REST API

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	NTV, DEX	Optional	See the full source list for indexed events. The source 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 ISO 8601 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 ISO 8601 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
    }
  }
}

Limitations

The limitations of REST API usage

Metric	Limit
WebSockets established per minute	10
HTTP stream subscriptions established per minute	10
Simultaneous connections	10
WebSockets/HTTP streams opened simultaneously	10
Subscription changes per minute(addSubscription)	100
REST data requests per minute(events.json)	100
Total number of HTTP requests per minute	100
B2C usage of B2B service	not allowed
Maximum POST request length	200000 bytes

Note

dxFeed may not receive requests if you exceed these limits. You may submit a ticket to the Help Desk as we can provide you with dedicated infrastructure as an additional service per your request.

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