Murex

Murex Quotes API

Real-time and historical price quotes

Documentation GitHub OpenAPI

Specifications

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OpenAPI

https://raw.githubusercontent.com/api-evangelist/murex/refs/heads/main/openapi/murex-quotes-api-openapi.yml

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OpenAPI Specification

openapi: 3.1.0
info:
  title: Murex MX.3 Market Data Accounting Quotes API
  description: Real-time and historical market data API providing quotes, yield curves, volatility surfaces, and reference data for pricing and valuation on the Murex MX.3 platform.
  version: '1.0'
  contact:
    name: Murex Support
    url: https://www.murex.com/en/support
  termsOfService: https://www.murex.com/en/legal/terms
servers:
- url: https://api.murex.com/v1/marketdata
  description: Murex MX.3 Market Data API
security:
- bearerAuth: []
tags:
- name: Quotes
  description: Real-time and historical price quotes
paths:
  /quotes:
    get:
      operationId: getQuotes
      summary: Murex Get market quotes
      description: Retrieve real-time or delayed market quotes for specified instruments.
      tags:
      - Quotes
      parameters:
      - name: instrumentIds
        in: query
        required: true
        description: Comma-separated list of instrument identifiers
        schema:
          type: string
      - name: fields
        in: query
        description: Comma-separated list of quote fields to return
        schema:
          type: string
          example: bid,ask,mid,last,volume
      responses:
        '200':
          description: Market quotes
          content:
            application/json:
              schema:
                type: object
                properties:
                  items:
                    type: array
                    items:
                      $ref: '#/components/schemas/Quote'
        '401':
          description: Unauthorized
  /quotes/history:
    get:
      operationId: getQuoteHistory
      summary: Murex Get historical quotes
      description: Retrieve historical price data for a specified instrument and date range.
      tags:
      - Quotes
      parameters:
      - name: instrumentId
        in: query
        required: true
        description: Instrument identifier
        schema:
          type: string
      - name: fromDate
        in: query
        required: true
        description: Start date
        schema:
          type: string
          format: date
      - name: toDate
        in: query
        required: true
        description: End date
        schema:
          type: string
          format: date
      - name: frequency
        in: query
        description: Data frequency
        schema:
          type: string
          enum:
          - Daily
          - Weekly
          - Monthly
          default: Daily
      responses:
        '200':
          description: Historical quote data
          content:
            application/json:
              schema:
                type: object
                properties:
                  instrumentId:
                    type: string
                  items:
                    type: array
                    items:
                      $ref: '#/components/schemas/HistoricalQuote'
        '401':
          description: Unauthorized
components:
  schemas:
    HistoricalQuote:
      type: object
      properties:
        date:
          type: string
          format: date
        open:
          type: number
        high:
          type: number
        low:
          type: number
        close:
          type: number
        volume:
          type: number
    Quote:
      type: object
      properties:
        instrumentId:
          type: string
          description: Instrument identifier
        instrumentName:
          type: string
          description: Instrument display name
        bid:
          type: number
          description: Bid price
        ask:
          type: number
          description: Ask price
        mid:
          type: number
          description: Mid price
        last:
          type: number
          description: Last traded price
        volume:
          type: number
          description: Trading volume
        high:
          type: number
          description: Day high
        low:
          type: number
          description: Day low
        open:
          type: number
          description: Day open
        close:
          type: number
          description: Previous close
        currency:
          type: string
          description: Quote currency
        timestamp:
          type: string
          format: date-time
          description: Quote timestamp
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: OAuth 2.0 bearer token for MX.3 API access
externalDocs:
  description: Murex MX.3 Market Data API Documentation
  url: https://docs.murex.com/mx3/marketdata-api