Start Quote History Fetch

Start the fetch of quote history for backtest replay (Foundry only).

post

Fetches historical quote data for backtest replay purposes. This method is only available in Foundry environments and will return an error in Trading environments. Use Binary format for backtest replay. CSV and JSON formats are provided for troubleshooting or customer-specific purposes outside of backtesting replay by Datafye. Note: If your algo only needs quotes for replay, use this endpoint. Otherwise, prefer the tick history fetch endpoint which can fetch both trades and quotes together.

Query parameters

datasetstring · enumOptional

The dataset for which the quote history fetch should be started

Default: SIPPossible values:

datestringRequired

The date for which to fetch quote history

symbolsstringOptional

A comma delimited set of symbols for which the quote history is to be fetched. All symbols will be downloaded if this parameter is not supplied

numDaysinteger · int64Optional

The number of days to fetch starting from the specified date

Default: 1

formatstring · enumOptional

The format for the downloaded quote history files

Default: BinaryPossible values:

sortByExchangeTsbooleanOptional

Whether to sort the quotes by exchange timestamp

Default: true

groupBySymbolbooleanOptional

Whether to group quotes by symbol in separate files

Default: false

Responses

200

The successful response indicates the fetch process has started successfully

application/json

500

Indicates that the quote history fetch could not be started

application/json

post

/datafye-api/v1/backtest/history/quotes/fetch/start

HTTPcURLJavaScriptPython

POST /datafye-api/v1/backtest/history/quotes/fetch/start?date=text HTTP/1.1
Host: api.datafye.local
Accept: */*

{
  "status": "text"
}