Moment Orderbook API

openapi: 3.2.0
info:
  title: Quotes Order Book API
  description: 'Moment''s Quotes API is a modern platform for algorithmic fixed income trading.

    For complete documentation on the Quotes API and to obtain your keys, visit:

    Moment API Documentation.

    Once you have your keys, go to the environments tab to quickly get started.'
  version: 1.0.0
  contact:
    name: Moment Support
    email: support@withmoment.com
    url: https://withmoment.com/support
servers:
- url: https://live.moment-api.com
- url: https://paper.moment-api.com
tags:
- name: Orderbook
paths:
  /v1/trading/order-book/{instrument_id}/:
    get:
      tags:
      - Orderbook
      summary: Full Order Book
      description: 'The Full Order Book API returns the current full order book for a specified bond.


        If the specified bond exists in our universe, you will receive a

        response with all bids and asks in the order book. Moment

        will provide data on yields to maturity and yields to worst as

        available, however, Moment can not guarantee that these yields will be

        available for all bonds. If yields are not available, the response will

        contain null values for yield-related fields.


        If the specified bond does not exist in our universe or is inactive, you

        will receive a `not_found` error. If the bond is not tradeable, you will

        receive a `bad_request` error.'
      operationId: getFullOrderBook
      parameters:
      - $ref: '#/components/parameters/instrument_id'
      - name: risk_group_id
        in: query
        description: The risk group ID to use for this quote. A risk group is required for fees and yields to be accurately reflected in the return. If a risk group is not provided, your organization's default risk group will be used. If a risk group is not provided and your organization has no default risk group, the request will fail.
        schema:
          type: string
      - name: skip_fees
        in: query
        description: Do not include fees in the response.
        required: false
        schema:
          type: boolean
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/FullOrderBookResponse'
  /v1/trading/quote/{instrument_id}/:
    get:
      tags:
      - Orderbook
      summary: Quotes
      description: 'The Top of Order Book API returns the current best bid and offer for a specified bond.


        If the specified bond exists in our universe, you will receive a response with all available data regarding the best bid and best ask. For example, if there are only asks and no bids for a given bond, the response will contain data for the ask-related fields, while the bid-related fields will all be null. If there are neither bids nor asks, the response will contain null values for all ask and bid fields.

        Moment will provide data on yields to maturity and yields to worst as available, however, Moment can not guarantee that these yields will be available for all bonds. If yields are not available, the response will contain null values for yield-related fields.


        If the specified bond does not exist in our universe or is inactive, you will receive a `not_found` error. If the bond is not tradeable, you will receive a `bad_request` error.'
      operationId: getTopOfOrderBook
      parameters:
      - $ref: '#/components/parameters/instrument_id'
      - name: risk_group_id
        in: query
        description: The risk group ID to use for this quote. A risk group is required for fees and yields to be accurately reflected in the return. If a risk group is not provided, your organization's default risk group will be used. If a risk group is not provided and your organization has no default risk group, the request will fail.
        schema:
          type: string
      - name: trade_size
        in: query
        description: 'Trade size for the quote. Filters to best bid/ask where minimum trade size is less than or equal to the given numeric value. Optionally, set value to "lowest" for best bid/ask for the smallest trade size on either side.


          For example, assume bids {bid_price: 100, bid_min_size: 5000}, {bid_price: 99, bid_min_size: 2000}, and {bid_price: 98, bid_min_size: 1000} are available. Querying with trade_size=3000 returns the {bid_price: 99, bid_min_size: 2000} bid. Querying with trade_size="lowest" returns the {bid_price: 98, bid_min_size:1000} bid."'
        schema:
          type: string
      - name: skip_fees
        in: query
        description: Do not include fees in the response.
        required: false
        schema:
          type: boolean
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                type: object
                properties:
                  timestamp:
                    description: Timestamp in RFC-3339 format with nanosecond precision
                    type: string
                    format: date-time
                  bid_price:
                    description: Best bid price
                    type:
                    - number
                    - 'null'
                  bid_yield_to_maturity:
                    description: Best bid yield to maturity
                    type:
                    - number
                    - 'null'
                  bid_yield_to_worst:
                    description: Best bid yield to worst
                    type:
                    - number
                    - 'null'
                  bid_size:
                    description: Best bid size in par value
                    type:
                    - number
                    - 'null'
                  bid_min_size:
                    description: Best bid minimum trade size in par value
                    type:
                    - number
                    - 'null'
                  bid_min_balance_remaining:
                    description: The minimum amount in par that must remain on the bid after a partial fill. If an incoming order would reduce the remaining balance below this minimum, the entire remaining balance is filled instead.
                    type:
                    - number
                    - 'null'
                  bid_min_increment:
                    description: The minimum quantity increment for which orders can be placed on this bid. All orders executing on this bid must be in multiples of this value.
                    type:
                    - number
                    - 'null'
                  ask_price:
                    description: Best ask price
                    type:
                    - number
                    - 'null'
                  ask_yield_to_maturity:
                    description: Best ask yield to maturity
                    type:
                    - number
                    - 'null'
                  ask_yield_to_worst:
                    description: Best ask yield to worst
                    type:
                    - number
                    - 'null'
                  ask_size:
                    description: Best ask size in par value
                    type:
                    - number
                    - 'null'
                  ask_min_size:
                    description: Best ask minimum trade size in par value
                    type:
                    - number
                    - 'null'
                  ask_min_balance_remaining:
                    description: The minimum amount in par that must remain on the ask after a partial fill. If an incoming order would reduce the remaining balance below this minimum, the entire remaining balance is filled instead.
                    type:
                    - number
                    - 'null'
                  ask_min_increment:
                    description: The minimum quantity increment for which orders can be placed on this ask. All orders executing on this ask must be in multiples of this value.
                    type:
                    - number
                    - 'null'
components:
  schemas:
    FullOrderBookResponse:
      type: object
      properties:
        asks:
          type: array
          items:
            type: object
            properties:
              min_balance_remaining:
                description: The minimum amount in par that must remain on the quote after a partial fill. If an incoming order would reduce the remaining balance below this minimum, the entire remaining balance is filled instead.
                type:
                - number
                - 'null'
              min_increment:
                description: The minimum quantity increment for which orders can be placed on this quote. All orders executing on this quote must be in multiples of this value.
                type:
                - number
                - 'null'
              min_size:
                description: Ask minimum trade size in par value
                type: number
              price:
                description: Ask price
                type: number
              size:
                description: Ask size in par value
                type: number
              spread_benchmark_isin:
                description: Benchmark ISIN for the spread
                type:
                - string
                - 'null'
              spread_to_benchmark_bps:
                description: Spread to benchmark in basis points
                type:
                - string
                - 'null'
              venue_mpid:
                description: The venue's Market Participant Identifier
                type: string
              yield_to_maturity:
                description: Ask yield to maturity
                type:
                - number
                - 'null'
              yield_to_worst:
                description: Ask yield to worst
                type:
                - number
                - 'null'
        bids:
          type: array
          items:
            type: object
            properties:
              min_balance_remaining:
                description: The minimum amount in par that must remain on the quote after a partial fill. If an incoming order would reduce the remaining balance below this minimum, the entire remaining balance is filled instead.
                type:
                - number
                - 'null'
              min_increment:
                description: The minimum quantity increment for which orders can be placed on this quote. All orders executing on this quote must be in multiples of this value.
                type:
                - number
                - 'null'
              min_size:
                description: Bid minimum trade size in par value
                type: number
              price:
                description: Bid price
                type: number
              size:
                description: Bid size in par value
                type: number
              spread_benchmark_isin:
                description: Benchmark ISIN for the spread
                type:
                - string
                - 'null'
              spread_to_benchmark_bps:
                description: Spread to benchmark in basis points
                type:
                - string
                - 'null'
              venue_mpid:
                description: The venue's Market Participant Identifier
                type: string
              yield_to_maturity:
                description: Bid yield to maturity
                type:
                - number
                - 'null'
              yield_to_worst:
                description: Bid yield to worst
                type:
                - number
                - 'null'
        timestamp:
          description: Timestamp in RFC-3339 format with nanosecond precision
          type: string
          format: date-time
      title: FullOrderBookResponse
  parameters:
    instrument_id:
      name: instrument_id
      in: path
      required: true
      description: Instrument CUSIP or ISIN
      schema:
        type: string
        example: US91915WAB81
x-provenance:
  method: searched
  source: https://docs.moment.com/reference
  harvested: '2026-10-14'
  tool: harvest-readme-openapi.py
  note: Assembled verbatim from the OpenAPI definition ReadMe embeds in each operation page of the provider's developer portal; paths and components merged by API title, nothing authored.
  assembled_from:
  - https://docs.moment.com/reference/getfractionaluniverse-1.md
  - https://docs.moment.com/reference/getfullorderbook-1.md
  - https://docs.moment.com/reference/gettopoforderbook-1.md
  - https://docs.moment.com/reference/gettradeprice-1.md
  - https://docs.moment.com/reference/gettradingcalendar-1.md
  - https://docs.moment.com/reference/getunifiedmarket-1.md
  - https://docs.moment.com/reference/hydratequotes-1.md
  merge:
    pages: 7
    deduped: 4
    conflicts_kept_first: 0