New Rest Interface
ProphetX Web Services now supports a new REST and JSON based interface with a OpenAPI / Swagger specification.
The
documentation spec can be found here: OpenAPI Specification
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 in JSON or CSV.
The purpose of this site is to provide enough information to access PXWeb and some guidelines about its 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.
Connectivity
It is important to differentiate between PXWebDoc (this site) and the URLs used to access the actual ProphetX Web Services. Requests for data to PXWeb are made via HTTP GET requests to a URL with this format:
https://pxweb.dtn.com/PXWebSvc/PXServiceWeb.svc/<Operation>?UserID=username&Password=pswd&Param1=Value1&Param2=Value2...
Parameters such as UserID, Password, Symbol(s), and other are passed as standard HTTP query parameters. The operations available are listed below with links to details about parameters needed and data returned.
PXWeb also supports SOAP requests. SOAP requests are not enabled by default since the REST interface is recommended. New accounts needing to use SOAP will need to contact their sales reprsentative or PXWeb support.
Operations
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.
- GetQuoteSnap
- This operation returns a list of real time values for the requested symbols.
- 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.
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.
Examples
The code examples pages gives some examples of making requests in different programming languages and can be used as the starting point to become familiar with the service.