OANDA Instruments API
The Instruments API from OANDA — 5 operation(s) for instruments.
OpenAPI Specification
swagger: '2.0'
info:
title: OANDA v20 REST Accounts Instruments API
description: The full OANDA v20 REST API Specification. This specification defines how to interact with v20 Accounts, Trades, Orders, Pricing and more.
contact:
name: OANDA API Support
url: http://developer.oanda.com/rest-live-v20/introduction/
email: api@oanda.com
license:
name: MIT
url: https://github.com/oanda/v20-openapi/blob/master/LICENSE.txt
version: 3.0.25
basePath: /v3
schemes:
- https
consumes:
- application/json
produces:
- application/json
tags:
- name: Instruments
paths:
/instruments/{instrument}/candles:
get:
summary: Get Candlesticks
description: Fetch candlestick data for an instrument.
operationId: getInstrumentCandles
parameters:
- $ref: '#/parameters/authorizationHeaderParam'
- $ref: '#/parameters/acceptDatetimeFormatHeaderParam'
- $ref: '#/parameters/instrumentNamePathParam'
- name: price
description: The Price component(s) to get candlestick data for. Can contain any combination of the characters "M" (midpoint candles) "B" (bid candles) and "A" (ask candles).
in: query
type: string
- name: granularity
description: The granularity of the candlesticks to fetch
in: query
type: string
- name: count
description: The number of candlesticks to return in the reponse. Count should not be specified if both the start and end parameters are provided, as the time range combined with the graularity will determine the number of candlesticks to return.
in: query
type: integer
- name: from
description: The start of the time range to fetch candlesticks for.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
- name: to
description: The end of the time range to fetch candlesticks for.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
- name: smooth
description: A flag that controls whether the candlestick is "smoothed" or not. A smoothed candlestick uses the previous candle's close price as its open price, while an unsmoothed candlestick uses the first price from its time range as its open price.
in: query
type: boolean
- name: includeFirst
description: A flag that controls whether the candlestick that is covered by the from time should be included in the results. This flag enables clients to use the timestamp of the last completed candlestick received to poll for future candlesticks but avoid receiving the previous candlestick repeatedly.
in: query
type: boolean
- name: dailyAlignment
description: The hour of the day (in the specified timezone) to use for granularities that have daily alignments.
in: query
type: integer
- name: alignmentTimezone
description: The timezone to use for the dailyAlignment parameter. Candlesticks with daily alignment will be aligned to the dailyAlignment hour within the alignmentTimezone. Note that the returned times will still be represented in UTC.
in: query
type: string
- name: weeklyAlignment
description: The day of the week used for granularities that have weekly alignment.
in: query
type: string
responses:
'200':
description: Pricing information has been successfully provided.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
instrument:
type: string
description: The instrument whose Prices are represented by the candlesticks.
format: A string containing the base currency and quote currency delimited by a "_".
granularity:
type: string
description: The granularity of the candlesticks provided.
enum:
- S5
- S10
- S15
- S30
- M1
- M2
- M4
- M5
- M10
- M15
- M30
- H1
- H2
- H3
- H4
- H6
- H8
- H12
- D
- W
- M
candles:
type: array
description: The list of candlesticks that satisfy the request.
items:
$ref: '#/definitions/Candlestick'
'400':
$ref: '#/responses/400'
'401':
$ref: '#/responses/401'
'404':
$ref: '#/responses/404'
'405':
$ref: '#/responses/405'
tags:
- Instruments
/instruments/{instrument}/price:
get:
summary: Price
description: Fetch a price for an instrument. Accounts are not associated in any way with this endpoint.
operationId: getInstrumentPrice
parameters:
- $ref: '#/parameters/authorizationHeaderParam'
- $ref: '#/parameters/acceptDatetimeFormatHeaderParam'
- $ref: '#/parameters/instrumentNamePathParam'
- name: time
description: The time at which the desired price is in effect. The current price is returned if no time is provided.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
responses:
'200':
description: Pricing information has been successfully provided.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
price:
$ref: '#/definitions/Price'
'400':
$ref: '#/responses/400'
'401':
$ref: '#/responses/401'
'404':
$ref: '#/responses/404'
'405':
$ref: '#/responses/405'
tags:
- Instruments
/instruments/{instrument}/price/range:
get:
summary: Get Prices
description: Fetch a range of prices for an instrument. Accounts are not associated in any way with this endpoint.
operationId: getInstrumentPriceRange
parameters:
- $ref: '#/parameters/authorizationHeaderParam'
- $ref: '#/parameters/acceptDatetimeFormatHeaderParam'
- $ref: '#/parameters/instrumentNamePathParam'
- name: from
description: The start of the time range to fetch prices for.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
required: true
- name: to
description: The end of the time range to fetch prices for. The current time is used if this parameter is not provided.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
responses:
'200':
description: Pricing information has been successfully provided.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
Link:
description: A link to the next page of results if the results were paginated
type: string
schema:
type: object
properties:
prices:
type: array
description: The list of prices that satisfy the request.
items:
$ref: '#/definitions/Price'
'400':
$ref: '#/responses/400'
'401':
$ref: '#/responses/401'
'404':
$ref: '#/responses/404'
'405':
$ref: '#/responses/405'
tags:
- Instruments
/instruments/{instrument}/orderBook:
get:
summary: Get Order Book
description: Fetch an order book for an instrument.
parameters:
- $ref: '#/parameters/authorizationHeaderParam'
- $ref: '#/parameters/acceptDatetimeFormatHeaderParam'
- $ref: '#/parameters/instrumentNamePathParam'
- name: time
description: The time of the snapshot to fetch. If not specified, then the most recent snapshot is fetched.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
responses:
'200':
description: The order book has been successfully provided.
headers:
Content-Encoding:
description: Value will be "gzip" regardless of provided Accept-Encoding header
type: string
Link:
description: A link to the next/previous order book snapshot.
type: string
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
orderBook:
$ref: '#/definitions/OrderBook'
'400':
$ref: '#/responses/400'
'401':
$ref: '#/responses/401'
'404':
$ref: '#/responses/404'
'405':
$ref: '#/responses/405'
tags:
- Instruments
/instruments/{instrument}/positionBook:
get:
summary: Get Position Book
description: Fetch a position book for an instrument.
parameters:
- $ref: '#/parameters/authorizationHeaderParam'
- $ref: '#/parameters/acceptDatetimeFormatHeaderParam'
- $ref: '#/parameters/instrumentNamePathParam'
- name: time
description: The time of the snapshot to fetch. If not specified, then the most recent snapshot is fetched.
in: query
type: string
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
responses:
'200':
description: The position book has been successfully provided.
headers:
Content-Encoding:
description: Value will be "gzip" regardless of provided Accept-Encoding header
type: string
Link:
description: A link to the next/previous position book snapshot.
type: string
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
positionBook:
$ref: '#/definitions/PositionBook'
'400':
$ref: '#/responses/400'
'401':
$ref: '#/responses/401'
'404':
$ref: '#/responses/404'
'405':
$ref: '#/responses/405'
tags:
- Instruments
definitions:
PriceBucket:
type: object
description: A Price Bucket represents a price available for an amount of liquidity
properties:
price:
type: string
description: The Price offered by the PriceBucket
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
liquidity:
type: integer
description: The amount of liquidity offered by the PriceBucket
OrderBook:
type: object
description: The representation of an instrument's order book at a point in time
properties:
instrument:
type: string
description: The order book's instrument
format: A string containing the base currency and quote currency delimited by a "_".
time:
type: string
description: The time when the order book snapshot was created.
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
price:
type: string
description: The price (midpoint) for the order book's instrument at the time of the order book snapshot
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
bucketWidth:
type: string
description: The price width for each bucket. Each bucket covers the price range from the bucket's price to the bucket's price + bucketWidth.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
buckets:
type: array
description: The partitioned order book, divided into buckets using a default bucket width. These buckets are only provided for price ranges which actually contain order or position data.
items:
$ref: '#/definitions/OrderBookBucket'
PositionBookBucket:
type: object
description: The position book data for a partition of the instrument's prices.
properties:
price:
type: string
description: The lowest price (inclusive) covered by the bucket. The bucket covers the price range from the price to price + the position book's bucketWidth.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
longCountPercent:
type: string
description: The percentage of the total number of positions represented by the long positions found in this bucket.
format: A decimal number encoded as a string. The amount of precision provided depends on what the number represents.
shortCountPercent:
type: string
description: The percentage of the total number of positions represented by the short positions found in this bucket.
format: A decimal number encoded as a string. The amount of precision provided depends on what the number represents.
Price:
type: object
description: The Price representation
properties:
instrument:
type: string
description: The Price's Instrument.
format: A string containing the base currency and quote currency delimited by a "_".
tradeable:
type: boolean
description: Flag indicating if the Price is tradeable or not
timestamp:
type: string
description: The date/time when the Price was created.
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
baseBid:
type: string
description: The base bid price as calculated by pricing.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
baseAsk:
type: string
description: The base ask price as calculated by pricing.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
bids:
type: array
description: The list of prices and liquidity available on the Instrument's bid side. It is possible for this list to be empty if there is no bid liquidity currently available for the Instrument in the Account.
items:
$ref: '#/definitions/PriceBucket'
asks:
type: array
description: The list of prices and liquidity available on the Instrument's ask side. It is possible for this list to be empty if there is no ask liquidity currently available for the Instrument in the Account.
items:
$ref: '#/definitions/PriceBucket'
closeoutBid:
type: string
description: The closeout bid price. This price is used when a bid is required to closeout a Position (margin closeout or manual) yet there is no bid liquidity. The closeout bid is never used to open a new position.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
closeoutAsk:
type: string
description: The closeout ask price. This price is used when an ask is required to closeout a Position (margin closeout or manual) yet there is no ask liquidity. The closeout ask is never used to open a new position.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
OrderBookBucket:
type: object
description: The order book data for a partition of the instrument's prices.
properties:
price:
type: string
description: The lowest price (inclusive) covered by the bucket. The bucket covers the price range from the price to price + the order book's bucketWidth.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
longCountPercent:
type: string
description: The percentage of the total number of orders represented by the long orders found in this bucket.
format: A decimal number encoded as a string. The amount of precision provided depends on what the number represents.
shortCountPercent:
type: string
description: The percentage of the total number of orders represented by the short orders found in this bucket.
format: A decimal number encoded as a string. The amount of precision provided depends on what the number represents.
PositionBook:
type: object
description: The representation of an instrument's position book at a point in time
properties:
instrument:
type: string
description: The position book's instrument
format: A string containing the base currency and quote currency delimited by a "_".
time:
type: string
description: The time when the position book snapshot was created
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
price:
type: string
description: The price (midpoint) for the position book's instrument at the time of the position book snapshot
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
bucketWidth:
type: string
description: The price width for each bucket. Each bucket covers the price range from the bucket's price to the bucket's price + bucketWidth.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
buckets:
type: array
description: The partitioned position book, divided into buckets using a default bucket width. These buckets are only provided for price ranges which actually contain order or position data.
items:
$ref: '#/definitions/PositionBookBucket'
Candlestick:
type: object
description: The Candlestick representation
properties:
time:
type: string
description: The start time of the candlestick
format: The RFC 3339 representation is a string conforming to https://tools.ietf.org/rfc/rfc3339.txt. The Unix representation is a string representing the number of seconds since the Unix Epoch (January 1st, 1970 at UTC). The value is a fractional number, where the fractional part represents a fraction of a second (up to nine decimal places).
bid:
$ref: '#/definitions/CandlestickData'
ask:
$ref: '#/definitions/CandlestickData'
mid:
$ref: '#/definitions/CandlestickData'
volume:
type: integer
description: The number of prices created during the time-range represented by the candlestick.
complete:
type: boolean
description: A flag indicating if the candlestick is complete. A complete candlestick is one whose ending time is not in the future.
CandlestickData:
type: object
description: The price data (open, high, low, close) for the Candlestick representation.
properties:
o:
type: string
description: The first (open) price in the time-range represented by the candlestick.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
h:
type: string
description: The highest price in the time-range represented by the candlestick.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
l:
type: string
description: The lowest price in the time-range represented by the candlestick.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
c:
type: string
description: The last (closing) price in the time-range represented by the candlestick.
format: A decimal number encodes as a string. The amount of precision provided depends on the Instrument.
parameters:
instrumentNamePathParam:
name: instrument
description: Name of the Instrument
in: path
type: string
format: A string containing the base currency and quote currency delimited by a "_".
required: true
authorizationHeaderParam:
name: Authorization
description: The authorization bearer token previously obtained by the client
in: header
type: string
format: The string 'Bearer ' followed by the token.
required: true
acceptDatetimeFormatHeaderParam:
name: Accept-Datetime-Format
description: Format of DateTime fields in the request and response.
in: header
type: string
responses:
'400':
description: Bad Request. The client has provided invalid data to be processed by the server.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
errorCode:
type: string
description: The code of the error that has occurred. This field may not be returned for some errors.
errorMessage:
type: string
description: The human-readable description of the error that has occurred.
'404':
description: Not Found. The client has attempted to access an entity that does not exist.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
errorCode:
type: string
description: The code of the error that has occurred. This field may not be returned for some errors.
errorMessage:
type: string
description: The human-readable description of the error that has occurred.
'405':
description: Method Not Allowed. The client has attempted to access an endpoint using an HTTP method that is not supported.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
errorCode:
type: string
description: The code of the error that has occurred. This field may not be returned for some errors.
errorMessage:
type: string
description: The human-readable description of the error that has occurred.
'401':
description: Unauthorized. The endpoint being access required the client to authenticated, however the the authentication token is invalid or has not been provided.
headers:
RequestID:
description: The unique identifier generated for the request
type: string
schema:
type: object
properties:
errorCode:
type: string
description: The code of the error that has occurred. This field may not be returned for some errors.
errorMessage:
type: string
description: The human-readable description of the error that has occurred.