Price Data

Download Spec

All price data related paths.

get/instruments/{instrument_id}/venues

Get instrument venues

The venues where the instrument is traded and for which the price data is available.

instrument_idOne Of

required

Instrument unique identifier.

Must match one of

International securities identification number defined by ISO 6166, prefixed with a 'isin:' URN scheme.

Pattern: ^(urn:)?isin:[A-Z]{2}[A-Z0-9]{9}[0-9]$

Responses

Response examples

{
  "data": [
    {
      "id": "20d6024b-2df4-41ae-8d42-62e4744e455b",
      "name": "Tradegate",
      "price_qualities": [
        "EOD",
        "REALTIME"
      ]
    }
  ]
}

get/instruments/{instrument_id}/venues/{venue_id}/prices/latest

Get instrument latest price

Returns the instrument's latest price as available at the specified venue.

NOTE: Please note that in live mode we provide the latest prices that we receive from our data provider. However, it is to be expected that such updates will only take place on trading days.

price_qualitystring

Default: "HIGHEST_AVAILABLE"
Enum: HIGHEST_AVAILABLE
Example: "HIGHEST_AVAILABLE"

Responses

Response examples

{
  "price_quality": "REALTIME",
  "currency": "EUR",
  "bids": [
    {
      "time": "2023-01-09T13:02:15Z",
      "price": "210.01",
      "size": "100"
    }
  ],
  "asks": [
    {
      "time": "2023-01-09T13:02:15Z",
      "price": "212.32",
      "size": "50"
    }
  ],
  "last_trade": {
    "time": "2023-01-09T12:59:04Z",
    "price": "211.32",
    "size": "40"
  }
}

get/instruments/{instrument_id}/venues/{venue_id}/prices/ohlc

Get instrument OHLC prices

Returns OHLC prices for the instrument at the specified venue for the chosen time period.

NOTE: Please note that in live mode we provide the latest prices that we receive from our data provider. However, it is to be expected that such updates will only take place on trading days.

start_datestring

Returns OHLC prices from and including this datetime (UTC). If not specified, OHLC prices are returned from 30 days before the specified end_date. Time part of the timestamp is optional.

Format: date
Example: "2023-11-01T10:30:00Z"

end_datestring

Returns OHLC prices from and including this datetime (UTC). If not specified, OHLC prices are returned up to yesterday. Time part of the timestamp is optional.

Format: date
Example: "2023-11-15T13:30:00Z"

adjusted_forstring

Indication of the desired data adjustment. Prices are adjusted for corporate actions such as cash dividends and stock splits. Does not apply if intraday prices are being requested.

Default: "ALL"
Enum: NONE
ALL
Example: "NONE"

intervalstring

Indicates the maximum length of the interval each OHLC price tuple covers. If a price did not change subsequent price tuples are omitted. Allowed values are 1d for daily prices or any positive integer followed by h or m for hour or minute, respectively. Requests are limited to a maximum of 1000 data points.

Pattern: ^1d|[1-9][0-9]*[hm]$
Default: "1d"
Example: "4h"

Responses

Response examples

{
  "data": [
    {
      "currency": "EUR",
      "time": "2023-01-09",
      "open": "213.32",
      "high": "215.32",
      "low": "210.32",
      "close": "213.22",
      "volume": "277973"
    },
    {
      "currency": "EUR",
      "time": "2023-01-10",
      "open": "214.42",
      "high": "214.42",
      "low": "213.22",
      "close": "213.22",
      "volume": "260335"
    }
  ],
  "meta": {
    "count": 2
  }
}