REST API

The Datafye REST API provides request-response access to market data and platform services. This API is designed for own-container scenarios where you run your own algorithmic trading containers and need to fetch data on demand.

See Also: For an overview of all available API mechanisms, see Data Access Modes. For how the REST API relates to datasets, see Data APIs and Datasets.

Base URL

The REST API base URL depends on your deployment model and where your containers are running:

Local (Standalone) Deployments

http://localhost:8080/datafye-api/v1/...

Cloud (Distributed) Deployments

Internal Access (containers running within the deployment):

http://api.rumi.local/datafye-api/v1/...

External Access (containers running remotely, if configured):

http://<user>-<type>-<env>-api.datafye.io/datafye-api/v1/...

Where:

• <user> - The unique name assigned to you by Datafye (e.g., acme)

• <type> - Deployment type: foundry or trading

• <env> - Environment identifier (omit for production, or use dev, staging, etc.)

Examples: acme-foundry-api.datafye.io, acme-foundry-dev-api.datafye.io

External Access: External URLs are disabled by default and must be explicitly configured. Security is enforced through IP allowlisting (not API keys or credentials). For self-managed deployments, configure IP allowlisting in your cloud provider's infrastructure. For Datafye Managed deployments, contact your administrator. See API URLs and Security Model for complete details.

URL Format

All REST API endpoints follow this consistent structure (regardless of deployment model):

<base-url>/datafye-api/v1/<assetClass>/<category>/<path>

Where <base-url> is one of the base URLs listed above, and:

Asset Class

Currently supported asset classes:

• stocks - Equity market data

• crypto - Cryptocurrency market data (if configured)

Category

Data is organized into the following categories:

• reference - Security master and reference data

• live - Current/live market data snapshots

• history - Historical market data

Path

The specific endpoint path varies by data type. For example:

• /securities - Security master data

• /trades/lasttrade - Last trade for a symbol

• /quotes/topofbook - Top of book quote data

Common Request Patterns

Query Parameters

Most endpoints support common query parameters:

Dataset Selection:

?dataset=SIP           # Query specific dataset
?dataset=TotalView     # Query different dataset

The dataset parameter specifies which dataset to query when multiple datasets are deployed. See Data APIs and Datasets for details.

Symbol Filtering:

?symbol=AAPL          # Single symbol
?symbols=AAPL,MSFT    # Multiple symbols

Time Filtering:

?from=2024-01-01T00:00:00Z    # Start time (ISO 8601)
?to=2024-01-31T23:59:59Z      # End time (ISO 8601)

Pagination:

?limit=100            # Number of results per page
?offset=0             # Starting offset

Request and Response Format

Request Headers

Required for requests with body content:

Content-Type: application/json

Optional:

Accept: application/json
Accept-Encoding: gzip, deflate

Response Format

All API responses use JSON format with a consistent structure:

Successful Response

{
  "data": {
    // Response data specific to the endpoint
  },
  "meta": {
    "timestamp": "2024-01-15T10:30:00Z",
    "count": 1,
    "limit": 100,
    "offset": 0
  }
}

Error Response

{
  "error": {
    "code": "INVALID_SYMBOL",
    "message": "The specified symbol was not found in the security master",
    "details": {
      "symbol": "INVALID"
    }
  }
}

HTTP Status Codes

The API uses standard HTTP status codes:

Success Codes:

• 200 OK - Request successful

• 201 Created - Resource created successfully

• 204 No Content - Successful request with no response body

Client Error Codes:

• 400 Bad Request - Invalid request parameters or malformed JSON

• 404 Not Found - Resource or endpoint not found

• 422 Unprocessable Entity - Request validation failed

Server Error Codes:

• 500 Internal Server Error - Unexpected server error

• 503 Service Unavailable - System temporarily unavailable

• 504 Gateway Timeout - Request timeout

Available Endpoints

Health Checks

Monitor system health and availability:

• Reference System Health

• Live Feed Health

• Live Aggregates Health

• History System Health

Reference Data

Access security master and reference data:

• Get Security Master

Live Data

Query current market data snapshots:

Tick Data:

• Get Last Quote Time

• Get Top of Book

• Get Last Trade Time

• Get Last Trade

Aggregate Data:

• Get Last Trade Time

• Get Current Day OHLCs

Historical Data

Retrieve historical market data:

• Get Historical OHLCs

• Get Historical Top Gainers

Rate Limiting

Datafye does not enforce explicit rate limits in private cloud deployments. However, follow these guidelines:

• Design your application to handle backpressure gracefully

• Use WebSocket subscriptions for real-time data instead of polling REST endpoints

• Batch requests when fetching data for multiple symbols

• Cache security master data locally to minimize reference data requests

Best Practices

Error Handling

Always implement proper error handling:

// Replace BASE_URL with appropriate value for your deployment:
// - Local: 'http://localhost:8080'
// - Cloud (internal): 'http://api.rumi.local'
// - Cloud (external): 'http://acme-foundry-api.datafye.io'
const BASE_URL = 'http://api.rumi.local';

try {
  const response = await fetch(`${BASE_URL}/datafye-api/v1/stocks/reference/securities`);

  if (!response.ok) {
    const error = await response.json();
    console.error(`API Error: ${error.error.code} - ${error.error.message}`);
    return;
  }

  const data = await response.json();
  // Process data
} catch (err) {
  console.error('Network error:', err);
}

Connection Pooling

For high-frequency requests, use HTTP connection pooling:

// Node.js example
const http = require('http');
const agent = new http.Agent({
  keepAlive: true,
  maxSockets: 10
});

// Use agent for all requests
fetch(url, { agent });

Timeouts

Always set appropriate timeouts:

const controller = new AbortController();
const timeout = setTimeout(() => controller.abort(), 5000); // 5 second timeout

try {
  const response = await fetch(url, { signal: controller.signal });
  // Process response
} finally {
  clearTimeout(timeout);
}

Examples

Fetching Security Master

Local deployment:

curl http://localhost:8080/datafye-api/v1/stocks/reference/securities

Cloud deployment (internal access):

curl http://api.rumi.local/datafye-api/v1/stocks/reference/securities

Cloud deployment (external access):

curl http://acme-foundry-api.datafye.io/datafye-api/v1/stocks/reference/securities

Getting Last Trade for Multiple Symbols

Local deployment:

curl "http://localhost:8080/datafye-api/v1/stocks/live/trades/lasttrade?symbols=AAPL,MSFT,GOOGL"

Cloud deployment (internal access):

curl "http://api.rumi.local/datafye-api/v1/stocks/live/trades/lasttrade?symbols=AAPL,MSFT,GOOGL"

Cloud deployment (external access):

curl "http://acme-foundry-api.datafye.io/datafye-api/v1/stocks/live/trades/lasttrade?symbols=AAPL,MSFT,GOOGL"

Fetching Historical OHLCs

Local deployment:

curl "http://localhost:8080/datafye-api/v1/stocks/history/ohlcs?symbol=AAPL&from=2024-01-01T00:00:00Z&to=2024-01-31T23:59:59Z"

Cloud deployment (internal access):

curl "http://api.rumi.local/datafye-api/v1/stocks/history/ohlcs?symbol=AAPL&from=2024-01-01T00:00:00Z&to=2024-01-31T23:59:59Z"

Cloud deployment (external access):

curl "http://acme-foundry-api.datafye.io/datafye-api/v1/stocks/history/ohlcs?symbol=AAPL&from=2024-01-01T00:00:00Z&to=2024-01-31T23:59:59Z"

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Last updated: 2025-10-14