A7 Analytics Platform - Market Data Insights API

Off-the-shelf market data insights and analytics derived from A7 granular historical order book data.

OpenAPI Specification

deutsche-boerse-latency-historgram-api-openapi.yml Raw ↑
openapi: 3.0.0
info:
  title: A7 Analytics Platform - Algo management Algo management API Latency Historgram 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: Latency Historgram
paths:
  /insights/latencies/{date}/{trigger}/{target}/{regime}/{target_action}:
    get:
      tags:
      - Latency Historgram
      summary: Retrieve result of given latencies query
      description: The request queries the latencies and returns the matching results.
      operationId: queryInsights
      parameters:
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/trigger'
      - $ref: '#/components/parameters/target'
      - $ref: '#/components/parameters/regime'
      - $ref: '#/components/parameters/target_action'
      - $ref: '#/components/parameters/format'
      responses:
        '200':
          description: successful operation
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/LatenciesInsightsResultsJson'
            text/csv:
              schema:
                $ref: '#/components/schemas/LatenciesInsightsResultsCsv'
            application/gzip:
              schema:
                $ref: '#/components/schemas/LatenciesInsightsResultsJson'
                format: binary
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '404':
          $ref: '#/components/responses/404'
        '500':
          $ref: '#/components/responses/500'
        '503':
          $ref: '#/components/responses/503'
components:
  parameters:
    target_action:
      name: target_action
      in: path
      description: Target action
      required: true
      schema:
        type: string
        enum:
        - TRADE
        - BOOK
        - ALL
        default: ALL
    target:
      name: target
      in: path
      description: Target product
      example: FDAX
      required: true
      schema:
        type: string
    trigger:
      name: trigger
      in: path
      description: Trigger product
      example: FDAX
      required: true
      schema:
        type: string
    format:
      name: format
      in: query
      description: Defines the format of the response.
      schema:
        type: string
        enum:
        - csv
        - json
        default: json
    regime:
      name: regime
      in: path
      description: Latency regime
      required: true
      schema:
        type: string
        enum:
        - FPGA
        - SOFTWARE
        default: FPGA
    date:
      name: date
      in: path
      description: Date (fact date) of the data to be retrieved (as YYYYMMDD)
      example: 20220121
      required: true
      schema:
        type: string
        pattern: ^20\d{2}[01]\d[0-3]\d$
  schemas:
    LatenciesInsightsResultsCsv:
      type: string
      example: 'Date,TriggerProduct,TargetProduct,LatencyRegime,TargetAction,Latency,Count

        20220201,FDAX,FDAX,FPGA,TRADE,2712.0,0

        20220201,FDAX,FDAX,FPGA,TRADE,2713.0,2

        20220201,FDAX,FDAX,FPGA,TRADE,2714.0,1

        20220201,FDAX,FDAX,FPGA,TRADE,2715.0,6

        '
    LatenciesInsightsResultsJson:
      properties:
        data:
          type: array
          items:
            type: object
      example:
      - Date: '20220201'
        TriggerProduct: FDAX
        TargetProduct: FDAX
        LatencyRegime: FPGA
        TargetAction: TRADE
        Latency: '2712.0'
        Count: '0'
      - Date: '20220201'
        TriggerProduct: FDAX
        TargetProduct: FDAX
        LatencyRegime: FPGA
        TargetAction: TRADE
        Latency: '2713.0'
        Count: '2'
      - Date: '20220201'
        TriggerProduct: FDAX
        TargetProduct: FDAX
        LatencyRegime: FPGA
        TargetAction: TRADE
        Latency: '2714.0'
        Count: '1'
      - Date: '20220201'
        TriggerProduct: FDAX
        TargetProduct: FDAX
        LatencyRegime: FPGA
        TargetAction: TRADE
        Latency: '2715.0'
        Count: '6'
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer