Content ServicesMarkets API
The methods of the Markets API has methods in the following categories: Cash Bids, Quotes, History, Options, Market Scans and Meta-Data.
Open API Specification
Open API Specification (Swagger) documentation can be found here: Markets REST API. To test the APIs in the documentation site, click the Authorize button. Paste the test key of oViXqthDGFNVw3IvAsnKrFG1AcfPyA6b in the apikey-query text box.
Cash Bids
Cash Bids will provide targeted commodity based pricing as it relates to specific elevator locations. These API's are based on a specific site identifier and requires that a customer configuration within DTN Portal application exists. You will need to ensure you have an appropriate site identifier, represented by an E-zero number provided to you along with your API key in order to access the data for Cash Bids.
Quotes
Quotes will get you access to delayed Market quotes. Some setup and configurations can get real-time based on your subscription. Contact customer support if needed.
History
History requests return historical prices in intervals of minutes, days, weeks, and months.
The Markets API also supports a forward-curve request which will return the closing price for each contract in a futures chain for a given day in history.
Date and Time Range Adjustment
For any date or time range, the actual starting point is determined by the Interval parameter from the request. As a general rule, the actual starting point for the report is set internally in such a way that it always begins at the start of the Interval.
- A daily history request with an Interval of months will take as the starting point the first trading day of the month given in startDate.
- A daily history request with an Interval of weeks will take as the starting point the first trading day of the week given in startDate.
- A minute history request with an Interval of 5 minutes will take as a starting point the first minute of the 5 minute block given in startTime.
Order of Results
The result data is presented in an order determined by the actual values entered in the parameters that define the date or time range. When the Start value is older than the End value the result is sorted in ascending order, when the Start value is newer than the End value the result is sorted in descending order.
Options
The Markets API has two requests for getting information on futures options: the option strikes request and the option greeks request.
The option strikes request takes a option prefix which is an options root plus a maturity (i.e. @CZ20 or QCLM22). It returns an array of strike price objects each containing pricing information on calls and puts for the given strike.
The option greeks request takes the symbol of a particular option, and it returns the values commonly known as 'greeks' used for evaluating price sensitivities of options. The values returned include delta, gamma, theta, and implied volatility.
Market Scans
Market scan requests take a survey of all equities in a market or markets and returns the top 100 symbols based on a provided criteria. The criteria available are: gainers, percent-gainers, losers, percent-losers, active, volatile, 52-week high, and 52-week low.
Meta-Data
The Markets API includes a method to query the market hours for a particular symbol. The request takes a symbol and a date range and returns the times that the symbol opens and closes during that date range.