Barchart Market Data Solutions » Web Services » Instrument Definition Service

Overview

An instrument definition service is available to developers to obtain meta data for ddfplus symbols.
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Historical Data
Instrument Definitions
Event Queries
An instrument definition service is available to developers to obtain meta data for ddfplus symbols.
The base url for this service is http://extras.ddfplus.com/instruments/ and there are three query modes:
The result sets are the same, except that there is a "lookup" attribute in the lookup mode which replays the requested symbol.
<'?xml version="1.0" encoding="ISO-8859-1" standalone="yes"?>
<instruments status="200" count="3418">
<instrument lookup="A" status="200" guid="A" id="1003400" symbol_realtime="A" symbol_ddf="A" symbol_historical="A" symbol_description="Agilent Technologies" symbol_cfi="EXXXXX" exchange="XNYS" exchange_channel="NYSE" exchange_description="New York Stock Exchange" exchange_ddf="N" time_zone_ddf="America/New_York" tick_increment="1" unit_code="2" base_code="A" point_value="1"/>
<instrument lookup="E6H3" status="200" guid="E6H2013" id="97283507" symbol_realtime="E6H2013" symbol_ddf="E6H3" symbol_historical="E6H13" symbol_description="Euro FX" symbol_expire="2013-03-18T23:59:59-05:00" symbol_ddf_expire_month="H" symbol_ddf_expire_year="3" symbol_cfi="FXXXXX" exchange="XIMM" exchange_channel="IMM" exchange_description="CMEGroup CME" exchange_ddf="M" time_zone_ddf="America/Chicago" tick_increment="10" base_code="D" unit_code="5" point_value="125000"/>
</instruments>
The attributes are:
  • guid - The ddfplus globally unique identifier. Currently, this is almost always the same as the symbol.
  • symbol_ddf - The ddfplus symbol. This is almost always the same the exchange symbol.
  • symbol_historical - The symbol (usually the same as symbol_ddf) to use for historical data queries.
  • symbol_ddf_expire_month - For symbols that expire, such as futures and options contracts, the expiration month.
  • symbol_description - A descriptive name for this symbol.
  • symbol_expire - For symbols that expire, such as futures and options contracts, the expiration date.
  • symbol_cfi - The symbol's Classification of Financial Instruments code. Click for more information on ISO 10962.
  • exchange - The exchage's Market Identification Code.
  • exchange_channel - The ddfplus long exchange code
  • exchange_description - A descriptive name for the exchange
  • exchange_ddf - The single character ddfplus exchange code
  • time_zone_ddf - The timezone the instrument is quoted in
  • tick_increment - The number of units that make up one tick. For example, U.S. equities are quotes in decimals, and tick in decimals, and can go up +/- .01. So the tick increment is 1. But the e-mini S&P futures contract, though quoted in decimals, goes up in .25 increments, so the tick increment is 25.
  • base_code - The ddfplus base code
  • unit_code - The corresponding unit code
  • point_value - The Dollar (or Euro, Yen, etc.) denominated value of one point. For example, COMEX Gold trades at 100 oz / contract, so the value of 1 unit is $100.