AlgoDynamix API Specification


AlgoDynamix API

AlgoDynamix offers REST API for users to query their active subscriptions and the alert status in realtime. In order to use AlgoDynamix API, the user must be registered and have active subscriptions via either SaaS license or a PoC evaluation license.

The AlgoDynamix API endpoint is located at https://api.algodynamix.com/v1/. The API calls and responses are documented below. Currently, the REST API endpoint is protected by https and HTTP Basic Authentication. AlgoDynamix can also provide token authentication, private cloud hosting and on premise installations if required.

The example usages are illustrated via curl and the API call returns data in Json format.

Get PI™ subscription details - /reference/GetSubscriptions?User=user_email&AlertType=PIL

Get current active subscription detail for user. This will return a list of active subscriptions and other details for the user.

API call:

    curl -u $EMAIL:$PASSWORD "https://api.algodynamix.com/v1/reference/GetSubscriptions?User=$EMAIL&AlertType=PIL"
            

Response: (pipe it via | python -m json.tool for display formatting purposes)

                {
  "subscriptions": [{
    "symbol": "ES",
    "alertType": "PIL",
    "channel": "default",
    "classifications": [
        "Equity Index Future"
    ],
    "description": "S&P 500 INDEX DECEMBER 2016",
    "exchange": "CME"
  }, { ...
  }],
  "user": {
    "email": "john.doe@company.com",
    "fullName": "John Doe",
    "lastName": "Doe",
    "firstName": "John",
    "activeFrom": 1442016000000,
    "active": true,
    "id": {
      "id": 1234
    }
  }
}

Response Json:

subscriptions
The list of active subscriptions for the user.
symbol
Instrument symbol/identifier.
alertType
The type of Flag for this instrument.
channel
The channel where the alert will be distributed. 'default' - web, excel and api, 'email' - email alert.
classifications
Classification/type of instrument/asset class.
description
Instrument description.
exchange
The exchange (or primary exchange/trading venue).
user
The profile of the user.
firstName
The first name of user.
lastName
The last name of user.
email
Email address of user.
active
Subscription status of user.
activeFrom
The UTC timestamp denoting start date of user subscription (milliseconds since epoch).
activeTo
The UTC timestamp after which the user will become inactive (milliseconds since epoch). If not present, the user remains active indefinitely.
id
The internal user id.

Get real time PI™ flags - /pi/GetRealTimeStatus?Email=user_email

Get real time PI™ flags for user. This will return a list of real time PI flags according to the user's current active subscriptions.

API call:

                curl -u $EMAIL:$PASSWORD "https://api.algodynamix.com/v1/pi/GetRealTimeStatus?Email=$EMAIL"
                

Response: (pipe it via | python -m json.tool for display formatting purposes)

[{
  "flags": [{
    "symbol": "ES",
    "dts": 1492909200000,
    "flag": "End",
    "price": 2326.50
  }, {
    "symbol": "ES",
    "dts": 1492520400000,
    "flag": "Up",
    "price": 2365.75
  }],
  "m1Quotes": [{
    "symbol": "ES",
    "dts": 1449762780000,
    "close": 2070.5
  }, { ...
  }, {
    "symbol": "ES",
    "dts": 1449762360000,
    "close": 2070.5
  }]
},{
  ...
}]

Response Json:

flags
Latest PI flags issued for an instrument.
symbol
Instrument symbol/identifier.
dts
The timestamp of the entry in UTC (milliseconds since epoch).
flag
The type of the flag: Up or End Flag (End Flag sometimes also referred to as Down Flag).
price
Instrument price when the flag was issued.
m1quotes
5 of the latest one minute bars in descending order of dts (indicative prices!).
symbol
Instrument symbol/identifier.
dts
The timestamp of the instrument price.
close
Instrument price (typically the minute close price).