dxFeed REST API Help
dxFeed REST API contains the following resources:
- help - Shows human-readable help.
- events - Returns a snapshot of events.
- eventSource - Subscribes to event updates and returns a stream of Server-Sent Events.
- addSubscription - Adds subscription to the previously created event stream.
- removeSubscription - Removes subscription from the previously created event stream (use same parameters as for subscription).
Resources are available via GET and POST HTTP methods and recognize the following common request parameters which
can be provided in URL or in request body of POST with "text/x-www-form-urlencoded" MIME type:
- event : LIST - The type of event (like "Quote", "Trade", etc).
- symbol : LIST - The symbol (like "IBM", "MSFT", etc).
- fromTime : TIME - The time from which to return events.
- source : LIST - The source for indexed events.
- indent : STRING - The result is indented for better readability when this parameter is set.
Additional parameters for specific resources are:
- events
- toTime : TIME - The time to which to return events.
It is optional for time series events and is ignored for other types of events.
- timeout : PERIOD - The maximal time to wait events from the data sources.
Use timeout=0 to return results from memory cache, given that the subscription was already established.
- eventSource
- session : STRING - Session name. When set, then new web session is created (cookie is set) if needed and this
subscription is stored into the session under a name specified in this parameter, so that this subscription
can be later modified. The value of "DEFAULT_EVENT_SOURCE" is used by default when "session" parameter is set
to an empty string.
Please notice that the new web session is not created and session ID cookie is not returned
if the request already contains a valid cookie for existing session ID.
- reconnect : STRING - Reconnect flag. When set, then existing session is recovered with its subscription.
"session" parameter is implied when "reconnect" is set.
- addSubscription
- session : STRING - Session name.
- removeSubscription
- session : STRING - Session name.
Parameter types are explained below:
- STRING - Any string value.
- TIME - Date and time in full ISO8601 format "YYYY-MM-DD'T'HH:MM:SS[.SSS]Z", or a shorter versions of it like "YYYYMMDD-HHMMSSZ".
- PERIOD - Time interval in full ISO801 format "'PT'XXX('S'|'M'|'H')" or a short version of it without prefix, like "3s".
- LIST - A list of strings. Multiple values can be specified by using repeated parameters or by giving a comma-separated list of values to a parameter using a name with an additional "s" at the end. A standard x-www-form-urlencoded approach using a name with an additional "s[]" at the end is also supported. For example, to specify multiple events, use multiple "event" parameters, or use "events" parameter with a comma-separated list, or use multiple "events[]" parameters.
Resources support multiple response formats with the exception of "help". The format can be specified as
MIME type in HTTP "Accept" header or by adding the corresponding extension to the resource name.
The later approach takes precedence. The formats are listed below:
- XML - MIME type is "application/xml", extension is ".xml".
- JSON - MIME type is "application/json", extension is ".json".
All available event types are listed below. The corresponding links lead to their full documentation.
Market events (see MarketEvent)
- Profile - Profile information snapshot that contains security instrument description.
- Quote - Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.
- Summary - Summary information snapshot about the trading session including session highs, lows, etc.
- Trade - Trade event is a snapshot of the price and size of the last trade during regular trading hours
and an overall day volume and day turnover.
- TradeETH - TradeETH event is a snapshot of the price and size of the last trade during
extended trading hours and the extended trading hours day volume and day turnover.
Candle symbol events (see CandleSymbol)
- Candle - Candle event with open, high, low, close prices and other information for a specific period.
- DailyCandle - In previous versions this class has represented candle with an additional properties that are collected for
optionable indices, stocks, and futures on a daily basis, for example implied volatility or open interest.
Other non-candle time series events (see TimeSeriesEvent)
- Greeks - Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks.
- TheoPrice - Theo price is a snapshot of the theoretical option price computation that is
periodically performed by
- TimeAndSale - Time and Sale represents a trade or other market event with price, like market open/close price, etc.
- Underlying - Underlying event is a snapshot of computed values that are available for an option underlying
symbol based on the option prices on the market.
Indexed events (see IndexedEvent)
- AnalyticOrder - Represents an extension of
- OptionSale - Option Sale event represents a trade or another market event with the price
(for example, market open/close price, etc.) for each option symbol listed under the specified Underlying.
- Order - Order event is a snapshot for a full available market depth for a symbol.
- Series - Series event is a snapshot of computed values that are available for all option series for
a given underlying symbol based on the option prices on the market.
- SpreadOrder - Spread order event is a snapshot for a full available market depth for all spreads
on a given underlying symbol.
Other events (see EventType)
- Configuration - Configuration event with application-specific attachment.
- Message - Message event with application-specific attachment.
The following additional reference documents are available: