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MarketDataApi.md

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\MarketDataApi

All URIs are relative to https://localhost:5000/v1/api

Method HTTP request Description
iserver_marketdata_conid_unsubscribe_get get /iserver/marketdata/{conid}/unsubscribe Market Data Cancel (Single)
iserver_marketdata_history_get get /iserver/marketdata/history Market Data History
iserver_marketdata_snapshot_get get /iserver/marketdata/snapshot Market Data
iserver_marketdata_unsubscribeall_get get /iserver/marketdata/unsubscribeall Market Data Cancel (All)

iserver_marketdata_conid_unsubscribe_get

crate::models::InlineResponse20018 iserver_marketdata_conid_unsubscribe_get(conid) Market Data Cancel (Single)

Cancel market data for given conid. To cancel all market data request(s), see /iserver/marketdata/unsubscribeall.

Parameters

Name Type Description Required Notes
conid String contract id [required]

Return type

crate::models::InlineResponse20018

Authorization

No authorization required

HTTP request headers

  • Content-Type: Not defined
  • Accept: application/json

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iserver_marketdata_history_get

crate::models::HistoryData iserver_marketdata_history_get(conid, period, exchange, bar, outside_rth) Market Data History

Get historical market Data for given conid, length of data is controlled by 'period' and 'bar'. Formatted as: min=minute, h=hour, d=day, w=week, m=month, y=year e.g. period =1y with bar =1w returns 52 data points (Max of 1000 data points supported). Note: There's a limit of 5 concurrent requests. Excessive requests will return a 'Too many requests' status 429 response.

Parameters

Name Type Description Required Notes
conid String contract id [required]
period String available time period-- {1-30}min, {1-8}h, {1-1000}d, {1-792}w, {1-182}m, {1-15}y [required]
exchange Option<String> Exchange of the conid (e.g. ISLAND, NYSE, etc.). Default value is empty which corresponds to primary exchange of the conid.
bar Option<String> possible value-- 1min, 2min, 3min, 5min, 10min, 15min, 30min, 1h, 2h, 3h, 4h, 8h, 1d, 1w, 1m
outside_rth Option<bool> For contracts that support it, will determine if historical data includes outside of regular trading hours.

Return type

crate::models::HistoryData

Authorization

No authorization required

HTTP request headers

  • Content-Type: Not defined
  • Accept: application/json

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iserver_marketdata_snapshot_get

Veccrate::models::InlineResponse20017 iserver_marketdata_snapshot_get(conids, since, fields) Market Data

Get Market Data for the given conid(s). The endpoint will return by default bid, ask, last, change, change pct, close, listing exchange. See response fields for a list of available fields that can be request via fields argument. The endpoint /iserver/accounts must be called prior to /iserver/marketdata/snapshot. For derivative contracts the endpoint /iserver/secdef/search must be called first. First /snapshot endpoint call for given conid will initiate the market data request. To receive all available fields the /snapshot endpoint will need to be called several times. To receive streaming market data the endpoint /ws can be used. Refer to Streaming WebSocket Data for details.

Parameters

Name Type Description Required Notes
conids String list of conids separated by comma [required]
since Option<i32> time period since which updates are required. uses epoch time with milliseconds.
fields Option<String> list of fields separated by comma

Return type

Veccrate::models::InlineResponse20017

Authorization

No authorization required

HTTP request headers

  • Content-Type: Not defined
  • Accept: application/json

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iserver_marketdata_unsubscribeall_get

crate::models::InlineResponse20019 iserver_marketdata_unsubscribeall_get() Market Data Cancel (All)

Cancel all market data request(s). To cancel market data for given conid, see /iserver/marketdata/{conid}/unsubscribe.

Parameters

This endpoint does not need any parameter.

Return type

crate::models::InlineResponse20019

Authorization

No authorization required

HTTP request headers

  • Content-Type: Not defined
  • Accept: application/json

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