Retrieve market data

GET 
/v1/market_data

Retrieve market data snapshot using the specified criteria.

Request

Query Parameters

type string

Possible values: [average, best]

quantities int64[]
instruments string[]required
The instruments of interest.
Example: [USDBRL, USDCNY]
tenor stringrequired
Possible values: [SPOT, TOD, TOM]
Example: SPOT
sources string[]

Responses

200

Market data successfully retrieved.

application/json

Schema

Schema

• Array [

source string

Source of the market data. If aggregated this will be ABX.

instrument string

Instrument expressed as a currency pair.

bid

object[]

Bid prices and quantities.

Array [

price doublerequired

Price for the given quantity.

quantity int64required

Price for the given quantity.

]

ask

object[]

Ask prices and quantities.

Array [

price doublerequired

Price for the given quantity.

quantity int64required

Price for the given quantity.

]

timestamp date-time

The timestamp of the event in ISO 8601 format.

• ]

Example (from schema)

[
  {
    "source": "string",
    "instrument": "string",
    "bid": [
      {
        "price": 0,
        "quantity": 0
      }
    ],
    "ask": [
      {
        "price": 0,
        "quantity": 0
      }
    ],
    "timestamp": "2024-07-29T15:51:28.071Z"
  }
]

401

Authentication token is required for this action that was not provided, expired or invalid.

application/json

Schema

Schema

errorId string

Links error message to a specific event in the system.

code stringrequired

The code for the error that has occurred.

text stringrequired

The text for the error that has occurred.

parameter_name string

An optional parameter name related to the error. Usually present for input validation errors.

parameter_value object

An optional parameter value related to the error. Set to input value of named parameter.

Example (from schema)

{
  "errorId": "string",
  "code": "string",
  "text": "string",
  "parameter_name": "string",
  "parameter_value": {}
}

403

Not authorized for the requested action.

application/json

Schema

Schema

errorId string

Links error message to a specific event in the system.

code stringrequired

The code for the error that has occurred.

text stringrequired

The text for the error that has occurred.

parameter_name string

An optional parameter name related to the error. Usually present for input validation errors.

parameter_value object

An optional parameter value related to the error. Set to input value of named parameter.

Example (from schema)

{
  "errorId": "string",
  "code": "string",
  "text": "string",
  "parameter_name": "string",
  "parameter_value": {}
}

409

Action could not be completed because of conflict.

application/json

Schema

Schema

errorId string

Links error message to a specific event in the system.

code stringrequired

The code for the error that has occurred.

text stringrequired

The text for the error that has occurred.

parameter_name string

An optional parameter name related to the error. Usually present for input validation errors.

parameter_value object

An optional parameter value related to the error. Set to input value of named parameter.

Example (from schema)

{
  "errorId": "string",
  "code": "string",
  "text": "string",
  "parameter_name": "string",
  "parameter_value": {}
}

500

Internal server error.

application/json

Schema

Schema

errorId string

Links error message to a specific event in the system.

code stringrequired

The code for the error that has occurred.

text stringrequired

The text for the error that has occurred.

parameter_name string

An optional parameter name related to the error. Usually present for input validation errors.

parameter_value object

An optional parameter value related to the error. Set to input value of named parameter.

Example (from schema)

{
  "errorId": "string",
  "code": "string",
  "text": "string",
  "parameter_name": "string",
  "parameter_value": {}
}

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