Our REST API is for less latency-sensitive participants and has resource-oriented URLs, accepts JSON-encoded requests, returns JSON-encoded responses, and uses standard HTTP response codes, authentication, and verbs.
Contact Integral’s account management team to get connection details and credentials for access.
Authentication options
You can choose between two authentication methods:
An ID and password will be issued to you to generate and refresh/renew an access token. All REST API calls should pass this token to access authenticated services.
Get token
Users should use /v2/sso/login to get an access token. The access token is in SSO_TOKEN of the response header. Your token is valid for a limited time.
Pass token
The token should be sent in SSO_TOKEN of request headers.
Renew token
To keep your session alive, you can renew your token with /sso/tokens/renew. If your token is expired, you are issued a new token.
HMAC authentication
In this authentication method, you must sign each API request with a 'secret'. The 'secret' and 'userId' are issued to you during set up.
All REST requests must contain following header information:
To generate the string that is signed with a secret, the client must take the values of each HTTP header specified by headers in the order they appear.
If the header name is not request-line, then append the lowercase header name followed with an ASCII colon : and an ASCII space ' '.
If the header name is request-line, then append the HTTP request line (in ASCII format), otherwise append the header value.
If the value is not the last value, then append an ASCII newline \n. The string must not include a trailing ASCII newline.
API tracing
You can set X-Request-ID on the request's HTTP header to trace each API call. The system echos back this header in the response.
Status and error codes
All Integral REST APIs use the following general status codes. See endpoints for specific codes.
HTTP code
HTTP status
Meaning
200
OK
Successful submission.
202
ACCEPTED
Request accepted by the system. You are expected to make another API call. Refer to individual API sections and endpoints for subsequent action.
400
BAD REQUEST
There is an issue with request parameters. May have a message body that indicates the error. Refer to individual API sections and endpoints for specific errors.
401
UNAUTHORIZED
Your IntegralAPI user is not authorized. May have a message body that indicates the error.
404
NOT FOUND
The endpoint could not be found. Either your valid request did not return any results or your request was malformed. May have a message body that indicates the error. Refer to individual API endpoints to confirm that the endpoint URL and parameters are correct.
500
INTERNAL SERVER ERROR
Stop trading immediately and contact Integral Business Support with a complete error message and full details of the HTTP request and response. May have a message body that indicates the error.
4xx and 5xx status codes may return a JSON response body with the message parameter.
Reason codes
You determine the status of any call with a combination of:
Status code from the messaging technology (for example, REST/HTTP codes 200 and 404).
The reason code for the server. Not all responses include a reason code.
Use the following codes to interpret and act on status responses.
Reason code
Description
RequestValidationError.amount
Order size is invalid.
RequestValidationError.CoIdNotSpecified
Client order ID not specified.
RequestValidationError.DuplicateOrder
Order already exists for the given client order ID.
RequestValidationError.TypeNotSpecified
Order type not specified.
RequestValidationError.TIFNotSpecified
Time in force not specified.
RequestValidationError.SideNotSpecified
Order side (buy or sell) not specified.
RequestValidationError.CurrencyNotSpecified
Order dealt currency not specified.
RequestValidationError.InvalidDealtCcy
Dealt currency is neither base currency nor term currency.
RequestValidationError.SymbolNotSpecified
Symbol not specified.
RequestValidationError.InvalidCurrencyPair
Symbol not valid or not supported by the system.
RequestValidationError.SizeNotSpecified
Order size not specified.
RequestValidationError.InvalidOrderQty
Order size not valid.
RequestValidationError.InvalidPrice
Accepted price invalid. Zero is invalid price.
RequestValidationError.BuySellMismatch
Buy/Sell side of the accepted price is incorrect.
RequestValidationError.InvalidQuoteID
The rateId of the previously quoted (PQ) order is invalid.
RequestValidationError.LegalEntitySetIncorrectly
Account field incorrect.
RequestValidationError.OrderTypeNotSupported
Order type not supported.
RequestValidationError.PriceMismatch
Accepted price not the same as previously quoted price.
RequestValidationError.QuoteExpired
Rate associated with the rateId not found. It has expired. Price is no longer valid.
Endpoints to login with token-based authentication.
Operations
Market data
Endpoints to get prices, indicative rates, benchmark rates, and trade ticker rates.
Operations
Orders
Place, cancel, and query orders.
Operations
Trades
Trade operations (book, query, amend, roll, allocate, cancel). Also query orders for fills.
Only brokers and sales dealers can amend, roll, and allocate by default. Customer organizations can be configured to allocate trades (work with your Integral Technical Account Manager).
Operations
Book trade
Request
Enter trades done in other systems.
Bodyapplication/json
typestring<= 20 charactersrequired
Trade type: Spot, Outright, Swap, NDF
channelstring<= 10 charactersrequired
The workflow that originated the request. For reference in monitoring and reports. Values provided by Integral as applicable.
0 = API/CreditEntry.
1 = API/TradeEntry.
clientRequestIdstring<= 255 characters
ID of the book trade request assigned by you. Returned in the success response so that you can associate the request and booked trade.
referenceIdstring<= 255 characters
Free text for additional information and the ID, if any, assigned to the trade by the trade entry organization for their reference.
notestring<= 255 characters
Any notes on the trade. These notes are sent via STP if the trade is eligible for STP (stp=true).
counterpartyAccountstring<= 30 charactersrequired
Maker account ID (legal entity).
counterpartystring<= 30 charactersrequired
Counterparty organization ID.
counterpartyTraderstring<= 30 characters
Counterparty user ID. If not specified, the organization's default user as configured in the Integral system is used.
customerAccountstring<= 30 charactersrequired
Customer legal entity ID.
customerOrgstring<= 30 charactersrequired
Customer organization ID.
traderstring<= 30 characters
Customer user ID. If not specified, the default user of the customer organization is used.
dealtInsstring<= 17 charactersrequired
The dealt instrument, typically three-character ISO code (for example, AUD).
dealtAmountnumber(double)required
Amount of the dealt instrument for the trade or near leg of swaps.
baseAmountnumber(double)
Amount of base instrument.
termAmountnumber(double)
Amount of term instrument.
ratenumber(double)required
All-in rate to the precision of the currency pair’s quote convention. Trades with rates that are higher precision than allowed are rejected.
sidestring<= 4 charactersrequired
The side of the order from the customerOrg perspective, either BUY or SELL.
symbolstring<= 35 charactersrequired
The dealt instrument pair (currency, metal, energy, index, crypto), seven-character ISO code (for example, AUD/USD).
tradeDatestring<= 20 charactersrequired
Date the trade was initiated in the format YYYY-MM-DD.
tenorstring<= 20 characters
Trade tenor. You must specify either valueDate or tenor. If you specify both, tenor is ignored.
Today: today
TOD: today
ON: overnight (today)
TN: tomorrow
SP: spot
SPOT: spot
SN: spot next (spot+1)
nD: a number of days after the current business date (for example, 1D, 2D, 10D)
nW: a number of weeks after the current business date (for example, 1W, 2W, 3W)
nM: a number of months after the current business date (for example, 1M, 2M, 3M)
nY: a number of years after the current business date (for example, 1Y, 2Y, 3Y)
nIMM: The next International Monetary Market (IMM) settlement date. IMM dates are the third Wednesday of the last month of every quarter (March, June, September, December). IMM results in the next IMM date on or after the spot date. 2IMM results in two IMM dates after the spot date.
SnIMM: (spot + IMM) for swaps
TnIMM: (tomorrow + IMM) for swaps
valueDatestring<= 20 charactersrequired
Value date for the trade or near leg of swaps in the format YYYY-MM-DD. You must specify either valueDate or tenor. If you specify both, tenor is ignored.
fixingDatestring<= 20 characters
Fixing date for NDFs in the format YYYY-MM-DD. Required if fixingTenor not specified.
fixingTenorstring<= 20 characters
Fixing tenor for NDFs in the format YYYY-MM-DD. Required if fixingDate not specified.
spotRatenumber(double)
Spot rate of the trade or near leg of the trade. Required for outrights, swaps, and NDFs.
forwardPointsnumber(double)
Required for outrights, near leg of forward/forward swaps, and NDFs. Forward points for outrights and near leg of forward/forward swaps.
Default 0
coverRatenumber(double)
All-in rate at which the trade or near leg was hedged by the trader in the market.
farSidestring<= 4 characters
Required for swaps.BUY or SELL (case sensitive), the side of the far-leg dealt currency from the customerOrg perspective.
farDealtAmountnumber(double)
Required for swaps. Far-leg amount of the dealt instrument.
farForwardPointsnumber(double)
Required for swaps. Far-leg forward points.
Default 0
farRatenumber(double)
Required for swaps. Far-leg all-in rate.
farTenorstring<= 20 characters
Required for swaps. Far-leg tenor. Must be later than the near-leg value date in valueDate or tenor. You must specify either farValueDate or farTenor. If you specify both, farTenor is ignored.
farValueDatestring<= 20 characters
Required for swaps. Value date for the far leg of swaps in the format YYYY-MM-DD. Must be later than the near-leg value date in valueDate or tenor. You must specify either farValueDate or farTenor. If you specify both, farTenor is ignored.
farCoverRatenumber(double)
All-in rate at which the far leg was hedged by the trader in the market.
farFixingDatestring<= 20 characters
NDF far-leg fixing date in the format YYYY-MM-DD. Required if farFixingTenor not specified.
farFixingTenorstring<= 20 characters
NDF far-leg fixing tenor. Required if farFixingDate not specified.
bookNamestring<= 10 characters
Only applicable to FX Yield Manager. If FX Yield Manager is used to manage positions, this is the name of the book, if any, to which the trade is entered.
A = Cover trades, both customer trades and its cover trades.
B = Warehoused customer trades, FX Yield Manager hedging trades.
How the trade is considered for credit by Integral:
0 = CreditCheck: Trade request is rejected if credit is not available.
1 = CreditOvershoot: Trade request is accepted even if credit is not available. Credit can overshoot the available limit.
2 = CreditIgnore: Credit is not taken.
Default 0
creditValuationAdjustmentnumber(double)
Credit valuation factor of customerOrg provided by counterparty.
rateIdstring<= 255 characters
ID of the originating rate, if any.
stpboolean
If true or not included on the message, STP download is determined by the trade entry organization’s STP configuration. False overrides the organization’s settings and the trade is not sent via STP.
Mock server https://docs.fxinside.net/_mock/openapi/integral-api-reference/rest/v2/trades
An array of trade objects. If an empty array, no trades were done for the given server order ID.
Bodyapplication/jsonArray [
orderIdstring<= 60 characters
Order ID.
tradeIdstring<= 255 characters
Integral trade ID.
tradeTypestring<= 20 characters
Trade type:
Spot
Outright
Swap
FwdFwd
NDF
NDFSwap
tenorstring<= 20 characters
Trade tenor:
Today: today
TOD: today
ON: overnight (today)
TN: tomorrow
SP: spot
SPOT: spot
SN: spot next (spot+1)
nD: a number of days after the current business date (for example, 1D, 2D, 10D)
nW: a number of weeks after the current business date (for example, 1W, 2W, 3W)
nM: a number of months after the current business date (for example, 1M, 2M, 3M)
nY: a number of years after the current business date (for example, 1Y, 2Y, 3Y)
nIMM: The next International Monetary Market (IMM) settlement date. IMM dates are the third Wednesday of the last month of every quarter (March, June, September, December). IMM results in the next IMM date on or after the spot date. 2IMM results in two IMM dates after the spot date.
SnIMM: (spot + IMM) for swaps
TnIMM: (tomorrow + IMM) for swaps
tradeDatestring<= 20 characters
Date the trade was initiated in the format YYYY-MM-DD.
valueDatestring<= 20 characters
Value date in the format YYYY-MM-DD.
fixingDatestring<= 20 characters
(NDF trades) Fixing date in the format YYYY-MM-DD.
fixingTenorstring<= 20 characters
(NDF trades) Fixing tenor.
executionTimestring<= 32 characters
Date and time trade was done in the format yyyy-MM-dd HH:mm:ss,SSS Z.
makerboolean
true: Maker (the deal was initiated by submitting a request or from working the balance on an outstanding order).
false: Taker (the deal was initiated by taking a dealable price in the app).
orderSidestring<= 10 characters
Side of the order from your perspective, either Buy or Sell.
statusstring<= 32 characters
Status of the trade when the message was created:
Pending
Verified
Rejected
rejectReasonstring<= 128 characters
The reason for trade rejection, if any.
symbolstring<= 35 characters
Dealt instrument pair (currency, metal, energy, index, crypto), seven-character ISO code (for example, AUD/USD).
dealtInsstring<= 17 characters
Dealt instrument, three-character ISO code (for example, AUD).
dealtAmountnumber(double)
Amount of the dealt instrument or near-leg instrument.
settledAmountnumber(double)
Amount of the settlement instrument.
baseAmountnumber(double)
Amount of base instrument.
termAmountnumber(double)
Amount of term instrument.
spotRatenumber(double)
Spot rate of the trade or near leg of the trade.
ratenumber(double)
All-in rate.
orderTypestring<= 20 characters
Type of order.
rateIdstring<= 255 characters
ID of the originating rate, if any.
forwardPointsnumber(double)
Forward points for outright trades and near leg of swaps.
swapPointsnumber(double)
Swap points, if any.
customerAccountstring<= 30 characters
Customer legal entity ID.
customerOrgstring<= 30 characters
Customer org ID.
traderstring<= 30 characters
Customer trader user who did the trade.
counterpartystring<= 30 characters
Counterparty ID.
cptyLongNamestring<= 128 characters
Counterparty name.
coverTradeIdsArray of strings
List of ID for trades that cover this trade, if any.
cptyTradeIdstring or null<= 255 characters
Trade ID assigned by counterparty.
counterpartyAccountstring<= 30 characters
Counterparty legal entity ID.
channelstring<= 100 characters
Workflow, app, and UI component that originated the request.
farTenorstring<= 20 characters
Far-leg tenor for swaps.
farFixingTenorstring<= 20 characters
Far-leg fixing tenor for NDF swaps.
farFixingDatestring<= 20 characters
Far-leg fixing date for NDF swaps in the format YYYY-MM-DD.
farValueDatestring<= 20 characters
Far-leg value date for swaps in the format YYYY-MM-DD.
farSidestring<= 10 characters
Side of the far leg for swaps.
farRatenumber(double)
Far-leg rate for swaps.
farDealtAmountnumber(double)
Far-leg amount in the dealt instrument for swaps.
farSettledAmountnumber(double)
Far-leg amount in the settlement instrument for swaps.
farBaseAmountnumber(double)
Far-leg amount in the base instrument for swap.
farTermAmountnumber(double)
Far-leg amount in the term instrument for swaps.
farForwardPointsnumber(double)
Far-leg forward points for swaps.
counterpartyALEIstring<= 100 characters
LEI code for counterpartyA.
counterpartyBLEIstring<= 100 characters
LEI code for counterpartyB.
externalRequestIdstring<= 255 characters
The ID of the originating request for price from a system external to Integral.
requestIdstring<= 255 characters
The ID of the originating request for price from Integral systems.
portfolioIdstring<= 100 characters
Containing portfolio ID for batch trades and SSPs.
benchmarkRatenumber(double)
Reference benchmark rate.
outrightobject
Forward pricing info for the trade.
farLegISINstring<= 12 characters
Far-leg International Securities Identification Number for multi-leg trades.
nearLegISINstring<= 12 characters
Near-leg International Securities Identification Number for multi-leg trades.
regulatoryobject
An object containing regulatory information.
feesnumber(double)
Fees on the trade, if any.
initialSettledAmountnumber(double)
The initial settled amount before any amendment.
notesstring<= 255 characters
Any notes on the order entered by the order submitting user.
midMarketboolean
Whether or not the trade was done at the mid-market rate.
utistring<= 150 characters
The Unique Trade Identifier if the trade was done in a SEF.
upistring<= 50 characters
The Unique Product Identifier if the trade was done in a SEF.
isinLinkIdstring<= 12 characters
International Securities Identification Number link ID.
Amend a verified trade by amount, rate, customer, or all three. Available to broker users and sales dealer users.
You must specify at least one property in addition to id.
Work with your Integral Technical Account Manager to configure the following trade amendment restrictions:
Number of minutes during which a trade is eligible for amendment after verification.
Total number of price amend requests allowed for a trade. Each request to change a rate property (spotRate, forwardPoints) counts against the total allowed.
Maximum amount a trade can be amended expressed as a percentage of the trade’s size. If you specify dealtAmount, the value must be greater than zero and less than this maximum.
Bodyapplication/json
idstring[ 5 .. 30 ] charactersrequired
ID of the verified trade to amend.
dealtAmountnumber(double)>= 0.01
New amount of the dealt instrument. Must be greater than zero and less than the maximum percentage change allowed, if configured.
customerAccountstring[ 1 .. 30 ] characters
New customer’s legal entity ID.
forwardPointsnumber(double)
New forward points for a forward or NDF trade.
spotRatenumber(double)
New spot rate of the trade. Must be greater than zero.
notestring<= 255 characters
Any notes on the trade. These notes are sent via STP if the trade is eligible for STP (stp=true).
Mock server https://docs.fxinside.net/_mock/openapi/integral-api-reference/rest/v2/trades/amendment
Divide a trade into post-trade allocations among multiple legal entities of the same organization. Available to broker users and sales dealer users. Customer organizations can be configured to allocate trades.
You must ensure that the allocated amounts equal the original trade amount.
Bodyapplication/json
idstring[ 5 .. 30 ] charactersrequired
ID of the verified trade to divide into allocations.
allocationsArray of objects(tradeAllocateObject)required
The trade object. If empty, no trade matched the given Integral trade ID.
Bodyapplication/json
orderIdstring<= 60 characters
Order ID.
tradeIdstring<= 255 characters
Integral trade ID.
tradeTypestring<= 20 characters
Trade type:
Spot
Outright
Swap
FwdFwd
NDF
NDFSwap
tenorstring<= 20 characters
Trade tenor:
Today: today
TOD: today
ON: overnight (today)
TN: tomorrow
SP: spot
SPOT: spot
SN: spot next (spot+1)
nD: a number of days after the current business date (for example, 1D, 2D, 10D)
nW: a number of weeks after the current business date (for example, 1W, 2W, 3W)
nM: a number of months after the current business date (for example, 1M, 2M, 3M)
nY: a number of years after the current business date (for example, 1Y, 2Y, 3Y)
nIMM: The next International Monetary Market (IMM) settlement date. IMM dates are the third Wednesday of the last month of every quarter (March, June, September, December). IMM results in the next IMM date on or after the spot date. 2IMM results in two IMM dates after the spot date.
SnIMM: (spot + IMM) for swaps
TnIMM: (tomorrow + IMM) for swaps
tradeDatestring<= 20 characters
Date the trade was initiated in the format YYYY-MM-DD.
valueDatestring<= 20 characters
Value date in the format YYYY-MM-DD.
fixingDatestring<= 20 characters
(NDF trades) Fixing date in the format YYYY-MM-DD.
fixingTenorstring<= 20 characters
(NDF trades) Fixing tenor.
executionTimestring<= 32 characters
Date and time trade was done in the format yyyy-MM-dd HH:mm:ss,SSS Z.
makerboolean
true: Maker (the deal was initiated by submitting a request or from working the balance on an outstanding order).
false: Taker (the deal was initiated by taking a dealable price in the app).
orderSidestring<= 10 characters
Side of the order from your perspective, either Buy or Sell.
statusstring<= 32 characters
Status of the trade when the message was created:
Pending
Verified
Rejected
rejectReasonstring<= 128 characters
The reason for trade rejection, if any.
symbolstring<= 35 characters
Dealt instrument pair (currency, metal, energy, index, crypto), seven-character ISO code (for example, AUD/USD).
dealtInsstring<= 17 characters
Dealt instrument, three-character ISO code (for example, AUD).
dealtAmountnumber(double)
Amount of the dealt instrument or near-leg instrument.
settledAmountnumber(double)
Amount of the settlement instrument.
baseAmountnumber(double)
Amount of base instrument.
termAmountnumber(double)
Amount of term instrument.
spotRatenumber(double)
Spot rate of the trade or near leg of the trade.
ratenumber(double)
All-in rate.
orderTypestring<= 20 characters
Type of order.
rateIdstring<= 255 characters
ID of the originating rate, if any.
forwardPointsnumber(double)
Forward points for outright trades and near leg of swaps.
swapPointsnumber(double)
Swap points, if any.
customerAccountstring<= 30 characters
Customer legal entity ID.
customerOrgstring<= 30 characters
Customer org ID.
traderstring<= 30 characters
Customer trader user who did the trade.
counterpartystring<= 30 characters
Counterparty ID.
cptyLongNamestring<= 128 characters
Counterparty name.
coverTradeIdsArray of strings
List of ID for trades that cover this trade, if any.
cptyTradeIdstring or null<= 255 characters
Trade ID assigned by counterparty.
counterpartyAccountstring<= 30 characters
Counterparty legal entity ID.
channelstring<= 100 characters
Workflow, app, and UI component that originated the request.
farTenorstring<= 20 characters
Far-leg tenor for swaps.
farFixingTenorstring<= 20 characters
Far-leg fixing tenor for NDF swaps.
farFixingDatestring<= 20 characters
Far-leg fixing date for NDF swaps in the format YYYY-MM-DD.
farValueDatestring<= 20 characters
Far-leg value date for swaps in the format YYYY-MM-DD.
farSidestring<= 10 characters
Side of the far leg for swaps.
farRatenumber(double)
Far-leg rate for swaps.
farDealtAmountnumber(double)
Far-leg amount in the dealt instrument for swaps.
farSettledAmountnumber(double)
Far-leg amount in the settlement instrument for swaps.
farBaseAmountnumber(double)
Far-leg amount in the base instrument for swap.
farTermAmountnumber(double)
Far-leg amount in the term instrument for swaps.
farForwardPointsnumber(double)
Far-leg forward points for swaps.
counterpartyALEIstring<= 100 characters
LEI code for counterpartyA.
counterpartyBLEIstring<= 100 characters
LEI code for counterpartyB.
externalRequestIdstring<= 255 characters
The ID of the originating request for price from a system external to Integral.
requestIdstring<= 255 characters
The ID of the originating request for price from Integral systems.
portfolioIdstring<= 100 characters
Containing portfolio ID for batch trades and SSPs.
benchmarkRatenumber(double)
Reference benchmark rate.
outrightobject
Forward pricing info for the trade.
farLegISINstring<= 12 characters
Far-leg International Securities Identification Number for multi-leg trades.
nearLegISINstring<= 12 characters
Near-leg International Securities Identification Number for multi-leg trades.
regulatoryobject
An object containing regulatory information.
feesnumber(double)
Fees on the trade, if any.
initialSettledAmountnumber(double)
The initial settled amount before any amendment.
notesstring<= 255 characters
Any notes on the order entered by the order submitting user.
midMarketboolean
Whether or not the trade was done at the mid-market rate.
utistring<= 150 characters
The Unique Trade Identifier if the trade was done in a SEF.
upistring<= 50 characters
The Unique Product Identifier if the trade was done in a SEF.
isinLinkIdstring<= 12 characters
International Securities Identification Number link ID.
The RFS/RFQ endpoints provides API access to two trading workflows:
Request for Stream (RFS): a stream of firm quotes from liquidity providers against your quote request for a symbol, tenor, amount, and direction for a given price type.
Request for Quote (RFQ): a single quote good for a duration you request. The server must be configured to enable the RFQ workflow. Please contact your Technical Account Manager to discuss settings.
You receive responses against your RFS and RFQ requests using the Query request response API and can choose to either accept the quote, withdraw your quote request, or you can allow the your request or quote to expire.
Request for Stream (RFS) workflow:
Send your request:
Set the symbol, tenor, amount, and buy/sell direction.