A7 Analytics Platform - Precalc API
Management of precalculated analytics runs on the A7 Analytics Platform.
OpenAPI Specification
openapi: 3.0.0
info:
title: A7 Analytics Platform - Algo management Algo management API Precalc 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: Precalc API
paths:
/precalc:
get:
tags:
- Precalc API
summary: Retrieve list of precalc owners
description: The request delivers a list of owners the user has permission to access.
operationId: getOwners
responses:
'200':
description: successful operation
content:
application/json:
schema:
$ref: '#/components/schemas/Owners'
application/gzip:
schema:
$ref: '#/components/schemas/Owners'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}:
get:
tags:
- Precalc API
summary: Retrieve list of precalc jobs
description: The request delivers all available precalcs jobs for the given owner.
operationId: getPrecalcJobs
parameters:
- $ref: '#/components/parameters/owner'
responses:
'200':
description: successful operation
content:
application/json:
schema:
oneOf:
- $ref: '#/components/schemas/Jobs'
- $ref: '#/components/schemas/InternalError'
application/gzip:
schema:
oneOf:
- $ref: '#/components/schemas/Jobs'
- $ref: '#/components/schemas/InternalError'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}:
get:
tags:
- Precalc API
summary: Retrieve precalc job definition
description: The request delivers the definition for the given precalc job of the given owner.
operationId: getPrecalcDef
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
responses:
'200':
description: successful operation
content:
application/json:
schema:
oneOf:
- $ref: '#/components/schemas/JobDefinition'
- $ref: '#/components/schemas/InternalError'
application/gzip:
schema:
oneOf:
- $ref: '#/components/schemas/JobDefinition'
- $ref: '#/components/schemas/InternalError'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
put:
tags:
- Precalc API
summary: Create precalc job
description: 'The request creates a new precalc job with the specified parameters.<br/> Please be aware that updating existing precalc jobs is not possible. To update a job please delete the existing one first and then create it again.
'
operationId: addPrecalcData
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
requestBody:
$ref: '#/components/requestBodies/putJobBody'
responses:
'200':
description: successful operation
content:
application/json:
schema:
oneOf:
- $ref: '#/components/schemas/SuccessMessage'
- $ref: '#/components/schemas/InternalError'
application/gzip:
schema:
oneOf:
- $ref: '#/components/schemas/SuccessMessage'
- $ref: '#/components/schemas/InternalError'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
delete:
tags:
- Precalc API
summary: Delete precalc job
description: 'The request deletes the specified precalc job.<br/> Please be aware that associated datasets are not delete automatically. The dataset API can be used to delete these datasets as well.
'
operationId: delPrecalcData
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
responses:
'200':
description: successful operation
content:
application/json:
schema:
$ref: '#/components/schemas/SuccessMessage'
application/gzip:
schema:
$ref: '#/components/schemas/SuccessMessage'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}/activate:
patch:
tags:
- Precalc API
summary: Activate precalc job
description: The request activates the specified precalc job
operationId: activatePrecalc
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
responses:
'200':
description: successful operation
content:
application/json:
schema:
$ref: '#/components/schemas/SuccessMessage'
application/gzip:
schema:
$ref: '#/components/schemas/SuccessMessage'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}/deactivate:
patch:
tags:
- Precalc API
summary: Deactivate precalc job
description: The request deactivates the specified precalc job
operationId: deactivatePrecalc
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
responses:
'200':
description: successful operation
content:
application/json:
schema:
$ref: '#/components/schemas/SuccessMessage'
application/gzip:
schema:
$ref: '#/components/schemas/SuccessMessage'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}/:
get:
tags:
- Precalc API
summary: Retrieve dates for precalc job
description: The request delivers the available dates where tasks are available for the selected owner and precalc job
operationId: getPrecalcData
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
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
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}/{date}:
get:
tags:
- Precalc API
summary: Retrieve tasks for precalc job
description: The request delivers the available tasks for the selected owner, precalc job and date
operationId: getTasks
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
- $ref: '#/components/parameters/date'
responses:
'200':
description: successful operation
content:
application/json:
schema:
oneOf:
- $ref: '#/components/schemas/Tasks'
- $ref: '#/components/schemas/InternalError'
application/gzip:
schema:
oneOf:
- $ref: '#/components/schemas/Tasks'
- $ref: '#/components/schemas/InternalError'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}/{date}/{task}:
get:
tags:
- Precalc API
summary: Retrieve result-sets for task
description: The request delivers the available result-sets for the selected owner, precalc job, date and task
operationId: getResultSets
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/task'
responses:
'200':
description: successful operation
content:
application/json:
schema:
oneOf:
- $ref: '#/components/schemas/Results'
- $ref: '#/components/schemas/InternalError'
application/gzip:
schema:
oneOf:
- $ref: '#/components/schemas/Results'
- $ref: '#/components/schemas/InternalError'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
/precalc/{owner}/{precalc}/{date}/{task}/{result}:
get:
tags:
- Precalc API
summary: Retrieve data for result table
description: The request delivers the generated data for the selected owner, precalc job, date, task and result-set
operationId: getData
parameters:
- $ref: '#/components/parameters/owner'
- $ref: '#/components/parameters/precalc'
- $ref: '#/components/parameters/date'
- $ref: '#/components/parameters/task'
- $ref: '#/components/parameters/result'
- $ref: '#/components/parameters/mode'
responses:
'200':
description: successful operation
content:
application/json:
schema:
oneOf:
- $ref: '#/components/schemas/DataJson'
- $ref: '#/components/schemas/DataRaw'
- $ref: '#/components/schemas/InternalError'
application/gzip:
schema:
oneOf:
- $ref: '#/components/schemas/DataJson'
- $ref: '#/components/schemas/DataRaw'
- $ref: '#/components/schemas/InternalError'
format: binary
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'404':
$ref: '#/components/responses/404'
components:
parameters:
task:
name: task
in: path
description: Task number
example: 1
required: true
schema:
type: integer
precalc:
name: precalc
in: path
description: Name of the precalc job
example: EUR_TRADES
required: true
schema:
type: string
owner:
name: owner
in: path
description: User identifier code
example: Owner1
required: true
schema:
type: string
date:
name: date
in: path
description: Date in format YYYYMMDD
example: 20200102
required: true
schema:
type: integer
result:
name: result
in: path
description: Name of the result table
example: EurexTrades
required: true
schema:
type: string
mode:
name: mode
in: query
description: "Defines the output format for the result data.<br/> Mode options:\n * `json` (default) - Returns the result data in json format\n * `raw` - Returns the data as comma seperated list\n"
schema:
type: string
enum:
- json
- raw
schemas:
InternalError:
properties:
success:
type: boolean
message:
type: string
required:
- success
- message
example:
success: false
message: Specific error message
JobDefinition:
properties:
success:
type: string
name:
type: string
config:
type: array
items:
type: object
properties:
user:
type: string
name:
type: string
desc:
type: string
dateFrom:
type: integer
DateTo:
type: integer
data:
type: array
items:
type: string
grouping:
type: array
items:
type: string
algos:
type: array
items:
type: object
properties:
algo:
type: string
owner:
type: string
parameters:
type: array
items:
type: object
properties:
name:
type: string
value:
type: string
schemas:
type: array
items:
type: object
properties:
table_name:
type: string
partitioning_columns:
type: array
items:
type: string
columns:
type: array
items:
type: object
properties:
name:
type: string
type:
type: string
nullable:
type: boolean
assignments:
type: array
items:
type: object
properties:
resultset:
type: string
tables:
type: array
items:
type: string
state:
type: object
example:
success: true
name: traded_volume
config:
user: precalc
name: traded_volume
desc: Traded volume for XEUR, 515, 1168, 20201208
dateFrom: 20201208
dateTo: 20201208
data:
- market: XEUR
marketSegment: '515'
- market: XEUR
marketSegment: '1168'
grouping: None
algos:
- algo: traded_volume
owner: dbag
parameters:
- name: TimeBin
value: '2'
schemas:
- table_name: message
partitioning_columns:
- day
- market
- marketSegmentID
columns:
- name: day
type: INT
nullable: false
- name: market
type: STRING
nullable: false
- name: marketSegmentID
type: INT
nullable: false
- name: text
type: String
nullable: false
- table_name: ct
partitioning_columns:
- day
- market
- marketSegmentID
columns:
- name: day
type: INT
nullable: false
- name: market
type: STRING
nullable: false
- name: marketSegmentID
type: INT
nullable: false
- name: time
type: Timestamp
nullable: false
- name: volume
type: Int64
nullable: false
- table_name: a
partitioning_columns:
- day
- market
- marketSegmentID
columns:
- name: day
type: INT
nullable: false
- name: market
type: STRING
nullable: false
- name: marketSegmentID
type: INT
nullable: false
- name: time
type: Timestamp
nullable: false
- name: volume
type: Int64
nullable: false
- table_name: total
partitioning_columns:
- day
- market
- marketSegmentID
columns:
- name: day
type: INT
nullable: false
- name: market
type: STRING
nullable: false
- name: marketSegmentID
type: INT
nullable: false
- name: volume
type: Int64
nullable: false
assignments:
- resultset: message
tables:
- message
- resultset: ct
tables:
- ct
- resultset: a
tables:
- a
- resultset: total
tables:
- total
state: {}
Dates:
properties:
Dates:
type: array
items:
type: integer
example:
Dates:
- 20200104
- 20200103
- 20200102
Jobs:
properties:
Jobs:
type: array
items:
type: string
example:
Jobs:
- EUR_TRADES
- EUR_TRADES_GBX
- ETR_BIDS
- ETR_ASKS
NewPrecalc:
properties:
name:
type: string
user:
type: string
dateFrom:
type: integer
dateTo:
type: integer
grouping:
type: string
data:
type: array
items:
type: string
algos:
type: array
items:
type: object
properties:
algo:
type: string
assignments:
type: array
items:
type: object
properties:
resultset:
type: string
tables:
type: array
items:
type: string
owner:
type: string
parameters:
type: array
items:
type: object
schemas:
type: array
items:
type: object
properties:
columns:
type: array
items:
type: object
properties:
name:
type: string
nullable:
type: boolean
type:
type: string
partitioning:
type: array
items:
type: string
table_name:
type: string
example:
name: XEUR_TOP-LEVEL
user: user01
dateFrom: 20210127
dateTo: 20210127
grouping: None
data:
- market: XEUR
marketSegment: '589'
algos:
- algo: top_level
assignments:
- resultset: bid
tables:
- bid
- resultset: ask
tables:
- ask
- resultset: count
tables:
- count
owner: dbag
parameters: []
schemas:
- columns:
- name: day
nullable: false
type: INT
- name: market
nullable: false
type: STRING
- name: marketsegmentid
nullable: false
type: INT
- name: ts
nullable: false
type: Timestamp
- name: price
nullable: false
type: Int64
partitioning_columns:
- day
- market
- marketsegmentid
table_name: bid
- columns:
- name: day
nullable: false
type: INT
- name: market
nullable: false
type: STRING
- name: marketsegmentid
nullable: false
type: INT
- name: ts
nullable: false
type: Timestamp
- name: price
nullable: false
type: Int64
partitioning_columns:
- day
- market
- marketsegmentid
table_name: ask
- columns:
- name: day
nullable: false
type: INT
- name: market
nullable: false
type: STRING
- name: marketsegmentid
nullable: false
type: INT
- name: bid
nullable: false
type: Int64
- name: ask
nullable: false
type: Int64
partitioning_columns:
- day
- market
- marketsegmentid
table_name: count
DataRaw:
type: string
DataJson:
properties:
Meta:
type: object
properties:
table_name:
type: string
partitioning_columns:
type: array
items:
type: string
columns:
type: array
items:
type: object
properties:
name:
type: string
type:
type: string
nullable:
type: boolean
Data:
type: array
items:
type: object
example:
meta:
table_name: price
partitioning_columns:
- day
- market
- marketsegmentid
columns:
- name: day
type: INT
nullable: false
- name: market
type: STRING
nullable: false
- name: marketsegmentid
type: INT
nullable: false
- name: open
type: DOUBLE
nullable: false
- name: high
type: DOUBLE
nullable: false
- name: low
type: DOUBLE
nullable: false
- name: close
type: DOUBLE
nullable: false
data:
- - 20201203
- XEUR
- 821
- 20.75
- 21.15
- 20.325
- 20.85
- - 20201203
- XEUR
- 821
- 20.75
- 21.725
- 20.325
- 21.6
- - 20201203
- XEUR
- 821
- 20.75
- 22.35
- 20.325
- 22.275
Results:
properties:
Results:
type: array
items:
type: string
example:
Jobs:
- EurexTrades
- EurexBids
- EurexAsks
Owners:
properties:
Owners:
type: array
items:
type: string
example:
Owners:
- DBAG
- Owner1
- Owner2
Tasks:
properties:
Tasks:
type: array
items:
type: integer
example:
Tasks:
- 1
- 2
- 3
- 4
SuccessMessage:
properties:
success:
type: boolean
message:
type: string
required:
- success
- name
- message
example:
success: true
message: Success message
requestBodies:
putJobBody:
description: Precalc job definition
required: true
content:
application/json:
schema:
$ref: '#/components/schemas/NewPrecalc'
securitySchemes:
bearerAuth:
type: http
scheme: bearer