Resources

IncompleteCandles

ActionDescription
GET api/IncompleteCandles/{priceSource}?externalSymbolId={externalSymbolId}&period={period}

Gets the current incomplete candle for the given market at the specified period. Requests for unknown markets will receive a response with a status code of 404. Requests for very large periods will be rejected with a status code of 400.

GET api/IncompleteCandles?symbolId={symbolId}&period={period}

Gets the current incomplete candle for the given market at the specified period. Requests for unknown markets will receive a response with a status code of 404. Requests for very large periods will be rejected with a status code of 400.

Candles

ActionDescription
GET api/Candles/{priceSource}?start={start}&end={end}&externalSymbolId={externalSymbolId}&period={period}

Gets complete candles for the given time span and the given market. The symbol id is an identifier from a price provider, named by the price source parameter. Candles may not be recorded for all periods of time, so the returned candles may not be contiguous. Requests that would result in excessively large data sets will be rejected with a status code of 400. Return data is ordered from oldest to newest.

GET api/Candles/{priceSource}?time={time}&count={count}&externalSymbolId={externalSymbolId}&period={period}

Gets the requested number of complete candles running into the past from the time given, for the given market. For example, a request with a count of 100 would give the 100 candles that immediately predate the supplied time (this is inclusive; the candle that the given time falls within will also be included). Incomplete candles are available via the Lightstreamer streaming API. Candles may not be recorded for all periods of time, so the returned candles may not be contiguous. Requests that would result in excessively large data sets will be rejected with a status code of 400. You are not guaranteed to get the full number of candles requested. Return data is ordered from oldest to newest.

GET api/Candles?start={start}&end={end}&symbolId={symbolId}&period={period}

Gets complete candles for the given time span and the given market. Candles may not be recorded for all periods of time, so the returned candles may not be contiguous. Requests that would result in excessively large data sets will be rejected with a status code of 400. Return data is ordered from oldest to newest.

GET api/Candles?time={time}&count={count}&symbolId={symbolId}&period={period}

Gets the requested number of complete candles running into the past from the time given, for the given market. For example, a request with a count of 100 would give the 100 candles that immediately predate the supplied time (this is inclusive; the candle that the given time falls within will also be included). The symbol id is an identifier from a price provider, named by the price source parameter. Candles may not be recorded for all periods of time, so the returned candles may not be contiguous. Requests that would result in excessively large data sets will be rejected with a status code of 400. You are not guaranteed to get the full number of candles requested. Return data is ordered from oldest to newest.

AdminMappings

n/a

ActionDescription
GET api/Admin/Mappings/{priceSource}

Returns the mappings for the price source.

GET api/Admin/Mappings/{priceSource}/Unused

Returns the unused external ids for the price source.

POST api/Admin/Mappings/{priceSource}

Creates new symbols linked to the unused external ids

POST api/Admin/Mappings/{priceSource}/{symbolId}

Map external ids to the existing symbol id

DELETE api/Admin/Mappings/{priceSource}/ExternalId/{externalId}

Unmap an external id from its internal symbol

AdminCandles

n/a

ActionDescription
GET api/Admin/Candles?start={start}&end={end}&symbolId={symbolId}

Gets complete candles for the given time span and the given market. Candles may not be recorded for all periods of time, so the returned candles may not be contiguous. Requests that would result in excessively large data sets will be rejected with a status code of 400. Return data is ordered from oldest to newest.

DELETE api/Admin/Candles?symbolId={symbolId}&time={time}

Deletes the specified candle.

DELETE api/Admin/Candles?symbolId={symbolId}&start={start}&end={end}

Deletes the specified candle range.

PUT api/Admin/Candles?symbolId={symbolId}

Inserts or updates the specified candles.

POST api/Admin/Candles/Upload?symbolId={symbolId}

Takes a CSV file and inserts the candles it contains. The CSV files uploaded are expected with the following formatting: * They must contain the following columns(additional columns are ignored): * Time * Open * Close * High * Low * The columns must have headers(matching the above column names) * They must be comma delimited * The time must be of the format yyyy-MM-ddTHH:mm(ISO 8601 date and time with seconds omitted) * The time must be in UTC Notes: * Uploads will overwrite existing candles * The maximum upload size is 50MB * The upload is processed in batches(this means that if it fails part way through it is possible that some of the candles were successfully uploaded)