A7 Analytics Platform - CME Reference Data API (SD)

openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API CME Reference data API 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: CME Reference data API
paths:
  /sd/:
    get:
      tags:
      - CME Reference data API
      summary: Retrieve list of exchanges
      description: The request delivers all available exchanges.
      operationId: getExchanges
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Exchanges'
            application/gzip:
              schema:
                $ref: '#/components/schemas/Exchanges'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
  /sd/{exchange}/:
    get:
      tags:
      - CME Reference data API
      summary: Retrieve list of trading days
      description: The request delivers all available trading days for the selected exchange.
      operationId: getAvailableDates
      parameters:
      - $ref: '#/components/parameters/exchange'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Dates'
            application/gzip:
              schema:
                $ref: '#/components/schemas/Dates'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
  /sd/{exchange}/{date}/:
    get:
      tags:
      - CME Reference data API
      summary: Retrieve list of assets
      description: The request delivers a list of all 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:
                $ref: '#/components/schemas/Assets'
            application/gzip:
              schema:
                $ref: '#/components/schemas/Assets'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
  /sd/{exchange}/{date}/{asset}/:
    get:
      tags:
      - CME Reference data API
      summary: Retrieve list of securities
      description: The request delivers a list of all securities for the selected exchange, trading day and asset.
      operationId: getSecurities
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/asset'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/SecurityIDs'
            application/gzip:
              schema:
                $ref: '#/components/schemas/SecurityIDs'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '422':
          $ref: '#/components/responses/422'
  /sd/{exchange}/{date}/{asset}:
    get:
      tags:
      - CME Reference data API
      summary: Retrieve details for all securities
      description: The request delivers all security details for the selected exchange, trading day and asset.
      operationId: getAllSecurities
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/asset'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/SecurityDetails'
            application/gzip:
              schema:
                $ref: '#/components/schemas/SecurityDetails'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '422':
          $ref: '#/components/responses/422'
  /sd/{exchange}/{date}/{asset}/{securityId}:
    get:
      tags:
      - CME Reference data API
      summary: Retrieve security details
      description: The request delivers details for the selected security.
      operationId: getSecurityDetails
      parameters:
      - $ref: '#/components/parameters/exchange'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/asset'
      - $ref: '#/components/parameters/securityId'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/SecurityDetails'
            application/gzip:
              schema:
                $ref: '#/components/schemas/SecurityDetails'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '422':
          $ref: '#/components/responses/422'
components:
  schemas:
    SecurityIDs:
      type: array
      items:
        type: string
      example:
      - '10014'
      - '10077'
      - '10096'
    Dates:
      type: array
      items:
        type: integer
        format: int32
      example:
      - 20200102
      - 20200103
      - 20200106
    Exchanges:
      type: array
      items:
        type: string
      example:
      - XCME
      - XFXS
    Assets:
      type: array
      items:
        type: string
      example:
      - GE
      - SR1
      - SR2
    SecurityDetails:
      type: array
      items:
        type: object
      example:
      - NoRelatedInstruments: '0'
        UnderlyingSecurityIDSource: '8'
        UnderlyingSecurityID: '254273'
        NoLotTypeRules: '0'
        NoInstrAttrib: '1'
        InstrAttribValue: '00000000000001000010000100000111'
        EventTime: '20210910210000000000'
        EventType: '7'
        UserDefinedInstrument: N
        LowLimitPrice: '0.250000000'
        TradingReferenceDate: '20200819'
        NoUnderlyings: '1'
        MarketDepth: '3'
        SettlPriceType: '00000011'
        LastUpdateTime: '20200816160152000004'
        UnderlyingProduct: '14'
        SecurityGroup: J4
        SecurityExchange: XCME
        MarketSegmentID: '50'
        SecurityID: '6247'
        TradingReferencePrice: '313.500000000'
        SecurityIDSource: '8'
        MatchAlgorithm: Q
        UnderlyingSymbol: SR3U5
        SecurityUpdateAction: A
        MDFeedType: GBX
        NoEvents: '2'
        UnitOfMeasureQty: '2500.000000000'
        ChannelID": '313'
        MatchEventIndicator: '00000000'
        SecurityDefinition: d
        SecurityType: OOF
        MinPriceIncrement: '0.500000000'
        MaxTradeVol: '99999'
        MinPriceIncrementAmount: '12.500000000'
        Symbol: S4U1 P0300
        PutOrCall: '0'
        MinCabPrice: '0.250000000'
        MaturityMonthYear: '202109'
        Asset: S4
        DisplayFactor: '1.000000000'
        StrikeCurrency: USD
        NoMDFeedTypes: '1'
        Currency: USD
        InstrAttribType: '24'
        StrikePrice: '10300.000000000'
        CFICode: OPAFPS
        UnitOfMeasure: IPNT
        HighLimitPrice: '9999900.000000000'
        MinTradeVol: '1'
  parameters:
    asset:
      name: asset
      in: path
      description: Unique product identifier or product pool identifier
      example: GE
      required: true
      schema:
        type: string
    securityId:
      name: securityId
      in: path
      description: Unique security identifier
      example: '27299'
      required: true
      schema:
        type: integer
        format: int64
    exchange:
      name: exchange
      in: path
      description: Exchange identifier code.
      example: XCME
      required: true
      schema:
        type: string
    date:
      name: date
      in: path
      description: Trading day in the format  YYYYMMDD
      example: 20200106
      required: true
      schema:
        type: integer
        pattern: ^\d{8}$
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer