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Introduction

dxFeed REST API implements a REST (Representational State Transfer) service for the core dxFeed API. There is a simple web frontend that can generate requests to the service and is useful for exploring.

Usage

Available method: GET/POST

The components of a request are:

Argument Data type Example Required Description

event

List

Quote,Profile

Required

The type of event ("Quote", "Trade", etc). It can be repeated to request multiple events.

symbol

List

AAPL, GOOG, EUR/USD

Required

The symbol ("IBM", "MSFT", etc). It can be repeated to request multiple symbols.

source

List

-

Optional

The source for indexed events. It can be repeated to request multiple sources. Defaults to "DEFAULT".

fromTime

Datetime

2018-12-31

Optional

Start time: the time from which to return events. It is required for time series events. It supports full ISO8601 format (e.g., "YYYMMDD-HHMMSSZ"), or shorter versions of it.

toTime

Datetime

20190101

Optional

End time: the time to which to return events. It is optional for time series events. It supports full ISO8601 format (e.g., "YYYMMDD-HHMMSSZ"), or shorter versions of it.

indent

None

-

Optional

When true, the result is indented for better readability.

timeout

Integer

15

Optional

The maximum time to wait for events from the data sources. Defaults to "3s"

format

-

-

Required

The response format, either "json" or "xml".



Please try demo

Candle symbols

Candle and DailyCandle event types are candle events. They are used with a specially formatted candle symbol.

Sample candle symbols are: * "IBM{=d}" * "MSFT{=15m}" * "GOOG{=133t,tho=true}"

The general format of a candle symbol is:

<baseSymbol>[&<exchange>]{=[<period>]<type>[,a=s][,price=<priceType>][,tho=true]}

The components of candle symbols are:

  • BaseSymbol - the market symbol ("IBM", "MSFT", etc.)

  • Exchange - the exchange code. Optional. By default, candle is composed from trades/quotes from all exchanges

  • Period - the number of aggregation periods of a specified type in each candle. It defaults to "1"

  • Type - the type of a candle. Supported values are:

    • s - second

    • m - minute

    • h - hour

    • d - day

    • w - week

    • mo - month

    • o - standard option expiration (3rd Friday of the month)

    • y - year

    • v - volume

    • p - price

  • "a=s" - changes candle alignment to session

  • priceType - the type of the price that is used to build candles. Supported values are:

    • last - last trade price

    • bid - quote bid price

    • ask - quote ask price

    • mark - market price defined as average between quote bid and ask prices

    • s - settlement price

  • "tho=true" - requests that candle data should be limited to regular trading session only (and extended session should be ignored)

Info

By default, candles are aligned to midnight.

The REST service understands candle symbol attributes in any order, default values can be explicitly specified if needed. However, in the resulting JSON or XML document that is returned by the service, eventSymbol property is normalized. This makes a behavior of the web service different from the behavior of dxFeed JavaScript API. The later returns the same event object as this REST API in JSON format, but it always returns symbols in the same string representation as originally requested in the subscription.

Example

  • Web:

https://tools.dxfeed.com/webservice/rest/events.json?events=Trade,Quote&symbols=AAPL,MSFT&fromTime=20190114&toTime=201901014&timeout=60&indent


  • Bash:

curl -X POST \
 -u user:password \
 -H 'Accept: application/json' \
 -d "events=Trade,Quote" \
 -d "symbols=AAPL,MSFT" \
 -d "fromTime=2019-01-14" \
 -d "toTime=2019-01-14" \
 -d "indent=" \
 -d "timeout=60" \
 'https://tools.dxfeed.com/webservice/rest/events'


Reply

{
  "status" : "OK",
  "Quote" : {
    "MSFT" : {
      "eventSymbol" : "MSFT",
      "eventTime" : 0,
      "timeNanoPart" : 0,
      "bidTime" : 1547600358000,
      "bidExchangeCode" : "Q",
      "bidPrice" : 105.0,
      "bidSize" : 1,
      "askTime" : 1547600390000,
      "askExchangeCode" : "Q",
      "askPrice" : 105.25,
      "askSize" : 2,
      "sequence" : 0
    },
    "AAPL" : {
      "eventSymbol" : "AAPL",
      "eventTime" : 0,
      "timeNanoPart" : 0,
      "bidTime" : 1547600393000,
      "bidExchangeCode" : "P",
      "bidPrice" : 153.07,
      "bidSize" : 5,
      "askTime" : 1547600393000,
      "askExchangeCode" : "K",
      "askPrice" : 153.1,
      "askSize" : 37,
      "sequence" : 0
    }
  },
  "Trade" : {
    "MSFT" : {
      "eventSymbol" : "MSFT",
      "eventTime" : 0,
      "timeNanoPart" : 0,
      "exchangeCode" : "Q",
      "price" : 105.01,
      "size" : 2784410,
      "dayVolume" : 31587616,
      "dayTurnover" : 3.3009832E9,
      "sequence" : 0,
      "tickDirection" : "ZERO_UP",
      "extendedTradingHours" : false,
      "time" : 1547586000000
    },
    "AAPL" : {
      "eventSymbol" : "AAPL",
      "eventTime" : 0,
      "timeNanoPart" : 0,
      "exchangeCode" : "Q",
      "price" : 153.07,
      "size" : 1566896,
      "dayVolume" : 28710324,
      "dayTurnover" : 4.3742342E9,
      "sequence" : 0,
      "tickDirection" : "ZERO_UP",
      "extendedTradingHours" : false,
      "time" : 1547586000000
    }
  }
}
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