Series identity
Identify the index series, publisher or approved source and calculation variant required by the consumer. A price-return series and a total-return series are not interchangeable, even when their names share the same index family.
Market data · deployment planning
Index Market Data API
Separate index reference values from tradable derivatives in an API catalogue.
Usage and sessions
Confirm update cadence, trading calendar, historical availability and permission to display or redistribute the selected series. Keep broker CFDs and futures in separate mappings so extended-session prices do not replace the reference index silently.
Requirements to confirm
- Reference series and variant
- Approved source and entitlement
- Update and session schedule
- Derivative mapping separation
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Index Market Data API: what to agree before connecting
| Instrument scope | Identify the exact underlying, source identifier, quote currency and intended use. |
|---|---|
| Consumer workflow | List trading platforms, charts, risk tools and applications that need the output. |
| Delivery contract | Agree protocol, quote fields, timestamps, source status and recovery behaviour. |
| Production review | Confirm source rights, integration ownership, test evidence and commercial scope. |
Begin with a consumer and instrument inventory
For index instruments, define who consumes the prices and what each system needs to reconstruct a usable quote. An application dashboard, broker platform and historical process can require different delivery rules even when they share one normalized instrument model.
What to test
- Compare instrument definitions before combining or substituting sources.
- Exercise disconnects and confirm the status presented to each consumer.
- Review results with the source, adapter and consuming application owners.
{
"type": "quote",
"symbol": "EURUSD",
"bid": "1.10000",
"ask": "1.10010",
"source_time": "2026-10-18T12:00:00.000Z",
"received_at": "2026-10-18T12:00:00.012Z",
"source_id": "example-source",
"status": "illustrative"
}Illustrative engineering example, not live prices or a published API contract. Confirm field names and delivery rules during integration.