DTN ProphetX® Web Services

Overview

ProphetX Web Services, in short PXWeb, provides the facility to access real time quotes and historical market information from most modern programming languages using mechanisms based on Web Services standards.

Although PXWeb usually returns an XML result, it is possible to request for the response to be generated as a simple HTML table fragment that can be easily embedded into a web page.  Other possible formats for the result include CSV and JSON.

The purpose of this site is to provide enough information to access PXWeb and some guidelines about the use.  This site offers:

  • Documentation to access the PXWeb operations.
  • A basic user interface that helps to understand the PXWeb operations by doing manual invocation.
  • Simple code samples to help in the preparation of a client program that access PXWeb.

It is important to differentiate between PXWebDoc (this site) and the URLs used to access the actual ProphetX Web Services, which are documented in the connectivity overview section.  PXWebDoc is just a documentation site with some facilities to help in understanding how to use the service.

Sections

Each PXWeb operation is described in a different section that contains information and a basic facility to test the access to the operation.

Quotes

Operations for retrieving real time quotes.

GetMarketScans
This operation returns real time values for symbols selected by latest type of activity.
GetOptionGreeks
This operation calculates some functions, commonly known as "Greeks", used for evaluating price sensitivities of derivatives like options.
GetOptionSeries
Return options that match a prefix containing an option root and a month and year.
GetQuoteSnap
This operation returns a list of real time values for the requested symbols.

Calculators

Operations for preset calculators.

CrackCalculator
This operation calculates the value of common "Crack" spreads.
CrushCalculator
This operation calculates the value of common "Crush" spreads.

History

Operations for retrieving historical market's data.

GetDailyHistory
This operation returns historic information for a given date range.
GetMinuteHistory
This operation returns historic information for a given time range.
GetTickHistory
This operation returns historic tick information for a given time range.
GetForwardCurve
This operation returns historical prices of the contract chain for a given future option root symbol.
GetHistoryCorrections
This operation returns history corrections.

News

Operations for retrieving news stories.

GetNewsIndex
This operation returns an index of news stories for a given date range.
GetNewsStory
This operation returns the text of a story based on a given identification key.

Information

Miscellaneous operations to obtain information.

SymbolSearch
This operation returns a list of symbols based on a search criteria.
FindSymbol
Find symbol is deprecated and will be removed in a future release.
GetMarketHours
This operation returns information on the times that symbols are open for trading.
GetAccountStatus
This operation returns a summary of real time quote requests performed by the user.
GetAccountRequests
This operation returns a summary of monthly requests by the user.

Connectivity

This section contains guidelines and examples to prepare the client side to invoke the PXWeb operations from different platforms.  The connectivity overview section gives general details about connectivity and can be used as the starting point to become familiar with the service.

Access to the web services has been tested from the following platforms: