openapi: 3.0.0
info:
title: A7 Analytics Platform - Algo management Algo management API Option Prices and Greeks 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: Option Prices and Greeks
paths:
/aidataset/OPT/{symbol}:
get:
tags:
- Option Prices and Greeks
summary: gets live options prices
description: "live (delayed) prices for options on European stocks and indices including:<br/>\n * reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward<br/>\n * greeks : delta, vega<br/>\n\nCanari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a \"Canari price\" which is also available in this live tables.<br/> The delay ranges from 15 to 40 minutes depending on underlyings.\n"
operationId: getOPT
parameters:
- $ref: '#/components/parameters/symbol'
responses:
200:
description: successful operation
content:
text/csv:
schema:
$ref: '#/components/schemas/prices'
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
/aidataset/OPT/{symbol}/{maturity}:
get:
tags:
- Option Prices and Greeks
summary: gets live options prices for a given maturity
description: "live (delayed) prices for options on European stocks and indices including:<br/>\n * reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward<br/>\n * greeks : delta, vega<br/>\n\nCanari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a \"Canari price\" which is also available in this live tables.<br/> The delay ranges from 15 to 40 minutes depending on underlyings.\n"
operationId: getOPTmat
parameters:
- $ref: '#/components/parameters/symbol'
- $ref: '#/components/parameters/maturity'
responses:
200:
description: successful operation
content:
text/csv:
schema:
$ref: '#/components/schemas/prices'
application/gzip:
schema:
$ref: '#/components/schemas/prices'
format: binary
400:
$ref: '#/components/responses/400'
401:
$ref: '#/components/responses/401'
403:
$ref: '#/components/responses/403'
404:
$ref: '#/components/responses/404'
components:
parameters:
symbol:
name: symbol
in: path
description: unique trading symbol identifier
required: true
schema:
$ref: '#/components/schemas/symbol'
maturity:
name: maturity
in: path
description: option maturity
required: true
schema:
$ref: '#/components/schemas/maturity'
schemas:
maturity:
description: option maturity
type: string
pattern: ^[01][0-9]{3}$
example: '0625'
symbol:
description: trading symbol
type: string
enum:
- OESX
- ODAX
- OSMI
- OESB
- OVS2
- ITK
- ABBN
- ASM
- ADS
- AIR
- EAD
- ALV
- AXA
- BAS
- BBVD
- BMW
- BNP
- BAY
- DBK
- DB1
- DPW
- DTE
- EOA
- ENL5
- INN
- IBE
- IFX
- IES5
- PPX
- LOR
- MOH
- LIN
- DAI
- MUV2
- NESN
- NOVN
- PHI1
- REP
- ROG
- SAP
- SNW
- BSD2
- SND
- SIE
- SGE
- SREN
- TNE5
- TOTB
- UBSN
- CRI5
- SQU
- VO3
- ANN
- ZURN
example: DB1
prices:
description: array of prices for options and greeks
type: array
items:
type: object
properties:
Snapshot_time_(GMT):
type: string
format: date-time
Eurex_code:
type: string
Maturity:
type: string
Option type:
type: string
Exercise:
type: string
StrikePrice:
type: number
Calibrated price:
type: number
Canari Price:
type: number
Calibrated Implied Vol:
type: number
Delta:
type: number
Vega:
type: number
Forward:
type: number
MDE:
type: number
DIV:
type: number
CSA:
type: number
SMI:
type: number
Underlying_full_name:
type: string
example: 'Snapshot_time_(GMT),Eurex code,Maturity,Option type,Exercise,StrikePrice,Calibrated price,Canari Price,Calibrated Implied Vol,Delta,Vega,Forward,MDE,DIV,CSA,SMI,Underlying_full_name
2024-06-21 12:50:00,DB1,20240719,Call,American,178.0,14.6155,14.6411,22.4972,0.8894,0.1015,192.011,0.0,0.0,2.578,-0.0218,Deutsche Boerse
2024-06-21 12:50:00,DB1,20240719,Call,American,180.0,12.7722,12.8019,21.4055,0.8639,0.1175,192.011,0.0,0.0,2.578,-0.0218,Deutsche Boerse
2024-06-21 12:50:00,DB1,20240719,Call,American,182.0,10.9807,11.0151,20.392,0.8309,0.1358,192.011,0.0,0.0,2.578,-0.0218,Deutsche Boerse
2024-06-21 12:50:00,DB1,20240719,Call,American,184.0,9.259,9.2987,19.4604,0.7887,0.1558,192.011,0.0,0.0,2.578,-0.0218,Deutsche Boerse
2024-06-21 12:50:00,DB1,20240719,Call,American,186.0,7.6288,7.6738,18.6084,0.7357,0.1762,192.011,0.0,0.0,2.578,-0.0218,Deutsche Boerse
'
responses:
'404':
description: not found
'400':
description: bad request
content:
text/plain:
schema:
type: string
example: specific error message
'401':
description: authorization failed
content:
text/plain:
schema:
type: string
example: specific error message
'403':
description: access denied
content:
text/plain:
schema:
type: string
example: specific error message
securitySchemes:
bearerAuth:
type: http
scheme: bearer