getInstrumentDefinition API

The getInstrumentDefinition API is available to request meta data on financial instruments by symbol, exchange, or exchange MIC. Meta data includes instrument names, exchange codes, tick increments, base codes, expiration dates and more.

Pricing is based on the number of monthly queries and fields requested. We offer four packages: Small, Medium, Large, Enterprise. Contact us for additional details.


API Documentation

INPUTS:

symbols (optional)
A symbol or code that identifies a financial instrument. (list)
Example:

exchanges (optional)
Exchange code for the marketplace where the financial instruments are listed. (list-enum)
Valid values: AMEX, ASX, BATS, BMF, BSE, CADFUNDS, CBOT, CBOTM, CFE, CFFEX, CME, CNSX, COMEX, CXMI, CZCE, DCE, DGCX, DME, EEX, ERIS, EUIDX, EUREX, FOREX, FUND, GBLX, HKFE, ICE, ICEUS, INDEX, INDEX-CBOE, INDEX-DOW, INDEX-NQ, INDEX-NY, INDEX-RL, INDEX-SP, INDEX-TSX, KCBT, KFE, LCE, LIFFE, LME, LSE, MATBA, MATIF, MCX, MDEX, MEFF, MGEX, MNTRL, NASDAQ, NCDEX, NSE, NYMEX, NYMI, NYSE, NZX, OMX, OTC-BB, OTHER OTC, RATE, RATES, ROFEX, SAFEX, SECTOR, SFE, SHFE, TAIWA, TFEX, TOCOM, TRADAIR, TSX, TSX-V, WCE
Example: CME

exchangeMics (optional)
Market Indicator Code for the marketplace where the financial instruments are listed. (list)
Example: XCME

maxRecords (optional)
The maximum number of records requested. (int)
Default: 100
Example: 20

offset (optional)
A value denoting where to start results from. (int)
Default: 0
Example: 10


OUTPUTS:

guid (always returned)
description (string)
id (always returned)
description (string)
symbolRealtime (always returned)
description (string)
symbolHistorical (always returned)
description (string)
symbolDdf (always returned)
description (string)
symbol (always returned)
A symbol or code that identifies a financial instrument. (string)
symbolName (always returned)
The full name of the instrument. (string)
symbolExpiration (always returned)
The last day that the financial instrument is traded. (date)
symbolCFI (always returned)
The symbol's classification of financial instruments code. (string)
exchange (always returned)
Exchange code for the marketplace where the financial instruments are listed. (string)
exchangeName (always returned)
The name of the exchange. (string)
exchangeCode (always returned)
The smallest increment at which the financial instrument can be traded. (string)
tickIncrement (always returned)
The number of units that make up one tick. For example, U.S. equities are quotes in decimals, and tick in decimals, and can go up +/- .01. So the tick increment is 1. But the e-mini S&P futures contract, though quoted in decimals, goes up in .25 increments, so the tick increment is 25. (int)
baseCode (always returned)
Indicates the fractional or decimal precision of the instrument.

2 = 1/8 = one digit fraction, range is 0 - 7
3 = 1/16 = two digit fraction, range is 0 - 15
4 = 1/32 = two digit fraction, range is 0 - 31
5 = 1/64 = two digit fraction, range is 0 - 63
6 = 1/128 = three digit fraction, range is 0 - 127
7 = 1/256 = three digit fraction, range is 0 - 255
8 = 0 = no decimal places, a whole number
9 = 0.1 = one decimal place
A = 0.01 = two decimal places
B = 0.001 = three decimal places
C = 0.0001 = four decimal places
D = 0.00001 = five decimal places
E = 0.000001 = six decimal places
F = 0.0000001 = seven decimal places
* = unchanged = transmitted by ddfplus with size only data (string)
unitCode (always returned)
The corresponding unit code (i)
pointValue (always returned)
An indicator representing the value of one point in dollar terms. This applies to futures. (int)

STATUS CODE RESPONSES:

200 OK Success
400 Bad Request The request was invalid, please see the message for more information.
500 Internal Server Error Something is not working correctly, please contact support.