NTerminal REST API

NTerminal REST API is public and doesn’t require credentials to use. Rate limits are dynamic and automatically applied by our CDN. Please use our API responsibly to avoid getting rate limited. Endpoints may return multiple JSON objects separated by line breaks instead of an array to allow for processing as responses load.

Financial Data - General Information

Data Collection & Processing

NTerminal pulls data directly from API’s provided by each exchange. Exchanges may differ in the type of endpoint(s) they offer, reliablity, data models, etc. If there are multiple ways to collect data from an exchange, NTerminal will often do so for processing, filtering, reliability, and redundancy.

• We store raw trade and order data returned for most exchanges and instruments/pairs in addition to our normalized structured data.
• Derived metrics are calculated, such as candelsticks, digit & time frequency distributions, orderbook snapshots, etc.
  • Top of orderbook and 1 min ohlcv events are indexed into Splunk real-time.
  • We utilize methods to cross reference data if possible. For high-volume exchanges, the general requirement for transactions in our dataset is us seeing it in both real-time WebSocket and historical REST. If the transactions are missing in any of the two, it is dropped from our main dataset, but stored in our back-end infrastructure.
  • We use adaptive distribution algotrithms that allow our clients to analyze the price and volumes of trades from each exchange. These may be used by the client to further filter data used in constructing derived metrics.

What happens when a feed goes down, or seems to return errors?

We use alerts to notify our infastructure team when responses from an exchange API are not being recived, or deviate from typical responses.

• We will further investigate responses and will provide logs upon request.
• Users can also establish their own alerts on responses from our API’s
• For small or obscure exchanges there may be no feasible way to cross-reference transactions through other channels, and errors or downtimes may be more frequent.

OHLCV

start_time timestamps represent the “open” time at which a ohlcv period begins. Trades are included in a ohlcv period based on the time provided by the exchange indicating when a trade happened

• The open price is the first price for an executed trade within the candlestick time period for the given financial instrument measured in the base pair
• The close price is the last price for an executed trade within the candlestick time period for the given financial instrument measured in the base pair
• The high price the the highest price for an executed trade within the candlestick time period for the given financial instrument measured in the base pair
• The low price the the lowest price for an executed trade within the candlestick time period for the given financial instrument measured in the base pair
• The volume is the sum of the executed trades within the candlestick time period for the given financial instrument measured in the symbol asset