API Changes
Last updated
Last updated
Added new values and changes in some existing volumeTypes values of lightTickers
Adding an empty message to calendarList , tickSizeList , instrumentList to handle cases where there are no entities
Documenting that numbers are stringified in: instrument list, calendar list, tick size list APIs
Adding new API to publish auction indicative price
The sorting in the instrument list is changing to be case-insensitive.
Added supporing Candles data adjusted for Corporate Actions
Fields in lightTickers get adjusted when corporate actions are applied to the active orders.
lightTicker will not include data of market order during auction.
Adding to the new objects for market orders during auction
Adding to the filters and new API with pagination.
Adding new fields to the light ticker - tickReferencePrice and its timestamp
Adding new fields to the light ticker to publish price limits of the instrument
Change empty message of the light ticker to not include the volume fields.
Candles API:
Change v1/exchange.marketdata/aggregates qualifier:
Real time updates qualifier: v1/exchange.marketdata/candles
Historical data qualifier: v1/exchange.marketdata.history/candles
Add timespan value: HOUR
Add multiplier parameter to support below intervals:
5 MINUTE
15 MINUTE
4 HOUR
New API for OHLCV data v1/exchange.marketdata/aggregates
New API Heartbeats (Pings) v1/heartbeat/ping for browser API clients
tradingModels field will always be returned by exchange.marketdata/instrumentList
Bugfix related to the Market Data Service. referencePrice was not returned after restarting the service before the fix.
Bugfix related to the end of the snapshot message of v1/exchange.marketdata/liveTrades. multiLegReportingType field was not returned prior to the fix.
Bugfix related to the required fields of v1/exchange.marketdata/lightTickers. The error message returned was incorrect before the fix.
Changed quoteVolume formula of LightTicker to Total(trade amount * absolute value of trade price * contract size). The previous formula didn’t have the contract size.
Added deliveryStartDate and deliveryEndDate to the v1/exchange.marketdata/instrumentList
Added makerSide to the RFQ Trades of v1/exchange.marketdata/liveTrades
Bugfix related to quantity of liveTrades messages of legs instruments of strategies. quantity of trades has incorrectly had the quantity of current trade + quantity of previous trade when trade prices of current and previous trades were the same.
Added scope to the lightTickers API.
Added multiLegReportingType to the liveTrades API.
Added RFQ trades to the liveTrades and lightTickers APIs
Bugfix related to openingPrice calculation of lightTickers. The system has incorrectly taken trade entries for the calculation before the fix.
Bugfix related to the volumeTypes object of lightTickers API. volume field was incorrectly returned as value before the fix.
New API to disseminate Instrument details v1/exchange.marketdata/instrumentList
New API to disseminate Calendar details v1/exchange.marketdata/calendarList
New API to disseminate tickSize details v1/exchange.marketdata/tickSizeList
Changed token to be a required field in all Market Data APIs
Deprecated environments.exchangeNum field in all Market Data APIs
Fixed the bug related to timeStamp format in v1/exchange.marketdata/liveTrades
volumeTypes object in the light ticker will be sent only if there is data that is not 0
Adding new fields to the light ticker
Taking the trade entry data considered in some fields in the light ticker (volume, quoteVolume, high, low, lastPrice, lastQuantity)
Adding the trade entry and trade cancellation to the live trades.
new value in quantity in case of cancellation
makerSide will be in this case: -1
Adding the reference price and timestamp of the instrument to the light ticker response
Adding the trading status of the instrument to the light ticker response
There are new fields in the light ticker API:
settlementPrice: Settlement price
settlementPriceTimestamp: Settlement price last update timestamp
lastQuantity: Last executed trade quantity
Until now in case one of the symbols is wrong, the entire stream was disconnected.
From now on, in case of wrong symbol stream will continue working for the valid symbols and for the invalid symbols the message returned will be:
This error might occur in case that stream is already working (in case symbol is no longer active instrument).
Partial Order Book will publish events only in case there is change in data. Once there is change- it will be sent only when interval time elapsed.
All API has a new optional header parameter - we strongly recommend to use it instead of the previous environments.exchangeNum (which is still supported), the new parameter provides more accurate and efficient instrument discovery.
The parameter is called token and can be retrieved from Admin application under home page:
Sample API using new parameter:
getSettlementPrices API will response with the latest results updated in system.
lightTickers API will have new properties, that are referring to the current trading day :
lastClosingPrice - last execution prive before market close
closingPriceTimestamp - closing price timestamp
openingPrice - first execution price after market open
low - lowest execution price since market open
high - highest execution price since market open
volume - total volume since market open (total orders amount)
quoteVolume - total volume since market open in quote currency terms (amount * price)
New API added Get Settlement Prices
Bug fix on API on strategy allocated leg trades to properly display makerSide
