Algohouse API Demonstration

The result will contain columns:

• exchange name
• instrument name
• instrument type
• base currency
• quote currency
• number of decimals in price
• the flag indicating the presence of trade records
• the flag indicating the presence of order book records
• the flag indicating the presence of futures records
• the flag indicating the presence of other quote records

The result will contain columns:

• timestamp (unix milliseconds)
• buy/sell indicator
• price
• quantity

The result will contain columns:

• timestamp (unix milliseconds)
• buy/sell (side) indicator
• orderbook delta or snapshot
• (optional) "R" (reset) indicator meaning that this record indicates full (non-incremental) snapshot, otherwise incremental delta

The result will contain columns:

• timestamp (unix milliseconds) rounded to the aggregation period
• open price in period
• high price in period
• low price in period
• closing price in period
• volume traded in period
• count of records in underlying table in period
• volume weighted average price for the period

The result will contain columns:

• timestamp (unix milliseconds)
• exchange
• instrument name
• buy/sell indicator
• price
• quantity

The result will contain columns:

• timestamp (unix milliseconds)
• Instrument_Name (full instrument name e.g. BTC-24FEB23-14000-P: p=put, 14000=price, 24FEB23=expiration date)
• Underlying_price
• Settlement_price
• Open_interest
• Min_price
• Max_price
• Mark_price
• Mark_iv
• Last_price
• Interest_rate
• Index_price
• Greek_vega
• Greek_theta
• Greek_rho
• Greek_gamma
• Greek_delta
• Estimated_delivery_price
• Bid_iv
• Best_bid_amount
• Best_bid_price
• Ask_iv
• Best_ask_amount
• Best_ask_price
• Volume_24h

The result will contain columns:

• record indicator: "$" for orderbook delta/snapshot, "#" for comment
• timestamp (unix milliseconds)
• instrument name
• buy/sell (side) indicator
• orderbook delta or snapshot
• optional "R" (reset) indicator. If it is specified, previous field contains snapshot, instead of delta. You may reset your orderbooks to this value

The result will contain columns:

• record indicator: "!" for trade, "#" for comment
• timestamp (unix milliseconds)
• instrument name
• buy/sell (side) indicator
• price
• quantity