A7 Analytics Platform - Market Data API (EOBI)

openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API Market data API (EOBI) 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: Market data API (EOBI)
paths:
  /eobi:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of markets
      description: The request delivers all available markets as a list of MarketIDs.
      operationId: getMarketIds
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MarketIDs'
                - $ref: '#/components/schemas/InternalError'
              example:
                MarketIDs:
                - XETR
                - XEUR
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MarketIDs'
                - $ref: '#/components/schemas/InternalError'
                format: binary
              example:
                MarketIDs:
                - XETR
                - XEUR
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of trading days
      description: The request delivers all available trading days for the selected market as a list of dates (YYYYMMDD).
      operationId: getAvailableDates
      parameters:
      - $ref: '#/components/parameters/marketId'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/Dates'
                - $ref: '#/components/schemas/InternalError'
              example:
                Dates:
                - 20200629
                - 20200630
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/Dates'
                - $ref: '#/components/schemas/InternalError'
                format: binary
              example:
                Dates:
                - 20200629
                - 20200630
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}/{date}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of products
      description: The request delivers a list of all available products for the selected market and trading day as a list of MarketSegmentIDs.
      operationId: getMarketSegmentIds
      parameters:
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/date'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MarketSegmentIDs'
                - $ref: '#/components/schemas/InternalError'
              example:
                MarketSegmentIDs:
                - 3
                - 5
                - 21
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MarketSegmentIDs'
                - $ref: '#/components/schemas/InternalError'
                format: binary
              example:
                MarketSegmentIDs:
                - 3
                - 5
                - 21
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}/{date}/{marketSegmentId}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of instruments
      description: The request delivers a list of all instruments for the selected market, trading day and MarketSegmentID as a list of SecurityIDs.
      operationId: getSecurityIds
      parameters:
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/marketSegmentId'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/SecurityIDs'
                - $ref: '#/components/schemas/InternalError'
              example:
                SecurityIDs:
                - 2346321
                - 3426522
                - 3242343
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/SecurityIDs'
                - $ref: '#/components/schemas/InternalError'
                format: binary
              example:
                SecurityIDs:
                - 2346321
                - 3426522
                - 3242343
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}/{date}/{marketSegmentId}/{securityId}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of transaction times
      description: 'The request delivers a list of the available transaction times for the selected market, trading day, MarketSegmentID and SecurityID as a list of TransactTimes.

        '
      operationId: getTransactTimes
      parameters:
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/marketSegmentId'
      - $ref: '#/components/parameters/securityId'
      - $ref: '#/components/parameters/mode'
      - $ref: '#/components/parameters/limit'
      - $ref: '#/components/parameters/from'
      - $ref: '#/components/parameters/to'
      - $ref: '#/components/parameters/applSeqNumFilter'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/TransactTimes'
                - $ref: '#/components/schemas/InternalError'
              example:
                TransactTimes:
                - '1589175000156121100'
                - '1589180100007332308'
                - '1589180400061095876'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/TransactTimes'
                - $ref: '#/components/schemas/InternalError'
                format: binary
              example:
                TransactTimes:
                - '1589175000156121100'
                - '1589180100007332308'
                - '1589180400061095876'
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}/{date}/{marketSegmentId}/{securityId}/{transactTime}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of application sequence numbers or list of packets
      description: '"The request delivers a list of the available application sequence numbers for the selected market, trading day, MarketSegmentID, SecurityID and TransactTime as a list of ApplSeqNums."<br/> If mode is set to ''detailed'', the request returns a list of packets including their respective messages and available details. For a detailed description of the different message types please refer to the T7 EOBI documentation.

        '
      operationId: getApplSeqNums
      parameters:
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/marketSegmentId'
      - $ref: '#/components/parameters/securityId'
      - $ref: '#/components/parameters/transactTime'
      - $ref: '#/components/parameters/mode'
      - $ref: '#/components/parameters/msgSeqNumFilter'
      - $ref: '#/components/parameters/templateIdFilter'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/ApplSeqNums'
                - $ref: '#/components/schemas/Packets'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/ApplSeqNums'
                - $ref: '#/components/schemas/Packets'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}/{date}/{marketSegmentId}/{securityId}/{transactTime}/{applSeqNum}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve list of message sequence numbers or a list of messages
      description: 'The request delivers a list of the available message sequence numbers for the selected market, trading day, MarketSegmentID, SecurityID, TransactTime and ApplSeqNum as a list of MsgSeqNums.<br/> If mode is set to ''detailed'', the request returns a list of messages and available details. For a detailed description of the different message types please refer to the T7 EOBI documentation.

        '
      operationId: getMsgSeqNums
      parameters:
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/marketSegmentId'
      - $ref: '#/components/parameters/securityId'
      - $ref: '#/components/parameters/transactTime'
      - $ref: '#/components/parameters/applSeqNum'
      - $ref: '#/components/parameters/mode'
      - $ref: '#/components/parameters/templateIdFilter'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MsgSeqNums'
                - $ref: '#/components/schemas/Messages'
                - $ref: '#/components/schemas/InternalError'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MsgSeqNums'
                - $ref: '#/components/schemas/Messages'
                - $ref: '#/components/schemas/InternalError'
                format: binary
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
  /eobi/{marketId}/{date}/{marketSegmentId}/{securityId}/{transactTime}/{applSeqNum}/{msgSeqNum}:
    get:
      tags:
      - Market data API (EOBI)
      summary: Retrieve message details
      description: The request delivers the details of the message identified by the selected MarketID, trading day, MarketSegmentID, SecurityID,TransactTime, ApplSeqNum and MsgSeqNum combination. The message details consist of all fields specified in the T7 EOBI documentation for the respective message type. For a detailed description of the different message types please refer to the T7 EOBI documentation.
      operationId: getMessageDetails
      parameters:
      - $ref: '#/components/parameters/marketId'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/marketSegmentId'
      - $ref: '#/components/parameters/securityId'
      - $ref: '#/components/parameters/transactTime'
      - $ref: '#/components/parameters/applSeqNum'
      - $ref: '#/components/parameters/msgSeqNum'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MessageDetails'
                - $ref: '#/components/schemas/InternalError'
              example:
                MessageHeader:
                  BodyLen: 32
                  TemplateID: 13301
                  MsgSeqNum: 27
                ApplSeqNum: 6745122
                SecurityID: 4233128
                SecurityStatus: 1
                SecurityTradingStatus: 204
                MarketCondition: 0
                FastMarketIndicator: 0
                SecurityTradingEvent: null
                SoldOutIndicator: null
                TransactTime: '1589180100007258166'
            application/gzip:
              schema:
                oneOf:
                - $ref: '#/components/schemas/MessageDetails'
                - $ref: '#/components/schemas/InternalError'
              example:
                MessageHeader:
                  BodyLen: 32
                  TemplateID: 13301
                  MsgSeqNum: 27
                ApplSeqNum: 6745122
                SecurityID: 4233128
                SecurityStatus: 1
                SecurityTradingStatus: 204
                MarketCondition: 0
                FastMarketIndicator: 0
                SecurityTradingEvent: null
                SoldOutIndicator: null
                TransactTime: '1589180100007258166'
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
components:
  schemas:
    MessageDetails:
      properties:
        MessageDetails:
          type: object
          example:
            MessageHeader:
              BodyLen: 32
              TemplateID: 13301
              MsgSeqNum: 27
            ApplSeqNum: 6745122
            SecurityID: 4233128
            SecurityStatus: 1
            SecurityTradingStatus: 204
            MarketCondition: 0
            FastMarketIndicator: 0
            SecurityTradingEvent: null
            SoldOutIndicator: null
            TransactTime: '1589180100007258166'
          description: "Please see the T7 EOBI documentation for a detailed description of the supported message types.<br/> The following message types are supported by the API:\n  *  MarketDataOrder (U21)\n  *  MarketDataTrade (U22)\n  *  MarketDataInstrument (U23)\n  *  TradingSessionStatus (h)\n  *  SecurityMassStatus (CO)\n  *  SecurityStatus (f)\n  *  SecurityDefinitionUpdateReport (BP)  \n"
    Packets:
      properties:
        Packets:
          type: array
          items:
            type: object
          example:
          - MessageHeader:
              BodyLen: 32
              TemplateID: 13301
              MsgSeqNum: 27
            ApplSeqNum: 6745122
            SecurityID: 4233128
            SecurityStatus: 1
            SecurityTradingStatus: 204
            MarketCondition: 0
            FastMarketIndicator: 0
            SecurityTradingEvent: null
            SoldOutIndicator: null
            TransactTime: '1589180100007258166'
    MsgSeqNums:
      properties:
        MsgSeqNums:
          type: array
          items:
            type: integer
          example:
          - 4294967295
          - 3224966211
    InternalError:
      properties:
        success:
          type: string
          example: 'false'
        message:
          type: string
          example: Error message
      required:
      - success
      - message
    SecurityIDs:
      properties:
        SecurityIDs:
          type: array
          items:
            type: integer
          example:
          - '2786758'
          - '3593999'
          - '4005044'
    ApplSeqNums:
      properties:
        ApplSeqNums:
          type: array
          items:
            type: integer
          example:
          - 6745122
          - 5468432
    Messages:
      properties:
        Messages:
          type: array
          items:
            type: object
          example:
          - MessageHeader:
              BodyLen: 32
              TemplateID: 13301
              MsgSeqNum: 27
            ApplSeqNum: 6745122
            SecurityID: 4233128
            SecurityStatus: 1
            SecurityTradingStatus: 204
            MarketCondition: 0
            FastMarketIndicator: 0
            SecurityTradingEvent: null
            SoldOutIndicator: null
            TransactTime: '1589180100007258166'
    Dates:
      properties:
        Dates:
          type: array
          items:
            type: integer
          example:
          - 20200102
          - 20200103
          - 20200106
    MarketSegmentIDs:
      properties:
        MarketSegmentIDs:
          type: array
          items:
            type: integer
          example:
          - 589
          - 675
          - 1210
    TransactTimes:
      properties:
        TransactTimes:
          type: array
          items:
            type: string
            format: UTCTimestamp
          example:
          - '1589175000156121100'
          - '1589180100007332308'
          - '1589180400061095876'
          - '1589211910025122757'
    MarketIDs:
      properties:
        MarketIDs:
          type: array
          items:
            type: string
          example:
          - XETR
          - XEUR
  parameters:
    date:
      name: date
      in: path
      description: Trading day in the format  YYYYMMDD
      example: 20200106
      required: true
      schema:
        type: integer
    applSeqNumFilter:
      name: ApplSeqNum
      in: query
      description: 'Filter by application sequence number.<br/> (Multiple values must be separated by comma)

        '
      example: 6745122
      required: false
      schema:
        type: integer
    marketSegmentId:
      name: marketSegmentId
      in: path
      description: Unique product identifier or product pool identifier on T7
      example: 1210
      required: true
      schema:
        type: integer
    mode:
      in: query
      name: mode
      description: "Define the output format for the response.<br/> Mode options:\n  * `reference` (default) - Shows a list of the referencing IDs\n  * `detailed` - Shows a list of messages including their details\n"
      required: false
      schema:
        type: string
        enum:
        - reference
        - detailed
    msgSeqNum:
      name: msgSeqNum
      in: path
      description: Message sequence number.
      example: '4294967295'
      required: true
      schema:
        type: integer
    limit:
      name: limit
      in: query
      description: Max number of elements in the response.
      required: false
      schema:
        type: integer
        example: 100
        default: No restriction
    transactTime:
      name: transactTime
      in: path
      description: Transaction time as nanoseconds since 1970
      example: '1589175000156121100'
      required: true
      schema:
        type: string
        format: UTCTimestamp
    applSeqNum:
      name: applSeqNum
      in: path
      description: Application sequence number
      example: '6745122'
      required: true
      schema:
        type: integer
    to:
      name: to
      in: query
      description: 'Ending time for the time interval filter.<br/> Format: Nanoseconds since 1970 (EOBI TransactTime)

        '
      example: '1589175000156121100'
      required: false
      schema:
        type: string
    msgSeqNumFilter:
      name: MsgSeqNum
      in: query
      description: 'Filter by message sequence number.<br/> (Multiple values must be separated by comma)

        '
      example: 4294967295
      required: false
      schema:
        type: integer
    templateIdFilter:
      name: TemplateId
      in: query
      description: 'Filter by template identifier.<br/> (Multiple values must be separated by comma)

        '
      example: 13101
      required: false
      schema:
        type: integer
    marketId:
      name: marketId
      in: path
      description: Market identifier code as specified in ISO 10383.
      example: XEUR
      required: true
      schema:
        type: string
    from:
      name: from
      in: query
      description: 'Starting time for the time interval filter.<br/> Format: Nanoseconds since 1970 (EOBI TransactTime)

        '
      example: '1589175000156121100'
      required: false
      schema:
        type: string
    securityId:
      name: securityId
      in: path
      description: Unique security identifier on T7
      example: 27299
      required: true
      schema:
        type: integer
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer