Price Data

Download Spec

All price data related paths.

Get instrument venues

get /instruments/{instrument_id}/venues

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

instrument_id

One Of

required

Instrument unique identifier.

Response

ExamplesSchema

OK

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

Get instrument latest price

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

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

price_quality

string

Default
"HIGHEST_AVAILABLE"
Enum
  • HIGHEST_AVAILABLE
Example
"HIGHEST_AVAILABLE"

Response

ExamplesSchema

OK

{
  "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

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

start_date

string

date

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.

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

end_date

string

date

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.

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

adjusted_for

string

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"

interval

string

^1d|[1-9][0-9]*[hm]$

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.

Default
"1d"
Example
"4h"

Response

ExamplesSchema

OK

{
  "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
  }
}

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