x-generator: NSwag v14.7.1.0 (NJsonSchema v11.6.1.0 (Newtonsoft.Json v13.0.0.0)) openapi: 3.0.0 info: title: Instrument Market Data API description: >- An API that provides endpoints for retrieving market data for Structured Products issued by Vontobel. contact: name: Support @ SPP Markets email: marketssupport@vontobel.com version: 1.13.62 servers: - url: https://spp-product-market-data.api.vontobel.com paths: /v1/products/bulk: post: tags: - Products (v1) summary: >- Processes a bulk request, handling multiple individual requests in a single operation. operationId: post_v1_products_bulk requestBody: x-name: request description: >- The bulk request containing multiple individual requests to be processed. content: application/json: schema: $ref: '#/components/schemas/BulkProductMarketDataRequest' required: true x-position: 1 responses: '200': description: A response containing the result of processing the bulk requests. content: application/json: schema: $ref: '#/components/schemas/BulkProductMarketDataResponse' '400': description: Bad Request content: application/problem+json: schema: $ref: '#/components/schemas/ValidationProblemDetails' '401': description: Unauthorized content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '403': description: Forbidden content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '500': description: Internal Server Error content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' /v1/products/{isin}/prices/intraday: get: tags: - Products (v1) summary: Get intraday prices for a product operationId: get_v1_products_isin_prices_intraday parameters: - name: isin in: path required: true description: >- The International Securities Identification Number (ISIN) for the product. This unique identifier is used to request intraday prices for the specified product. schema: type: string x-position: 1 - name: interval in: query description: >- The time interval between consecutive data points. This could be, for example, 5 minutes, or any other supported interval. (Optional - Defaults to Minute_5 if not provided). schema: $ref: '#/components/schemas/WindowInterval' x-position: 2 - name: dateFrom in: query description: >- The start date and time for the intraday price data query. Only data from this date and time onwards will be included. (Optional - Defaults to earliest available intraday price if not provided). schema: type: string format: date-time nullable: true x-position: 3 - name: dateTo in: query description: >- The end date and time for the intraday price data query. Only data up to this date and time will be included. (Optional - Defaults to UTC now if not provided). schema: type: string format: date-time nullable: true x-position: 4 - name: fields in: query description: >- The list of specific data fields to be retrieved (e.g., Open, High, Low, Close). If not provided, all default fields will be returned. (Optional - Defaults to Close if not provided). schema: $ref: '#/components/schemas/ProductIntradayPriceField' x-position: 5 responses: '200': description: '' content: application/json: schema: $ref: '#/components/schemas/ProductIntradayPriceResponse' '400': description: Bad Request content: application/problem+json: schema: $ref: '#/components/schemas/ValidationProblemDetails' '401': description: Unauthorized content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '403': description: Forbidden content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '404': description: Not Found content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '500': description: Internal Server Error content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' security: - 3ScaleExternal: [] /v1/products/{isin}/prices/daily: get: tags: - Products (v1) summary: Get daily prices for a product operationId: get_v1_products_isin_prices_daily parameters: - name: isin in: path required: true description: >- The International Securities Identification Number (ISIN) for the product. This unique identifier is used to request daily prices for the specified product. schema: type: string x-position: 1 - name: dateFrom in: query description: >- The start date for the daily price data query. Only data from this date onwards will be included. (Optional - Defaults to earliest available daily price if not provided). schema: type: string format: date nullable: true x-position: 2 - name: dateTo in: query description: >- The end date for the daily price data query. Only data up to this date will be included. (Optional - Defaults to UTC today if not provided). schema: type: string format: date nullable: true x-position: 3 - name: fields in: query description: >- The list of specific data fields to be retrieved (e.g., Open, High, Low, Close). If not provided, all default fields will be returned. (Optional - Defaults to Close if not provided). schema: $ref: '#/components/schemas/ProductDailyPriceField' x-position: 4 - name: orderByAscending in: query description: >- Order prices by date in ascending order if true, descending if false. (Optional - Defaults to false if not provided). schema: type: boolean default: false x-position: 5 - name: count in: query description: >- Limit the number of prices returned. (Optional - Defaults to null if not provided, all prices matching filters are returned). schema: type: integer format: int32 nullable: true x-position: 6 responses: '200': description: '' content: application/json: schema: $ref: '#/components/schemas/ProductDailyPriceResponse' '400': description: Bad Request content: application/problem+json: schema: $ref: '#/components/schemas/ValidationProblemDetails' '401': description: Unauthorized content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '403': description: Forbidden content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '404': description: Not Found content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '500': description: Internal Server Error content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' security: - 3ScaleExternal: [] /v1/products/{isin}/prices/overview: get: tags: - Products (v1) summary: Get the latest price overview for a product operationId: get_v1_products_isin_prices_overview parameters: - name: isin in: path required: true description: >- The International Securities Identification Number (ISIN) for the product. This unique identifier is used to request the price overview for the specified product. schema: type: string x-position: 1 - name: fields in: query style: form explode: true description: >- The list of specific data fields to be retrieved (e.g., LastOpen, LastHigh, LastLow, LastClose). If not provided, all default fields will be returned. schema: type: array items: $ref: '#/components/schemas/ProductPriceOverviewField' x-position: 2 responses: '200': description: '' content: application/json: schema: $ref: '#/components/schemas/ProductPriceOverviewResponse' '400': description: Bad Request content: application/problem+json: schema: $ref: '#/components/schemas/ValidationProblemDetails' '401': description: Unauthorized content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '403': description: Forbidden content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '404': description: Not Found content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' '500': description: Internal Server Error content: application/problem+json: schema: $ref: '#/components/schemas/ProblemDetails' security: - 3ScaleExternal: [] components: schemas: ValidationProblemDetails: allOf: - $ref: '#/components/schemas/HttpValidationProblemDetails' - type: object additionalProperties: nullable: true properties: errors: type: object additionalProperties: type: array items: type: string HttpValidationProblemDetails: allOf: - $ref: '#/components/schemas/ProblemDetails' - type: object additionalProperties: nullable: true properties: errors: type: object additionalProperties: type: array items: type: string ProblemDetails: type: object additionalProperties: nullable: true properties: type: type: string nullable: true title: type: string nullable: true status: type: integer format: int32 nullable: true detail: type: string nullable: true instance: type: string nullable: true BulkProductMarketDataResponse: type: object description: The response to a bulk request. additionalProperties: false properties: errors: type: boolean description: >- If `true`, one or more of the operations in the bulk request did not complete successfully. items: type: array description: >- The result of each operation in the bulk request, in the order they were submitted. items: $ref: '#/components/schemas/BulkProductMarketDataResponseItem' BulkProductMarketDataResponseItem: type: object description: The result of a single operation in a bulk request. additionalProperties: false properties: responseIdentifier: description: >- The identifier for the response, uniquely identifying the operation within the bulk request. oneOf: - $ref: '#/components/schemas/ProductMarketDataResponseIdentifier' response: description: >- The successful response for the request, or null if there was an error. nullable: true oneOf: - $ref: '#/components/schemas/ProductMarketDataResponse' errorResponse: description: >- Details about an error if the request failed, or null if the request was successful. nullable: true oneOf: - $ref: '#/components/schemas/ProblemDetails' ProductMarketDataResponseIdentifier: type: object additionalProperties: false properties: isin: type: string ProductMarketDataResponse: type: object discriminator: propertyName: $type mapping: ProductIntradayPriceResponse: '#/components/schemas/ProductIntradayPriceResponse' ProductDailyPriceResponse: '#/components/schemas/ProductDailyPriceResponse' ProductPriceOverviewResponse: '#/components/schemas/ProductPriceOverviewResponse' x-abstract: true additionalProperties: false required: - $type properties: $type: type: string ProductIntradayPriceResponse: allOf: - $ref: '#/components/schemas/ProductMarketDataResponse' - type: object additionalProperties: false properties: prices: type: array items: $ref: '#/components/schemas/ProductIntradayPrice' ProductIntradayPrice: type: object additionalProperties: false properties: windowOpenTimestamp: type: string format: date-time windowCloseTimestamp: type: string format: date-time open: type: number format: decimal nullable: true high: type: number format: decimal nullable: true low: type: number format: decimal nullable: true close: type: number format: decimal nullable: true bid: type: number format: decimal nullable: true bidSize: type: number format: decimal nullable: true ask: type: number format: decimal nullable: true askSize: type: number format: decimal nullable: true ProductDailyPriceResponse: allOf: - $ref: '#/components/schemas/ProductMarketDataResponse' - type: object additionalProperties: false properties: prices: type: array items: $ref: '#/components/schemas/ProductDailyPrice' ProductDailyPrice: type: object additionalProperties: false properties: date: type: string format: date windowOpenTimestamp: type: string format: date-time nullable: true windowCloseTimestamp: type: string format: date-time nullable: true open: type: number format: decimal nullable: true high: type: number format: decimal nullable: true low: type: number format: decimal nullable: true close: type: number format: decimal nullable: true closeMethod: nullable: true oneOf: - $ref: '#/components/schemas/ProductPriceCloseMethod' bid: type: number format: decimal nullable: true bidSize: type: number format: decimal nullable: true ask: type: number format: decimal nullable: true askSize: type: number format: decimal nullable: true accruedInterest: type: number format: decimal nullable: true ProductPriceCloseMethod: type: string description: '' x-enumNames: - Last - Close - Valuation enum: - Last - Close - Valuation ProductPriceOverviewResponse: allOf: - $ref: '#/components/schemas/ProductMarketDataResponse' - type: object additionalProperties: false properties: lastPrice: description: The last quoted price of the product. nullable: true oneOf: - $ref: '#/components/schemas/ProductPrice' lastOpen: type: number description: The last opening price of the product. format: decimal nullable: true lastOpenObservedAtTimestamp: type: string description: The timestamp when the last opening price was observed. format: date-time nullable: true lastDayHigh: type: number description: The highest price of the product for the most recent day. format: decimal nullable: true lastDayHighObservedAtTimestamp: type: string description: The timestamp when the last highest price was observed. format: date-time nullable: true lastDayLow: type: number description: The lowest price of the product for the most recent day. format: decimal nullable: true lastDayLowObservedAtTimestamp: type: string description: The timestamp when the last lowest price was observed. format: date-time nullable: true lastClose: type: number description: The last closing price of the product format: decimal nullable: true lastCloseObservedAtTimestamp: type: string description: The timestamp when the last closing price was observed. format: date-time nullable: true lastCloseMethod: description: >- The method used to determine the last closing price of the product. nullable: true oneOf: - $ref: '#/components/schemas/ProductPriceCloseMethod' dailyPerformanceBasePrice: type: number description: >- The base price used for calculating daily performance of the product. format: decimal nullable: true dailyPerformanceBasePriceObservedAtTimestamp: type: string description: >- The timestamp when the daily performance base price was observed. format: date-time nullable: true ytdPerformanceBasePrice: type: number description: >- The base price used for calculating year-to-date (YTD) performance of the product. format: decimal nullable: true ytdPerformanceBasePriceObservedAtTimestamp: type: string description: >- The timestamp when the year-to-date (YTD) performance base price was observed. format: date-time nullable: true lastAccruedInterest: type: number description: The last accrued interest value for the product. format: decimal nullable: true lastAccruedInterestObservedAtTimestamp: type: string description: The timestamp when the last accrued interest was observed. format: date-time nullable: true ProductPrice: type: object description: |- Represents the quoted price of a product at a specific point in time, including bid/ask prices and their respective sizes. additionalProperties: false properties: bid: type: number description: >- The bid price, representing the highest price a buyer is willing to pay. format: decimal nullable: true bidSize: type: number description: The size or quantity available at the bid price. format: decimal nullable: true ask: type: number description: >- The ask price, representing the lowest price a seller is willing to accept. format: decimal nullable: true askSize: type: number description: The size or quantity available at the ask price. format: decimal nullable: true isQuotingPulled: type: boolean description: Indicates whether quoting is inactive (pulled) nullable: true observedAtTimestamp: type: string description: The timestamp when this price information was observed. format: date-time nullable: true BulkProductMarketDataRequest: type: object description: A bulk request containing multiple individual requests. additionalProperties: false properties: items: type: array description: >- A list of individual product market data requests to be processed as part of the bulk operation. items: $ref: '#/components/schemas/ProductMarketDataRequest' ProductMarketDataRequest: type: object discriminator: propertyName: $type mapping: ProductIntradayPriceRequest: '#/components/schemas/ProductIntradayPriceRequest' ProductDailyPriceRequest: '#/components/schemas/ProductDailyPriceRequest' ProductPriceOverviewRequest: '#/components/schemas/ProductPriceOverviewRequest' x-abstract: true additionalProperties: false required: - $type properties: isin: type: string $type: type: string ProductIntradayPriceRequest: allOf: - $ref: '#/components/schemas/ProductMarketDataRequest' - type: object description: Get intraday prices for a product additionalProperties: false properties: interval: description: >- The time interval between consecutive data points. This could be, for example, 5 minutes, or any other supported interval. (Optional - Defaults to Minute_5 if not provided). oneOf: - $ref: '#/components/schemas/WindowInterval' dateFrom: type: string description: >- The start date and time for the intraday price data query. Only data from this date and time onwards will be included. (Optional - Defaults to earliest available intraday price if not provided). format: date-time nullable: true dateTo: type: string description: >- The end date and time for the intraday price data query. Only data up to this date and time will be included. (Optional - Defaults to UTC now if not provided). format: date-time nullable: true fields: description: >- The list of specific data fields to be retrieved (e.g., Open, High, Low, Close). If not provided, all default fields will be returned. (Optional - Defaults to Close if not provided). oneOf: - $ref: '#/components/schemas/ProductIntradayPriceField' WindowInterval: type: string description: Represents different time intervals for windowed operations. x-enumNames: - Minute_5 - Hour_1 enum: - Minute_5 - Hour_1 ProductIntradayPriceField: type: string description: '' x-enumNames: - Close - OHLC - BidAsk enum: - Close - OHLC - BidAsk ProductDailyPriceRequest: allOf: - $ref: '#/components/schemas/ProductMarketDataRequest' - type: object description: Get daily prices for a product additionalProperties: false properties: dateFrom: type: string description: >- The start date for the daily price data query. Only data from this date onwards will be included. (Optional - Defaults to earliest available daily price if not provided). format: date nullable: true dateTo: type: string description: >- The end date for the daily price data query. Only data up to this date will be included. (Optional - Defaults to UTC today if not provided). format: date nullable: true fields: description: >- The list of specific data fields to be retrieved (e.g., Open, High, Low, Close). If not provided, all default fields will be returned. (Optional - Defaults to Close if not provided). oneOf: - $ref: '#/components/schemas/ProductDailyPriceField' orderByAscending: type: boolean description: >- Order prices by date in ascending order if true, descending if false. (Optional - Defaults to false if not provided). count: type: integer description: >- Limit the number of prices returned. (Optional - Defaults to null if not provided, all prices matching filters are returned). format: int32 nullable: true ProductDailyPriceField: type: string description: '' x-enumNames: - Close - CloseAccruedInterest - OHLC - LastBidAsk - LastBidAskAccruedInterest enum: - Close - CloseAccruedInterest - OHLC - LastBidAsk - LastBidAskAccruedInterest ProductPriceOverviewRequest: allOf: - $ref: '#/components/schemas/ProductMarketDataRequest' - type: object description: Get the latest price overview for a product additionalProperties: false properties: fields: type: array description: >- The list of specific data fields to be retrieved (e.g., LastOpen, LastHigh, LastLow, LastClose). If not provided, all default fields will be returned. items: $ref: '#/components/schemas/ProductPriceOverviewField' ProductPriceOverviewField: type: string description: Specifies the different price overview fields available for a product. x-enumNames: - LastPrice - LastOpen - LastHigh - LastLow - LastClose - DailyPerformanceBasePrice - YTDPerformanceBasePrice - LastAccruedInterest enum: - LastPrice - LastOpen - LastHigh - LastLow - LastClose - DailyPerformanceBasePrice - YTDPerformanceBasePrice - LastAccruedInterest securitySchemes: 3ScaleExternal: type: oauth2 description: Authentication using 3Scale API IDP flows: clientCredentials: tokenUrl: >- https://api-sso.vontobel.com/auth/realms/ext-api/protocol/openid-connect/token scopes: openid: OpenId security: - 3ScaleExternal: []