |
Market data historical chart filters.
Table 7.11. historical_fields enumerations
| Enumeration | Description |
|---|---|
| OPEN | |
| HIGH | |
| LOW | |
| LAST | |
| VOLUME | |
| NUM_TRADES | |
| TURNOVER |
Market data intraday chart filters.
Table 7.12. intraday_fields enumerations
| Enumeration | Description |
|---|---|
| BID | |
| ASK | |
| OPEN | |
| HIGH | |
| LOW | |
| LAST | |
| VOLUME | |
| TURNOVER |
Market data update filters.
Table 7.13. snapshot_fields enumerations
| Enumeration | Description |
|---|---|
| ACC_VOLUME | |
| TURNOVER | |
| ONEXCH_VOLUME | |
| ONEXCH_TURNOVER | |
| BID | |
| ASK | |
| BID_SIZE | |
| ASK_SIZE | |
| NUM_BIDS | |
| NUM_ASKS | |
| ORDERBOOK | |
| VWAP | |
| AVG_VOLUME | |
| AVG_VALUE | |
| OPEN | |
| ASK | |
| HIGH | |
| LOW | |
| LAST | |
| LAST_VALID | |
| LAST_VALID_DATE | |
| PREVIOUS_CLOSE | |
| LV_PREV_CLOSE | |
| TIME | |
| CHANGE | |
| PCT_CHANGE | |
| LV_CHANGE | |
| LV_PCT_CHANGE | |
| NUM_TRADES | |
| GICS | |
| NUM_SHARES | |
| RSI14 | |
| MACD | |
| MA50 | |
| MA100 | |
| MA200 | |
| CONTRACT_SIZE | |
| TRADING_STATUS | |
| TICK_SIZE_ID | |
| SEGMENT | |
| INDIC_PRICE | |
| INDIC_VOLUME | |
| CURRENCY_RATIO | |
| TRADES | Intraday trades |
| HIST_PERFORMANCE | Historical performance |
| REF_DATA_DETAILS | Get fund_type, fund_total_expense, fund_total_assets fields |
| FORWARD_CURVES |
Sort order for ranked lists.
Table 7.14. sort_order enumerations
| Enumeration | Description |
|---|---|
| PCT_CHANGE_DESC | |
| PCT_CHANGE_ASC | |
| LV_PCT_CHANGE_DESC | |
| LV_PCT_CHANGE_ASC | |
| TURNOVER_DESC | |
| TURNOVER_ASC | |
| TICKER_DESC | |
| TICKER_ASC | |
| VOLUME_DESC | |
| VOLUME_ASC | |
| ONE_W_PCT_CHANGE_DESC | |
| ONE_W_PCT_CHANGE_ASC | |
| ONE_M_PCT_CHANGE_DESC | |
| ONE_M_PCT_CHANGE_ASC | |
| THREE_M_PCT_CHANGE_DESC | |
| THREE_M_PCT_CHANGE_ASC | |
| SIX_M_PCT_CHANGE_DESC | |
| SIX_M_PCT_CHANGE_ASC | |
| ONE_Y_PCT_CHANGE_DESC | |
| ONE_Y_PCT_CHANGE_ASC | |
| TWO_Y_PCT_CHANGE_DESC | |
| TWO_Y_PCT_CHANGE_ASC | |
| THREE_Y_PCT_CHANGE_DESC | |
| THREE_Y_PCT_CHANGE_ASC | |
| FIVE_Y_PCT_CHANGE_DESC | |
| FIVE_Y_PCT_CHANGE_ASC | |
| YTD_PCT_CHANGE_DESC | |
| YTD_PCT_CHANGE_ASC |
News item type.
Table 7.15. news_type enumerations
| Enumeration | Description |
|---|---|
| FLASH_LEVEL_1 | |
| FLASH_LEVEL_2 | |
| FLASH_LEVEL_3 | |
| URL | |
| REGULAR |
Contact item type.
Table 7.16. contact_type enumerations
| Enumeration | Description |
|---|---|
| PHONE | |
| GENERIC |
Type of Infinancials widget
Table 7.17. widget_type enumerations
| Enumeration | Description |
|---|---|
| GPRV | |
| CHART1 | |
| CHART2 | |
| SNAPSHOT | |
| PEERS | |
| ESTIMATES |
OAuth provider.
Table 7.18. oauth_server_id enumerations
| Enumeration | Description |
|---|---|
Feature access
Table 7.19. feature enumerations
| Enumeration | Description |
|---|---|
| INFINANCIALS | |
| TWEETWIRES | |
| NEWS_SEARCH | User has access to historical news search, and search in news bodies. If not present, the user is only allowed to search the headlines of intraday news. |
| WEB | User may use web clients |
| MOBILE | User may use mobile clients |
| ALERTS | User has access to alert functionality |
| ALL_ADJUSTMENTS | User has access to all adjustments |
Search item type
Table 7.20. item_type enumerations
| Enumeration | Description |
|---|---|
| INSTRUMENT | Stocks, funds, etc. |
| CHAIN | Predefined list of instruments |
Period of broker statistics
Table 7.21. broker_period enumerations
| Enumeration | Description |
|---|---|
| INTRADAY | |
| TWO_DAYS | |
| ONE_WEEK | |
| ONE_MONTH | |
| THREE_MONTHS | |
| SIX_MONTHS | |
| ONE_YEAR | |
| YTD |
Chain type
Table 7.22. chain_type enumerations
| Enumeration | Description |
|---|---|
| FEED | |
| INDEX | |
| GLOBAL |
Data type
Table 7.23. data_type enumerations
| Enumeration | Description |
|---|---|
| STOCKS | |
| NEWS | |
| BONDS | |
| EUROOPTIONS | |
| FUTURES | |
| COMMODITIES | |
| INDICIES | |
| FOREX | |
| USOPTIONS | |
| FUNDS | |
| CHAT | |
| URLNEWS | |
| ORDERS | |
| WARRANTS | |
| FEATURES | |
| SYMBOL_EXT | |
| CALENDAR_UPDATES | |
| FX_DEPOSIT_RATES | |
| MTF | |
| WEB_FEATURE |
Signed token type
Table 7.24. token_type enumerations
| Enumeration | Description |
|---|---|
| INVALID | |
| SAML1 | |
| JWT |
Alert type
Table 7.25. alert_type enumerations
| Enumeration | Description |
|---|---|
| INSTRUMENT_ALERT | |
| CHAIN_ALERT | |
| LIST_ALERT | |
| NEWS_ALERT |
Curve availability
Table 7.26. curve_availability enumerations
| Enumeration | Description |
|---|---|
| BID | |
| ASK | |
| BOTH |
Trade type number bit flag
Table 7.27. type_number bits
| Value | Name | Description |
|---|---|---|
| 0x00000001 | Auction | Trade executed in auction |
| 0x00000002 | Short | Short sell |
| 0x00000004 | Bid trade | Update bid only |
| 0x00000008 | Ask trade | Update ask only |
| 0x00000010 | Reserved | |
| 0x00000020 | Reserved | |
| 0x00000040 | Reserved | |
| 0x00000080 | Reserved | |
| 0x00000100 | No High/Low | Do not update last/high/low |
| 0x00000200 | No Volume | Do not update last/volume |
| 0x00000400 | Deleted trade | |
| 0x00000800 | Deleted trade | |
| 0x00001000 | Inserted trade | |
| 0x00002000 | Use LAST | |
| 0x00004000 | Modify trade | Only used to update trade volume |
| 0x00008000 | Auction no stats | |
| 0x00010000 | Reserved | |
| 0x00020000 | Reserved | |
| 0x00040000 | Reserved | |
| 0x00080000 | Reserved | |
| 0x00100000 | Reserved | |
| 0x00200000 | Reserved | |
| 0x00400000 | Reserved | |
| 0x00800000 | Reserved | |
| 0x01000000 | Equilibrium | |
| 0x02000000 | Pre trade | Pre-market trade (for charts) |
| 0x04000000 | Post trade | Post-market trade (for charts) |
| 0x08000000 | No chart update | Don't update the charts |
| 0x10000000 | BA trade | Simulated trade created based on bid/ask |
Table 8.1. Error codes
| Error code | Type | Description |
|---|---|---|
| 1 | SUPERUSER_FORBIDDEN | Insufficient access for superuser |
| 2 | EXTERNAL | Error passed on from external service or module |
| 42 | RETRY | Temporary failure, the last message should be repeated |
| 77 | SESSION_TOKEN_REUSED | The socket has already been used by another session |
| 79 | TOKEN_ERROR | Invalid or missing session token |
| 400 | BAD_REQUEST | Bad request |
| 403 | FORBIDDEN | Insufficient access |
| 404 | NOT_FOUND | The resource could not be found |
| 405 | METHOD_NOT_ALLOWED | Method not allowed |
| 501 | NOT_IMPLEMENTED | Not implemented |
| 504 | SERVICE_TIMEOUT | Service timeout |
String format conventions.
Table 9.1. String formats
| Name | Format | Description |
|---|---|---|
| DATE | YYYY-MM-DD | |
| TIME | HH:MM:SS | |
| DATETIME | YYYY-MM-DDTHH:MM:SSZ | |
| UTC_OFFSET | [+ | -]HH:MM | Specifies a time offset from UTC, e.g. "-04:00". |