Specification of API Endpoint¶
Overview¶
API specification is a collection of data catalog of endpoints that served by the Spectrum project.
Endpoint¶
Group: Trade¶
Group Element: Trade Information¶
GET/quote
Description:
Overview: Historical trade of securities.
Security Type Coverage: Stock, Index, Derivative, Fund Certificate
Component:
| Handler | Value |
|---|---|
| Pagination | true |
| Authentication | true |
| Authentication Style | Header, Bearer |
Parameters:
| Param | Mandatory | Required |
|---|---|---|
| ticker | [A-Z0-9]{3,100} | false |
| from_date | YYYYMMDD | false |
| to_date | YYYYMMDD | false |
| offset | int[>0] | false |
| limit | int[>0] | false |
Properties:
| Field | Type | Description |
|---|---|---|
| ticker | str | The security symbol |
| date | str | The trade date |
| open | float | The open price |
| high | float | The high price |
| low | float | The low price |
| close | float | The close price |
| volume | bigint | The total trade volume (in security) |
Group Element: Market Trading result¶
GET/trade/market/result
Description:
Overview: Historical trade of securities.
Coverage: Index (Main index: VNIndex, HNXIndex, UPCOMIndex, VN30, HNX30)
Component:
| Handler | Value |
|---|---|
| Pagination | true |
| Authentication | true |
| Authentication Style | Header, Bearer |
Parameters:
| Param | Mandatory | Required |
|---|---|---|
| code | [A-Z0-9]{3,100} | false |
| from_date | YYYYMMDD | false |
| to_date | YYYYMMDD | false |
| offset | int[>0] | false |
| limit | int[>0] | false |
Properties:
| Field | Type | Description |
|---|---|---|
| code | str | The index symbol |
| date | str | The trade date |
| open | float | The open price |
| high | float | The high price |
| low | float | The low price |
| close | float | The close price |
| volume | bigint | The total trade volume (in security) |
Group Element: Foreign Trade¶
GET/trade/foreign
Description:
Overview: Historical trade of securities of foreign.
Coverage: Stock
(Cổ phiếu và chứng chỉ quỹ) Tổng khối lượng mua khớp lệnh/ thỏa thuận, tổng giá trị giao dịch mua khớp lệnh/ thỏa thuận, tổng room nước ngoài, khối lượng còn lại nước ngoài được phép mua, tỷ lệ sở hữu hiện tại của nước ngoài
Buy volume Buy value (VND) Sell volume Sell value (VND) Current room
Component:
| Handler | Value |
|---|---|
| Pagination | true |
| Authentication | true |
| Authentication Style | Header, Bearer |
Parameters:
| Param | Mandatory | Required |
|---|---|---|
| ticker | [A-Z0-9]{3,100} | false |
| from_date | YYYYMMDD | false |
| to_date | YYYYMMDD | false |
| offset | int[>0] | false |
| limit | int[>0] | false |
Properties:
| Field | Type | Description |
|---|---|---|
| ticker | str | The security symbol |
| date | str | The trade date |
| open | float | The open price |
| high | float | The high price |
| low | float | The low price |
| close | float | The close price |
| volume | bigint | The total trade volume (in security) |
Group Element: Technical Analysis¶
Vẽ chồng biểu đồ BollingerBand | ParabolicSAR Chỉ báo khối lượng A/D line | OBV | VMA Chỉ báo xu hướng EMA | SMA | ADX | ADXR | LinearRegression | MACD | Zigzag Chỉ báo xung lượng CCI | CMO | Momentum | MFI | ROC | RSI | Stochastic(Fast) | Stochastic(Low) | William's %R Chỉ báo cung cầu Foreign Buy Volumn | Foreign Sell Volumn | Average Buy Order | Average Sell Order | Buy On Sell Ratio | Buy On Sell Volumn Ratio | Buy On Sell Order Ratio Chỉ báo đặc biệt Average RSI | Average Momentum | Average MFI | Average ROC | Average CMO
Group Element: Trade Flow¶
GET/trade/flow
Description:
Overview: Historical trade flow of securities.
Coverage: Security, Sector, Index
Component:
| Handler | Value |
|---|---|
| Pagination | true |
| Authentication | true |
| Authentication Style | Header, Bearer |
Group: Profile¶
Profile of securities
Dữ liệu cơ bản (_): Giá mở/ đóng cửa, cao/ thấp nhất, trần/ sàn, giá đóng cửa phiên trước, giá cuối cùng, giá trung bình, thay đổi giá, tổng KLGD khớp lệnh/ thỏa thuận, tổng GTGD khớp lệnh/ thỏa thuận, vốn hóa thị trường, khối lượng cổ phiếu niêm yết, khối lượng cổ phiếu đang lưu hành Dữ liệu nâng cao: Tỷ lệ điều chỉnh giá, giá đóng cửa thấp nhất 52 tuần, giá đóng cửa cao nhất 52 tuần, khối lượng khớp lệnh trung bình 52 tuần, P/E, EPS, FEPS, BVPS, P/B
Dashboard Return - Standard Deviation
Get Ticker Adjustment of a ticker in a period of time
Group Element: Securities Profile¶
Endpoint: detail/{ticker}
HTTP Method: GET
Authentication: Yes
Authentication Method: Bearer
Group Element: Peer companies¶
Path: /Related Stocks
Group Element: Securities Adjustment¶
Get Ticker Adjustment at day D
/adjustments?start=20200603&end=20200603&limit=10
Group: Index¶
Group Element: Index profile¶
Group Element: Index constituent¶
Group: Asset Performance¶
POST/performance
Group: Fundamental¶
Group Element: Financial-As-Reported¶
GET /fundamental/as/reported/
Báo cáo tài chính - Financial Statement Các bảng báo cáo tài chính: Cân đối kế toán, Kết quả kinh doanh, Lưu chuyển tiền tệ trực tiếp và Lưu chuyển tiền tệ gián tiếp Trạng thái báo cáo tài chính: Đơn lẻ/ Hợp nhất/ Công ty mẹ; Kiểm toán/ Soát xét/ Chưa soát xét; Quý/Năm/Lũy kế Loại hình báo cáo tài chính: Công ty cổ phần thường, ngân hàng, bảo hiểm, chứng khoán
1 Báo cáo tài chính - Financial Statement Các bảng báo cáo tài chính: Cân đối kế toán, Kết quả kinh doanh, Lưu chuyển tiền tệ trực tiếp và Lưu chuyển tiền tệ gián tiếp Trạng thái báo cáo tài chính: Đơn lẻ/ Hợp nhất/ Công ty mẹ; Kiểm toán/ Soát xét/ Chưa soát xét; Quý/Năm/Lũy kế Loại hình báo cáo tài chính: Công ty cổ phần thường, ngân hàng, bảo hiểm, chứng khoán
2 Chỉ số tài chính - Financial Ratios Công ty cổ phần thường, chứng khoán, bảo hiểm: Nhóm chỉ số định giá, nhóm chỉ số sinh lợi, nhóm chỉ số tăng trưởng, nhóm chỉ số thanh khoản, nhóm chỉ số hiệu quả hoạt động, nhóm chỉ số đòn bẩy tài chính, nhóm chỉ số dòng tiền, cơ cấu chi phí, cơ cấu tài sản ngắn hạn, cơ cấu tài sản dài hạn Ngân hàng: Nhóm chỉ số định giá, nhóm chỉ số sinh lợi, nhóm chỉ số tăng trưởng, nhóm chỉ số thanh khoản, chất lượng tài sản
Path: /Financial Health
Path: /Podcast Episodes
Data Elements
-
Signal
-
Market Depth
FilingSummary Properties Name Type Description id str The Intrinio ID of the Filing
filing_date date The date when the filing was submitted to the SEC by the company
accepted_date datetime The date and time when the filing was accepted by SEC
period_end_date date The ending date of the fiscal period for the filing
report_type str The filing report type
sec_unique_id str A unique identifier for the filing provided by the SEC
filing_url str The URL to the filing page on the SEC site
report_url str The URL to the actual report on the SEC site
instance_url str The URL for the XBRL filing for the report
Group Element: Valuation¶
Path: /Valuation
Group: News¶
-
Sentiment
-
Index
-
News of companies
GET/
(Chứng khoán, Doanh nghiệp, Bất động sản, Hàng hóa, Tài chính, Vĩ mô, Kinh tế - Đầu tư, Thế giới, Đông Dương, Tài chính cá nhân, Nhận định – Phân tích) Công bố thông tin từ HOSE/HNX Tin bài từ báo Fili.vn Tin bài từ các cơ quan báo chí khác (*)
Group: Market Analysis¶
Group Element: Gainers¶
Group Element: Losers¶
Group Element: Contributors of Index¶
GET /index/contributor/{date}
Group Element: Market movement¶
Group Element: News on stocks (focus VN30)¶
Daily Component¶
Heatmap¶
Group: Trading¶
-
Trading Actions
-
Suggestion Metadata and Market Insight.
Path: /Return vs. S&P
Group: Search engine¶
-
services:
-
Seach Ma co phieu - Search Engine.
Group: Economics¶
Economics
– CALENDAR – Date Organizer • Event Location Sept. 3-5 KNect365 • FundForum Asia Hong Kong Sept. 6-7 IMN • Total Alts San Francisco Sept. 10 Markets Group • Benelux Institutional Forum Amsterdam Sept. 11 Eagle Alpha • Alternative Data: Access & Alpha Hong Kong Sept. 12 Markets Group • Great Plains Institutional Forum Minneapolis Sept. 12 AIMA • Australia Annual Forum Sydney Sept. 12 RavenPack • Generation AI — The New Data-Driven Investor New York Sept. 12-13 CTA Expo • Emerging Manager Forum Chicago Sept. 17 Catalyst • L/S Equity Fund Investing New York Sept. 18 Markets Group • ALTSSV Mountain View, California Sept. 20 Markets Group • Southwest Institutional Forum Santa Fe, New Mexico Sept. 24-26 KNect365 • QuantMinds Americas Boston Sept. 25-26 KNect365 • UCITS & AIFMD London Sept. 26-27 BattleFin • Alternative Data Discovery Day London Sept. 26-28 Context Summits • West 2018 Dana Point, California Sept. 27 HFA • Fall Rooftop Social New York DISCLAIMER: The information on this page was compiled by Bloomberg from multiple sources, public and private, and is deemed to be accurate, but not definitive or exhaustive. Questions about events should be addressed to the event organizer.
Group: Reference¶
Group Element: Countries¶
Description:The reference for countries in the market
GET/reference/countries
| Attribute | Metadata |
|---|---|
| Description | Get list of countries |
| Method | GET |
| Authentication | Yes |
Reference to: Rest Counries
Fields
In this table you can find the fields of the different API versions, extra information and sources.
| Field | Description |
|---|---|
| alpha2Code / cca2 | ISO 3166-1 alpha-2 two-letter country codes |
| alpha3Code / cca3 | ISO 3166-1 alpha-3 three-letter country codes |
| altSpellings | Alternate spellings of the country name |
| area | Geographical size |
| borders | Border countries |
| callingCodes / idd | International dialing codes |
| capital | Capital cities |
| capitalInfo > latlng | Capital latitude and longitude |
| car > signs | Car distinguised (oval) signs |
| car > side | Car driving side |
| cioc | Code of the International Olympic Committee |
| coatOfArms | MainFacts.com links to svg and png images |
| continents | List of continents the country is on |
| currencies | List of all currencies |
| demonym | Inhabitants of the country |
| demonyms (m/f) | Genderized inhabitants of the country |
| independent | ISO 3166-1 independence status (the country is considered a sovereign state) |
| fifa | FIFA code |
| flag | v2: Link to the svg flag on Flagpedia, v3: flag emoji |
| flags | Flagpedia links to svg and png flags |
| gini | Worldbank Gini index |
| languages | List of official languages |
| latlng | Latitude and longitude |
| maps | Link to Google maps and Open Street maps |
| name | Country name |
| name > official/common | Official and common country name |
| nativeName | Native country name |
| nativeName > official/common | Official and common native country name |
| numericCode / ccn3 | ISO 3166-1 numeric code (UN M49) |
| population | Country population |
| postalCodes > format/regex | Country postal codes |
| region | UN demographic regions |
| regionalBlocs | |
| startOfWeek | Day of the start of week (Sunday/Monday) |
| status | ISO 3166-1 assignment status |
| subregion | UN demographic subregions |
| timezones | Timezones |
| translations | List of country name translations |
| unMember | UN Member status |
GET/reference/countries/country/{iso_2_code}
| Attribute | Metadata |
|---|---|
| Description | Get detail country by ISO 2 code |
| Method | GET |
| Authentication | Yes |
GET/reference/countries/country/{iso_3_code}
| Attribute | Metadata |
|---|---|
| Description | Get detail country by ISO 3 code |
| Method | GET |
| Authentication | Yes |
GET/reference/countries/region/{region}
| Attribute | Metadata |
|---|---|
| Description | Get countries by region |
| Method | GET |
| Authentication | Yes |
Group Element: Asset Information¶
GET/reference/asset/classification
MARKETS
Commodities Cryptocurrency Derivatives Emerging Markets Equities Fixed Income Foreign Exchange Indices
Group Element: Settlement Closing¶
GET/reference/settlement
| Attribute | Metadata |
|---|---|
| Description | Những ngày đóng/mở giao dịch của hệ thống. |
| Method | GET |
| Authentication | Yes |
Group Element: GICS¶
GET/reference/gics/search
| Attribute | Metadata |
|---|---|
| Description | GICS for ticker: Mỗi mã cổ phiếu -> phân ngành -> (thời gian) -> Mã phân ngành |
| Method | GET |
| Authentication | Yes |
Group Element: VAC¶
GET/reference/vac/search
| Attribute | Metadata |
|---|---|
| Description | VAC Vietnam Accounting Chart. |
| Method | GET |
| Authentication | Yes |
Group Element: MIC¶
GET/reference/mic
| Attribute | Metadata |
|---|---|
| Description | VAC Vietnam Accounting Chart. |
| Method | GET |
| Authentication | Yes |
Produced by ISO 10383 RA Page 1 ISO 10383 Market Identifier Codes - Release 2.0 Factsheet
SWIFT, as ISO 10383 Registration Authority, has enhanced the format and set of MIC data published at www.iso10383.org. The new format has been defined based on user requirements, it will be produced and published as of the November 2021 release. The main purpose is to facilitate the automation of the file processing by the users. Both formats of MIC data will co-exist for a period of 12 months ending in October 2022. MIC data users are requested to update their systems to the new format to benefit from the enriched content and from the automation capabilities at the latest by31 October 2022 when the current file formats will be decommissioned 2 Modifications of the new structure of the MIC data set 2.1 Modifications applied to the new data format file(s)
- 1 single tab containing all the MICs (active, modified and deleted);
- Introduction of ISO 8601 date format (YYYYMMDD) and removal of text date formats
- Addition of market category, Legal Entity Identifier (LEI); expiry date; legal entity name in dedicated fields
- Renaming of status date to last update date. 2.2 Further planned modifications (at the end of the coexistence period)
- Status naming will be updated in the new data structure format file at the end of the co-existence period: from active, modified, deleted to active, updated, expired
2.3 Available file formats The new data format of the MIC release are publicly available on the website in the following file formats:
- Portable Document Format (PDF);
- Microsoft Excel (XLSX);
- Comma-separated values (CSV) in Universal Transformation Format-8 (UTF-8 - character encoding);
- Extensible markup language (XML) with related XML Schema Definition (XSD). 2.4 Field descriptions Produced by ISO 10383 RA Page 2
- MIC: Market Identifier Code allocated to the market named in ‘Market Name-Institution Description’.
- Operating MIC: entity operating an exchange/market/trade reporting facility in a specific market/country.
- OPRT (Operating) or SGMT (Segment1 ): indicates whether the MIC is an operating MIC or a market segment MIC.
- Market Name - Institution Description: name of the market.
- Legal entity name: legal name of the entity owning the market.
- LEI: Legal Entity Identifier (LEI) see ISO 17442-1.
- Market category: specifies the type of market. The list of market types is predefined (1). The list can be updated upon request to the RA, which will validate the request.
- Acronym: known acronym of the market.
- ISO country code (see ISO 3166-1): alpha-2 code of the country where the market is registered.
- City: city where the market is located.
- Website: website of the market.
- Status: active, updated (since last publication), expired (= deactivated).
- Creation date: date indicating when the MIC was originally created.
- Last update date: date indicating when the MIC was last modified
- Last validation date: date indicating when the MIC was last reviewed for correctness.
- Expiry date: The expiry date is populated when the MIC is deactivated; upon request from the MIC owner; following market research (user request) or maintenance. The expiry date field is left blank when a MIC is created.
- Comments: any additional information worth mentioning to help users with identifying the exchange or understanding a modification.
ISO 10383 Market Identifier Codes - Release 2.0
https://www.iso20022.org/sites/default/files/2021-12/ISO10383_MIC_Release_2_0_Factsheet.pdf
https://www.iso20022.org/market-identifier-codes
Group Element: World Currencies¶
GET/reference/currency
| Attribute | Metadata |
|---|---|
| Description | VAC Vietnam Accounting Chart. |
| Method | GET |
| Authentication | Yes |
Interactive Financial Objects:
-
Snapshot of Stock and Stock Index performance (Snapshot as an Object)
-
Snapshot of Crypto Asset performance listed on Binance (linked via API)
-
Social Listening: - Top stocks mentioned on social media, attention buzz & volume, events, influencers
Source Reference¶
-
[1] CRUD Method Wikipedia CRUD
https://go.factset.com/marketplace/catalog?select-one-filters=eyJwcm9kdWN0LWNhdGVnb3J5IjoiQVBJIn0%3D https://insight.factset.com/sp-500-companies-with-more-international-exposure-reporting-revenue-decline-for-q1
https://site.financialmodelingprep.com/developer/docs/#Financial-Statements-List