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OpenAPI Specification
openapi: 3.2.0
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:
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
HistoricalQuote:
type: object
properties:
date:
type: string
format: date
open:
type: number
high:
type: number
low:
type: number
close:
type: number
volume:
type: number
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