v1

latestOpenAPI 3.0.1Apache-2.02026-07-17105189262.9 KB
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Bond Tick Data

Get trade-level data for bonds. The following datasets are supported:

Exchange

Segment

Delay

FINRA Trace

BTDS: US Corporate Bonds

Delayed 4h

FINRA Trace

144A Bonds

Delayed 4h

get/bond/tick

Query parameters

isinstring required

ISIN.

datestring date required

Date: 2020-04-02.

limitinteger required

Limit number of ticks returned. Maximum value: <code>25000</code>

skipinteger required

Number of ticks to skip. Use this parameter to loop through the entire data.

exchangestring required

Currently support the following values: <code>trace</code>.

Response

successful operation

skipinteger

Number of ticks skipped.

countinteger

Number of ticks returned. If <code>count</code> < <code>limit</code>, all data for that date has been returned.

totalinteger

Total number of ticks for that date.

vnumber[]

List of volume data.

pnumber[]

List of price data.

ynumber[]

List of yield data.

tinteger[]

List of timestamp in UNIX ms.

sistring[]

List of values showing the side (Buy/sell) of each trade. List of supported values: <a target="_blank" href="https://docs.google.com/spreadsheets/d/1O3aueXSPOqo7Iuyz4PqDG6yZunHsX8BTefZ2kFk5pz4/edit?usp=sharing",>here</a>

cpstring[]

List of values showing the counterparty of each trade. List of supported values: <a target="_blank" href="https://docs.google.com/spreadsheets/d/1O3aueXSPOqo7Iuyz4PqDG6yZunHsX8BTefZ2kFk5pz4/edit?usp=sharing",>here</a>

rpstring[]

List of values showing the reporting party of each trade. List of supported values: <a target="_blank" href="https://docs.google.com/spreadsheets/d/1O3aueXSPOqo7Iuyz4PqDG6yZunHsX8BTefZ2kFk5pz4/edit?usp=sharing",>here</a>

atsstring[]

ATS flag. Y or empty

Example response

{
  "p": [
    5.637377,
    5.637377
  ],
  "ats": [
    "ats",
    "ats"
  ],
  "total": 1,
  "c": [
    [
      "c",
      "c"
    ],
    [
      "c",
      "c"
    ]
  ],
  "t": [
    7,
    7
  ],
  "v": [
    5.962134,
    5.962134
  ],
  "si": [
    "si",
    "si"
  ],
  "count": 6,
  "y": [
    2.302136,
    2.302136
  ],
  "skip": 0,
  "cp": [
    "cp",
    "cp"
  ],
  "rp": [
    "rp",
    "rp"
  ]
}