Implementing instruments

The Upvest Investment API offers the endpoints /instruments and instruments/:id through which you can fetch the information about instruments available for trading or fractional trading. But you can also request information about prices of venues, etc.

This chapter guides you through the necessary steps to get you ready to work with the /instruments endpoint.

Prerequisites

Clients who wish to access the price data require a separate contract with an external data providing service partner, such as Infront. Clients who do not have this contract do not receive real-time prices.

However, this contract is not required to retrieve the instruments or venues information.

1. Listing instruments

To retrieve the list of available instruments, submit this request:

GET /instruments

Example response

{
  "meta": {
    "offset": 0,
    "limit": 100,
    "count": 1,
    "total_count": 10,
    "sort": "created_at",
    "order": "ASC"
  },
  "data": [
    {
      "id": "123e4567-e89b-12d3-a456-426614174000",
      "created_at": "2022-08-31T17:28:00.00Z",
      "updated_at": "2022-08-31T17:28:00.00Z",
      "isin": "DE0007664005",
      "wkn": "766400",
      "name": "Volkswagen (VW) St. Aktie.",
      "fractional_trading": true,
      "trading_status": "ACTIVE"
    }
  ]
}

If you want to retrieve a single instrument, you can specify its ID:

GET /instruments/{instrument_id}

Example response

{
  "id": "123e4567-e89b-12d3-a456-426614174000",
  "created_at": "2022-08-31T17:28:00.00Z",
  "updated_at": "2022-08-31T17:28:00.00Z",
  "isin": "DE0007664005",
  "wkn": "766400",
  "name": "Volkswagen (VW) St. Aktie.",
  "fractional_trading": true,
  "trading_status": "ACTIVE"
}

2. Get instrument venues

As the prices are linked to an exchange, a user must first be able to see at which venues prices are available and in which quality.

To retrieve the trading venues on which the instrument is traded and for which price data is available, proceed as follows:

GET /instruments/{instrument_id}/venues

Example response

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

3. Retrieving instruments prices

Once you have opted for a trading venue (how to find venues is described in the 'Get instruments venues' step above), you can either retrieve

• latest prices or

• OHLC (Open-High-Low-Close) data.

Get instrument latest prices

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

Example response

{
  "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 instrument OHLC prices

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

You can use the following query parameters to narrow down the result:

Example response

{
  "data": [
    {
      "currency": "EUR",
      "time": "2023-01-09T00:00:00Z",
      "open": "213.32",
      "high": "215.32",
      "low": "210.32",
      "close": "213.22",
      "volume": "277973"
    },
    {
      "currency": "EUR",
      "time": "2023-01-10T00:00:00Z",
      "open": "214.42",
      "high": "214.42",
      "low": "213.22",
      "close": "213.22",
      "volume": "260335"
    }
  ],
  "meta": {
    "count": 2
  }
}

Instruments status

The individual instrument status and configuration is the single source of truth for each instrument, which affects the following cases:

Webhooks