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.

All these endpoints are purely informative. There is nothing that a client can change.

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.

Please note that our external partners may reserve time slots for their maintenance and minor service interruptions may therefore occur occasionally.

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"
    }
  ]
}

Upvest plans to extend the list of available trading statuses at instrument level to support corporate actions such as rights issues, tender offers and the delisting case described above. The following two additional statuses will be available soon:

• BUY_ONLY
• SELL_ONLY

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.

Please note that our external partners may reserve time slots for their maintenance and minor service interruptions may therefore occur occasionally.

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

Upvest has introduced event-driven communication via webhook allowing clients to receive instrument updates immediately (e.g. after trading status changes). As usual with Upvest Investment API, the webhook event will contain the same data as the corresponding GET endpoint - in this case for a single instrument.

See Instruments events.