Notes
*Mandatory parameters are marked with an asterisk.
Symbol
Each symbol or search pattern is separated by a comma and it is important to note that there is a limit of 2048 characters in the length of a request string when calling the service via HTTP/GET through the PXServiceWeb.svc URL. This limitation does not exist when calling the service using the SOAP protocols, check the Connectivity Overview section for more details.
The following table shows some examples of search patterns for futures options:
| Pattern | Description |
|---|---|
| C`##C6### 10 | Selects calls of the first 10 contracts of Corn futures options with a strike price between 600 and 699. |
| C`##<CP>68## 20 | Selects calls and puts of the first 20 contracts of Corn futures options with a strike price between 680 and 689. |
Following are some more generic examples of search patterns:
| Pattern | Description |
|---|---|
| @C@1 | Selects the first electronic Corn contract. |
| @C@5 | Selects the fifth electronic Corn contract. |
| @C`## | Selects all electronic Corn contracts. |
| @S`## 3 | Selects first three electronic Soybean contracts (there is a space between # and 3). |
| @C`##,@S`##,@W`## | Selects all the electronic Corn, Soybean, and Wheat contracts. |
As some of the examples above suggests, there is a way to limit the number of symbols returned by a search pattern by explicitly specifying a quantifier. The quantifier is an integer number separated by a space after the search pattern and can be specified for each pattern as in this example:
*B*L 2,NG`## 5,C@3 3
In general, the value of the quantifier is limited to 600, which is the same as the maximum total of symbols returned by the whole list of search patterns. The exception is the GetOptionGreeks operation, where the quantifier is limited to 200.
Symbol and Market
Since there are symbols that can be differentiated only by the market, a request for a given symbol may return multiple entries, one for each market. To avoid this situation a symbol can be fully qualified in the request by explicitly indicating the vendor and market as in "DTN:NYS:IBM".
Arithmetic Expressions
This operation supports arithmetic expressions in the Symbol parameter. Each arithmetic expressions needs to be prefixed with a "=" sign to differentiate from a symbol search pattern. Arithmetic expressions support the use of the common operators for multiplication, division, addition, subtraction, and exponentiation can be done using double asterisk "**".
The symbol name needs to be enclosed between apostrophes when it contains special characters that could be interpreted as arithmetic operators.
The following table shows some examples of arithmetic expressions:
| Arithmetic expression | Description |
|---|---|
| = IBM - UIS | A simple difference between two symbols. |
| = '+CL@C' - EB@1 | First symbol has an special character as part of the name and needs to be enclosed between apostrophes. |
| = 100 * ( DTN:NYS:IBM - DTN:nys:IBM ) | Fully qualified symbols for calculations between delayed and real time symbols. |
PXWeb evaluates arithmetic expressions only for the following FIDs:
| FID Number | FID Name | Notes |
|---|---|---|
| 1 | Last | Calculated from arithmetic expression. |
| 17 | Previous | Calculated from arithmetic expression. |
| 21 | TradeTime | From symbol in the arithmetic expression that has latest trade date/time. |
| 22 | TradeDate | From symbol in the arithmetic expression that has latest trade date/time. |
| 26 | Change | Calculated from arithmetic expression. |
| 79 | IssueDescription | Arithmetic expression with descriptions instead of symbols. |
Market and Vendor
For most of the cases, the Market and Vendor input fields are optional and are rarely needed to refine the request for symbols within a specific Market and/or Vendor. Only one Market and/or Vendor can be entered and they are overridden when entering a fully qualified symbol notation.
A history request for expired symbols requires the explicit specification of the market using any valid method.
These parameters are needed when the user is registered for accessing same symbol from two different sources, which in practice is not common. A user permitted to obtain quotes from DTN and other vendors, by default, will see DTN information unless explicitly sets the desired Vendor parameter to something different.
Format
Supported format codes are: XML, CSV and JSN.