Deutsche Börse

A7 Analytics Platform - CME Market Data API (MDP)

Historical CME Group market data from the MDP feed served through the A7 Analytics Platform REST API.

Documentation GitHub OpenAPI

Business capability

Market & Financial Data AE-230.20

Operations 4

GET /mdp retrieves list of exchanges #

GET /mdp/{exchange} retrieves list of trading days #

GET /mdp/{exchange}/{date} retrieves list of assets #

GET /mdp/{exchange}/{date}/{asset} retrieves list of securities #

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OpenAPI Specification

openapi: 3.2.0
info:
  title: A7 Analytics Platform - CME Market data API (MDP)…
  description: A7 Analytics Platform for the CME Group.
  contact:
    name: Deutsche Börse Data & Analytics
    url: https://www.mds.deutsche-boerse.com
    email: analytics@deutsche-boerse.com
  version: 1.1.0
servers:
- url: /api/v1
  description: A7 production environment
security:
- bearerAuth: []
tags:
- name: Exchanges, assets, securities
paths:
  /mdp:
    get:
      tags:
      - Exchanges, assets, securities
      summary: retrieves list of exchanges
      description: The request delivers all available exchanges.
      operationId: getExchanges
      responses:
        200:
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/exchanges'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/exchanges'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /mdp/{exchange}:
    get:
      tags:
      - Exchanges, assets, securities
      summary: retrieves list of trading days
      description: The request delivers all available trading days (YYYYMMDD) for the selected exchange.
      operationId: getAvailableDates
      parameters:
      - $ref: '#/components/parameters/exchange'
      responses:
        200:
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/dates'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/dates'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /mdp/{exchange}/{date}:
    get:
      tags:
      - Exchanges, assets, securities
      summary: retrieves list of assets
      description: The request delivers a list of all available assets for the selected exchange and trading day.
      operationId: getAssets
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      responses:
        200:
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/assets'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/assets'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
  /mdp/{exchange}/{date}/{asset}:
    get:
      tags:
      - Exchanges, assets, securities
      summary: retrieves list of securities
      description: The request delivers a list of all available securities for the selected exchange, trading day and asset.
      operationId: getSecurityIds
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/asset'
      responses:
        200:
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/securityIDs'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/securityIDs'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        401:
          $ref: '#/components/responses/401'
        403:
          $ref: '#/components/responses/403'
        404:
          $ref: '#/components/responses/404'
components:
  parameters:
    date:
      name: date
      in: path
      required: true
      description: trading day in the format YYYYMMDD
      schema:
        $ref: '#/components/schemas/date'
    exchange:
      name: exchange
      in: path
      description: exhange identifier code
      required: true
      schema:
        $ref: '#/components/schemas/exchange'
    asset:
      name: asset
      in: path
      description: unique asset identifier
      required: true
      schema:
        $ref: '#/components/schemas/asset'
  schemas:
    securityIDs:
      type: object
      properties:
        SecurityIDs:
          description: array of security IDs
          type: array
          items:
            $ref: '#/components/schemas/securityID'
          example:
          - 206299
          - 95414
          - 3445
    exchange:
      description: exchange mic
      type: string
      minLength: 4
      maxLength: 4
      example: XCME
    assets:
      type: object
      properties:
        Assets:
          description: array of assets
          type: array
          items:
            $ref: '#/components/schemas/asset'
          example:
          - ES
          - GE
          - ZN
    securityID:
      description: Security ID
      type: integer
      format: int32
      example: 206299
    asset:
      description: asset code also known as product code
      type: string
      maxLength: 6
      example: ES
    InternalError:
      properties:
        success:
          type: string
          example: false
        message:
          type: string
          example: Error message
      required:
      - success
      - message
    dates:
      type: object
      properties:
        Dates:
          description: array of dates
          type: array
          items:
            $ref: '#/components/schemas/date'
          example:
          - 20230111
          - 20230112
          - 20230113
    exchanges:
      type: object
      properties:
        Exchanges:
          description: array of exchange mics
          type: array
          items:
            $ref: '#/components/schemas/exchange'
          example:
          - XCBT
          - XCEC
          - XCME
          - XFXS
          - XNYM
    date:
      description: date representation
      type: integer
      format: int32
      minLength: 8
      maxLength: 8
      example: 20230111
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer