Start Tick History Fetch

Start the fetch of tick history for backtest replay (Foundry only, Binary format only).

post

Fetches historical tick data (trades and/or quotes) for backtest replay purposes. This method is only available in Foundry environments and will return an error in Trading environments. This is the most commonly used history fetch method for backtesting as it can fetch both trades and quotes together in a single operation. Use the noTrades parameter to fetch only quotes, or noQuotes parameter to fetch only trades if your algo doesn't need both. Tick history can only be fetched in Binary format for backtest replay. The format parameter is not exposed and is always set to Binary internally.

Query parameters

datasetstring · enumOptional

The dataset for which the tick history fetch should be started

Default: SIPPossible values:

datestringRequired

The date for which to fetch tick history

symbolsstringOptional

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

noTradesbooleanOptional

Set to true to exclude trades from the tick history fetch

Default: false

noQuotesbooleanOptional

Set to true to exclude quotes from the tick history fetch

Default: false

numDaysinteger · int64Optional

The number of days to fetch starting from the specified date

Default: 1

sortByExchangeTsbooleanOptional

Whether to sort the ticks by exchange timestamp

Default: true

Responses

200

The successful response indicates the fetch process has started successfully

application/json

statusstringOptional

Indicates whether the request to start the fetch of tick history was successful or not. A null value indicates success while a non-null value contains the description of the error encountered.

500

Indicates that the tick history fetch could not be started

application/json

post

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

HTTPcURLJavaScriptPython

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

{
  "status": "text"
}