JPX Data Cloud API Specifications

Transcription

1 JPX Data Cloud API Specifications February 2015 TOKYO STOCK EXCHANGE Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 1

2 API List User Authentication API No API Name Method URL 1User Authentication API POST Data API No API Name Method URL 1Stock Daily O/H/L/C GET 2Stock Tick GET 3Stock Quote GET 4CB Daily O/H/L/C GET 5CB Tick GET 6CB Quote GET 7Index Daily O/H/L/C GET 8Index Tick GET Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 2

3 1. User Authentication API Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 3

4 API Summary No API Name Method URL 1User Authentication API POST *This API conforms to OAuth2.0. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 4

5 Request Parameters No. Parameter Name Content P1 client_id jpx-data-cloud(fixed value) P2 grant_type password (fixed value) P3 username API ID P4 password API Password *All parameters are required. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 5

6 Response Fields Result Header Response(JSON) Http Status Error error_ discription access_ token token_type expires_in scope Success 200 Fail 400 Response Element Content error error type error_discription error message access_token access_token (used for Data API) token_type bearer (fixed value) expires_in Time to expiration (seconds) scope trust (fixed value) Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 6

7 Sample The following is a sample response to a user authentication request in the case where the API ID is user. Request URL Post Parameter client_id=jpx-data-cloud grant_type=password username=user password=password123 Response { } access_token: " XXXX-XXXX-XXXX-XXXXXXXXXX" token_type: "bearer" expires_in: 899 scope: "trust" Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 7

8 Error Messages Error Message Error Type Error Cause There is no client authentication. Try adding an appropriate authentication filter. unauthorized Invalid method in request Unsupported grant type: <user selected grant_type> unsupported_ grant_type Invalid grant type in request Missing grant type invalid_request Missing grant type No client with requested id: <user-selected client id> There is no client authentication. Try adding an appropriate authentication filter. Bad credentials unauthorized unauthorized invalid_grant Invalid client id Client id is not specified Missing ID and password combination Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 8

9 2. Data API Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 9

10 API Summary No API Name Method URL 1Stock Daily O/H/L/C GET 2Stock Tick GET 3Stock Quote GET 4CB Daily O/H/L/C GET 5CB Tick GET 6CB Quote GET 7Index Daily O/H/L/C GET 8Index Tick GET This API is for data search and retrieval. Data response is returned in JSON format. There are 8 types of API by data type. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 10

11 Request Parameters No. Parameter Name Content P1 Market Exchange Code. TSE:1/ Former OSE:2 P2 P3 P4 P5 P6 Code From To Access_token Nextkey Issue Code or Index Type (set only one code) Equity:5 digits(if 4 digits, add 0 suffix.) CB:9 digits Index:4 digits Specified in yyyymmddhhmmssfff format. yyyymmdd is required. If the value is less than 17 digits, pad to left with zeros. (Value can be any of the following: yyyymmdd , yyyymmddhhmmss000 or yyyymmddhhmmssfff ) Specified in yyyymmddhhmmssfff format. yyyymmdd is required. hhmmssfff can be padded on (Value can be any of the following: yyyymmdd , yyyymmddhhmmss999 or yyyymmddhhmmssfff ) Must be sent in the Authorization request header field. Bearer authentication scheme is used. Used if previous retrieved data has nextkey. This field can be left blank in the first request. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 11

12 Parameters used in APIs Data API No. Parameter Name stock_ohlc _daily stock _tick stock _quote cb_ohlc _daily cb _tick cb _quote index _ohlc_daily index _tick P1 Market P2 Code P3 From A B B A B B A B P4 To A B B A B B A B P5 Access_tok en P6 Nextkey : required, :optional, [null]:not used A: YYYYMMDD B: YYYYMMDDHHMMSSFFF Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 12

13 Response Fields Result Processing state Data Next page Header Http Status error_ message Response(JSON) nextkey count data Success 200 Success 200 Success 200 Fail 400 Parameter error Authenticati on expired 401 Exceeded access 403 frequency Fail 500 Note In this case, reauthentication is required. Exceeded access limit per unit of time. Response Element Content error_message Error Message nextkey Nextkey count Number of data instances in this response data Table style data column:value Retrieved data Parameter Name:Value are set with comma separation. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 13

14 About Data provided by APIs Regarding each data item definition or code table, please refer to Data Specifications. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 14

15 Sample The following is a sample response to a request for TOYOTA (7203) Daily O/H/L/C price on Request URL Request Header Authorization: Bearer XXXX-XXXX-XXXX-XXXXXXXXXX Response { } "count" : 1, "data" : [{ "OPEN" : "6121", "CLASS" : "0111", "IND" : "3700", "CLOSE" : "6107", "TO" : " ", "HIGH" : "6123", "ISIN" : "JP ", "EXCH" : "01", "VOL" : " ", "FQID" : "", "FQ" : "", "DATE" : " ", "DELFL" : " ", "LOW" : "6084", "EXRFL" : " ", "FQFL" : "", "VWAP" : " ", "CODE" : "72030" } ] Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 15

16 Trial Use Each API can be tested in the trial environment without user authentication. <Trial Environment> URL Please use instead of Available Data Stock code: 7203 Daily O/H/L/C: Tick: Quote: CB code: Daily O/H/L/C : Tick: all records of Quote: all records of Index code: 0000 Daily O/H/L/C : Tick: Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 16

17 Error Messages - 1 Error Message Error Cause {0} must be set in "yyyymmdd" format yyyymmdd format is invalid or not specified. {0} format must be "yyyymmdd", "yyyymmddhhmmss", or "yyyymmddhhmmsssss" "data term from" must be older than "data term to" "data term from" and "data term to" must be the same date Exchange code must be 0, 1, 2, 3, 6, or 8 yyyymmdd format is invalid or not specified. The relationship between data term from and data term to is invalid. In the case of Quotes, data retrieval requests for more than 1 day are invalid. Exchange code is invalid. Issue code for equity must be 4 or 5 digits Issue code for equity is invalid. Issue code for CB must be 9 digits Index type must be 4 digits Exchange code or issue code is invalid Exchange code Issue code for CB is invalid. Index type is invalid. Exchange code or issue code is invalid. Exchange code Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 17

18 Error Messages - 2 Issue code data term from data term to Error Message Issue code Data term from Data term to Error Cause cannot find specified user ID specified user is not authorized to use API user authentication must be conducted exceed the number of accessible times per unit period. Please wait and try again user access information is duplicated. Please contact system administrator. user type is invalid database error has occurred. Please contact system administrator. Correct token but specified user ID cannot be found. Correct token but specified user is not authorized to use API. Correct token but user authentication has not been conducted. Exceeded the access limit per unit of time Data inconsistency Correct token but user type is invalid. API system error has occurred. Copyright 2015 Japan Exchange Group, Inc. All rights reserved. 18