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TradeApi.md

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\TradeApi

All URIs are relative to https://localhost/api/v1

Method HTTP request Description
TradeGet Get /trade Get Trades.
TradeGetBucketed Get /trade/bucketed Get previous trades in time buckets.

TradeGet

[]Trade TradeGet($symbol, $filter, $columns, $count, $start, $reverse, $startTime, $endTime)

Get Trades.

Please note that indices (symbols starting with .) post trades at intervals to the trade feed. These have a size of 0 and are used only to indicate a changing price. See the FIX Spec for explanations of these fields.

Parameters

Name Type Description Notes
symbol string Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`. [optional]
filter string Generic table filter. Send JSON key/value pairs, such as `{"key": "value"}`. You can key on individual fields, and do more advanced querying on timestamps. See the Timestamp Docs for more details. [optional]
columns string Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. [optional]
count float32 Number of results to fetch. [optional] [default to 100]
start float32 Starting point for results. [optional] [default to 0]
reverse bool If true, will sort results newest first. [optional] [default to false]
startTime time.Time Starting date filter for results. [optional]
endTime time.Time Ending date filter for results. [optional]

Return type

[]Trade

Authorization

No authorization required

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

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TradeGetBucketed

[]TradeBin TradeGetBucketed($binSize, $symbol, $filter, $columns, $count, $start, $reverse, $startTime, $endTime)

Get previous trades in time buckets.

Parameters

Name Type Description Notes
binSize string Time interval to bucket by. Available options: ['1m', '5m', '1h', '1d']. [optional]
symbol string Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`. [optional]
filter string Generic table filter. Send JSON key/value pairs, such as `{"key": "value"}`. You can key on individual fields, and do more advanced querying on timestamps. See the Timestamp Docs for more details. [optional]
columns string Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. [optional]
count float32 Number of results to fetch. [optional] [default to 100]
start float32 Starting point for results. [optional] [default to 0]
reverse bool If true, will sort results newest first. [optional] [default to false]
startTime time.Time Starting date filter for results. [optional]
endTime time.Time Ending date filter for results. [optional]

Return type

[]TradeBin

Authorization

No authorization required

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]