A7 Analytics Platform - CME Market Data API (MDP)

openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API Exchanges, assets, securities API
  description: 'A7 Analytics Platform for the main T7 trading venues of Deutsche Börse Group and for the MDP feed of CME Group. The platform enables clients to perform pre/at/post trade analysis and to interact with market data and analytics.It provides clients access to the most granular un-normalized/genuine historical order book data (EOBI, MDP) as well as constructed order books, off-the-shelf analytics and allows them to build their own custom analytics utilizing algo functionality, which is a flexible high-performance framework based on historical order book data.<br/><br/> The A7 data can be accessed either via the <a href="https://a7.deutsche-boerse.com/">user interface</a> or via RESTful API.</br></br>

    The algo management API provides access to the A7 algos and their results. With the API it is possible to create, update, delete and run algos and to access the results of the algo runs. All available endpoints are described in detail below.<br/><br/>

    <b>Security measures:</b></br> In order to prevent unauthorized access to the API an authentication token must be used. A7 utilises the bearer authentication scheme for this purpose. The authentication token must be added to the header of each request message. Depending on the implementation it might be necessary to add the keyword "Bearer" to the token string as a prefix followed by a space.</br></br> A token can be generated at the <a href="https://a7.deutsche-boerse.com/">A7 user interface</a>. After login the user has to click on the user icon in the upper right corner, click on <b>API token generation</b> and finally click on <b>Request API key</b>. The generated token will be displayed directly in the user interface.<br/><br/>

    '
  contact:
    name: Deutsche Börse Data & Analytics
    url: https://www.mds.deutsche-boerse.com
    email: analytics@deutsche-boerse.com
  version: 1.0.2
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:
    asset:
      name: asset
      in: path
      description: unique asset identifier
      required: true
      schema:
        $ref: '#/components/schemas/asset'
    exchange:
      name: exchange
      in: path
      description: exhange identifier code
      required: true
      schema:
        $ref: '#/components/schemas/exchange'
    date:
      name: date
      in: path
      required: true
      description: trading day in the format YYYYMMDD
      schema:
        $ref: '#/components/schemas/date'
  schemas:
    assets:
      type: object
      properties:
        Assets:
          description: array of assets
          type: array
          items:
            $ref: '#/components/schemas/asset'
          example:
          - ES
          - GE
          - ZN
    exchange:
      description: exchange mic
      type: string
      minLength: 4
      maxLength: 4
      example: XCME
    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
    securityIDs:
      type: object
      properties:
        SecurityIDs:
          description: array of security IDs
          type: array
          items:
            $ref: '#/components/schemas/securityID'
          example:
          - 206299
          - 95414
          - 3445
    securityID:
      description: Security ID
      type: integer
      format: int32
      example: 206299
    InternalError:
      properties:
        success:
          type: string
          example: false
        message:
          type: string
          example: Error message
      required:
      - success
      - message
    asset:
      description: asset code also known as product code
      type: string
      maxLength: 6
      example: ES
    date:
      description: date representation
      type: integer
      format: int32
      minLength: 8
      maxLength: 8
      example: 20230111
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer