Market Data / Instruments & Trading Venues

Instruments & Trading Venues

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Everything related to lemon.markets is still very much work in progress. Please bear with us that some things are still a bit buggy or functionality is missing. We are really grateful if you share your feedback on Slack as this helps make lemon.markets a product we all want to use. Thank you :)

This page gives you a detailed description of all endpoints related to Instruments and Trading Venues. These endpoints are part of the Market Data API, therefore use the following base URL for your request:


https://data.lemon.markets/v1/

The instrument endpoint allows to search through all offered instruments. Instruments are equities that are tradable on lemon.markets. The instruments endpoint lets you identify relevant instruments that you can then integrate into your brokerage product.

This endpoint returns a list of instruments, based on the search criteria or filter you provided in your query parameters. To use the endpoint, use the following request URL:

https://data.lemon.markets/v1/instruments/

Request

Specify your request as follows:

Header Parameters

Authorization
string
required

Bearer TOKEN_KEY

How do we determine whether an Instrument is tradable?

Twice a day, we check with Gettex whether an Instrument is tradable - once right before the exchange opens and around 3:35pm when NASDAQ opens. Based on that check, we update our Instruments list.


Specifying multiple ISINs, MICs and Types in one request

Using the isin, mic and type query parameter, you have the option to request multiple instruments, trading venues and/or types. Depending on the client you are using, you could do so by definining multiple ISINs/MICs/Types in the Query Parameters, like ?isin=US88160R1014&isin=US19260Q1076 or by simply using commas, like isin=US88160R1014,US19260Q1076.

Query Parameters

isin
string
optional

Specify the Instrument you are interested in through it Internation Securities Identification Number. You can also specify multiple ISINs. Maximum 10 ISINs per Request.

To specify multiple ISINs, either define multiple Query Parameters like ?isin=US88160R1014&isin=US19260Q1076 or simply use commas, like isin=US88160R1014,US19260Q1076.

mic
string
optional

Enter a Market Identifier Code (MIC) in there. We currently only offer data from the Munich Stock Exchange (XMUN).

search
string
optional

Search for Name/Title, ISIN, WKN or symbol. You can also perform a partial search by only specifiying the first 4 symbols.

currency
string
optional

Define a three letter ISO currency code to see instruments traded in a specific currency, like "EUR" or "USD"

tradable
boolean
optional

Filter for tradable or non-tradable Instruments with true or false

limit
int
optional

Required for Pagination. Limit of displayed results on one page

page
int
optional

Required for Pagination. Results page you wish to display

Response

Response Parameters

isin
string

International Securities Identification Number of instrument

wkn
string

German Securities Identification Number of instrument

name
string

Instrument Name

title
string

Instrument Title

symbol
string

Symbol of instrument at trading venue

type
string

Type of instrument, e.g. "stock" or "etf"

name
string

Name of trading venue

title
string

Title of trading venue

mic
string

Market Identifier Code of trading venue

is_open
boolean

Indicator if trading venue is currently open

tradable
boolean

Indicator if instrument is tradable at trading venue

currency
string

Indicator in which currency the instrument is traded

previous
string

Pagination: previous page

next
string

Pagination: next page

total
int

Pagination: total number of results

page
int

Pagination: current page

pages
int

Pagination: total number of pages

Check our Error Handling Page for specific information on error types.

Request

1import requests
2import json
3
4request = requests.get("https://data.lemon.markets/v1/instruments/?search=search", headers={"Authorization": "Bearer YOUR-API-KEY"})
5print(request.json())
6      

Response

1{
2  'results':
3  [
4    {
5      'isin': 'US19260Q1076',
6      'wkn': 'A2QP7J',
7      'name': 'COINBASE GLB.CL.A -,00001',
8      'title': 'COINBASE GLOBAL INC',
9      'symbol': '1QZ',
10      'type': 'stock',
11      'venues':
12      [
13        {
14          'name': 'Börse München - Gettex',
15          'title': 'Gettex',
16          'mic': 'XMUN',
17          'is_open': true,
18          'tradable': true,
19          'currency': 'EUR'
20        }
21      ]
22    }
23  ]
24  "previous": "https://data.lemon.markets/v1/instruments/?limit=100&page=1",
25  "next": "https://data.lemon.markets/v1/instruments/?limit=100&page=3",
26  "total": 26283,
27  "page": 2,
28  "pages": 263
29}
30

The Market Data API structure allows to specify from which Trading Venue you want to receive your data. We currently only support the connection to the Munich Stock Exchange ("XMUN"), but in the future we might add additional trading venues, which you can then very easily specify using their Market Identifier Code (MIC).

You can access everything related to Trading Venues by using the following request URL:

https://data.lemon.markets/v1/venues/

Request

Specify your request as follows:

Header Parameters

Authorization
string
required

Bearer TOKEN_KEY

Specifying multiple MICs in one request

Using the mic query parameter, you have the option to request multiple trading venues in one request. Depending on the client you are using, you could do so by definining multiple Trading Venues in the Query Parameters, like ?mic=ABCD&&mic=EFGH or by simply using commas, like mic=ABCD,EFGH.

Query Parameters

mic
string
optional

Enter a Market Identifier Code (MIC) in there. Default is XMUN.

limit
int
optional

Required for Pagination. Limit of displayed results on one page

page
int
optional

Required for Pagination. Results page you wish to display

Response

Response Parameters

name
string

Full Name of Trading Venue

title
string

Short Title of Trading Venue

mic
string

Market Identifier Code of Trading Venue

is_open
boolean

Indicator if Trading Venue is currently open

start
string

Start of Opening Hours for Trading Venue

end
string

End of Opening Hours for Trading Venue

timezone
string

Timezone the Opening Hours are returned in

opening_days
string

List of days the Trading Venue is open at

previous
string

Pagination: previous page

next
string

Pagination: next page

total
int

Pagination: total number of results

page
int

Pagination: current page

pages
int

Pagination: total number of pages

Check our Error Handling Page for specific information on error types.

Request

1import requests
2import json
3
4request = requests.get("https://data.lemon.markets/v1/venues/?mic=mic", headers={"Authorization": "Bearer YOUR-API-KEY"})
5print(request.json())
6      

Response

1{
2  'results':
3  [
4    {
5      "name": "Börse München - Gettex",
6      "title": "Gettex",
7      "mic": "XMUN",
8      "is_open": true,
9      "opening_hours": {
10        "start": "08:00",
11        "end": "22:00",
12        "timezone": "Europe/Berlin"
13      },
14      "opening_days": [
15        "2021-12-06",
16        "2021-12-07",
17        "2021-12-08",
18        ...
19      ]
20    }
21  ],
22  'previous': 'https://data.lemon.markets/v1/venues/?limit=1&&page=1',
23  'next': 'https://data.lemon.markets/v1/venues/?limit=1&&page=3',
24  'total': 3,
25  'page': 2,
26  'pages': 3,
27}
28