Subcription API Frequently Asked Questions (FAQ)

Subscription API - getFuturesByExchange
Receive all real-time or delayed, or end-of-day futures data by exchange through a single onDemand query with the get FuturesByExchange API from Barchart OnDemand.

The closing price for all commodities will be blank on an end of day permissioned feed. In the flag field, if it equals ā€œsā€ then the market is settled and the settlement is passed down in the lastPrice field.

Intraday data may be delayed by up to 20 minutes as we cache the results.

Subscription API - getEquitiesByExchange
Receive all real-time or delayed equities market data by exchange through a single onDemand query with the getEquitiesByExchangeAPI from Barchart OnDemand.

Intraday data may be delayed by up to 20 minutes as we cache the results. getEquitiesByExchange only lists equities that have traded on the day. Equities that have not traded will not be available in the query return.

Subscription API - getFuturesOptions
The getFuturesOptions API provides intraday or end-of-day options data such as strike price, closing price, expiration date, volume, volatility etc on futures contracts.

When using root = parameter, futures options will update at the below times of day:12am, 1am, 6am, 8am, 10am, and 11pm

Use contract = parameter for intraday futures options if you are permissioned for delayed data on any of the futures exchanges.

Subscription API - getEquityOptions
The getEquityOptions API from Barchart OnDemand provides intraday or end-of-day options data such as strike price, closing price, expiration date, volume and volatility, etc.

Symbology:

Example: AAPL150213P00075000

The new OCC option symbol consists of 4 parts:

  • the root symbol of the underlying stock or ETF, padded with spaces to 6 characters
  • the expiration date, 6 digits in the format yymmdd
  • option type, either P or C, for put or call
  • strike price, as the price x 1000, front padded with 0s to 8 digits
Options Symbology

Subscription API - getHistory
The getHistory API is used to request historical time series data on stocks, indexes, mutual funds, ETFs, futures, foreign exchange, or cryptocurrencies. Historical data is available as tick, minute bars or end-of-day data.

Records are limited to 1000 unless including maxRecords > 1000 parameter

If using the interval=parameter, data returned will not include the settlement/close price at the end of the market session.

Definition of Nearby and Continuous Contracts:

For Daily Nearest / Weekly Nearest / Monthly Nearest / Quarterly Nearest / Yearly Nearest: Builds a historical chart using the nearest contract. The nearest contract is the closest unexpired contract for the underlying commodity, where every chart bar represents the front month at that point in history.

For Daily Continue / Weekly Continue / Monthly Continue / Quarterly Continue / Yearly Continue: Builds a historical chart using the same month specified for the original contract. For example, if the symbol is ZSX13 (Soybeans November 2013), the chart is built using all previous November contracts for Soybeans (ZSX13, ZSX12, ZSX11, ZSX10 etc).

Subscription API - getSECFilings
Barchart OnDemand's getSECFilings API provides access to quarterly, annual and other required regulatory/SEC filings for U.S. publicly traded companies based on symbol.

Records are automatically limited to 20 enteries unless you include maxRecords parameter:

http://ondemand.websol.barchart.com/getSECFilings.xml?apikey=YOUR_API_KEY&symbols=AAPL&filingType=Allex&startDate=2016-01-05&maxRecords=100

Subscription API - getFuturesSpecifications
Barchart OnDemand's getFuturesSpecifications API provides contract information such as trading hours, contract size and tick size for futures contracts.

Margin field shows two values:

First value is initial margin value; Second is maintenance margin value.