MBT Historical API 1.0 - MB Trading

__________________________________________________________________________________________ 

MBT 

Historical API 1.0 

MB Trading 

1926 E. Maple 1st Floor 

El Segundo, CA 90245-3001 

Reference Number Version 1.0 

Drafted 10/05/2009 

Last Updated 10/06/2009 

Proprietary Information. Copyright © 2009 MB Trading. ALL RIGHTS RESERVED.

Table Of Contents 

Introduction..................................................................................................................................................3 

Connection....................................................................................................................................................3 

Request Format............................................................................................................................................4 

Required parameters............................. .........................................................................................................4 

Optional parameters........................................................................................................................................4 

Response Format..........................................................................................................................................5 

Success Responses............................................................................................................................................5 

Error responses.................................................................................................................................................5 

Tick Bars.......................................................................................................................................................6 

Minute Bars..................................................................................................................................................7 

Day Bars........................................................................................................................................................8 

Appendices....................................................................................................................................................9 

Appendix A: HistErrorType............................................................................................................................................9 

Appendix B: Indicator values.......................................................................................................................................10 


Introduction 

This document details the expected and supported inbound and outbound message formats 

encountered specific to the MBT Historical Server. 

Connection 

The MBT Historical Server accepts standard http connections, currently using port 80. Connections 

are stateless, with a single request, acknowledged by a single response. There is no continuing 

session, and the socket will be closed when data (or error information) has been returned. Data may 

be requested in both XML and CSV format, both using optional ZLIB compression. 

To obtain the proper IP/dns name for the target historical data server and session token, prior to 

login, a client application must send a secure https POST request to: 

https://www.mbtrading.com/secure/getquoteserverxml.asp? 

username=EnterMyUsername&password=EnterMyPassword 

along with two required parameters, 'username' and 'password'. Both of these parameters must be 

sent in plain text (though the request URL is secure). The webserver will return an XML record set in 

the following format (demo credential used in example): 

 

 

 

This script may return an IP or DNS name, as well as a folder (as shown), which may or may not end 

in ‘/’ so clients should code defensively. Only the hist_server IP/path applies to historical requests. 

The SessionToken returned has an associated expiration returned in SessionTokenExpire, after which 

time further requests will result in error responses. It is suggested that client applications proactively 

keep track of the expiration time, requerying this script immediately prior to the next request after 

expiration. 

The following html page demonstrates this request using a browser-based form, though a direct https 

request is what most clients will likely utilize: 

 

 

 

 

 

 

 

 


Request Format 

Requests are sent to the server in the form of http GET requests, with the format of: 

http://[ip or dns_including_folder]/[request handler].ashx/?[one-or-more-field=value-parameters] 

Most parameters are common amongst all request types, though Period, which applies to only Day 

and Minute Bars, has special meaning depending upon the request type. 

Required parameters 

SessionToken - session value obtained from a prior GetQuoteServer request. 

Symbol - security symbol in standard MBT format. 

Optional parameters 

StartTime - Date/time for first record in EST/EDT [YYYY-MM-DD HH:MM:SS] 

EndTime - Date/time for last record in EST/EDT [YYYY-MM-DD HH:MM:SS] 

Optionally, the space between date and time may be replaced with ‘T’; it may also be escaped as 

‘%20’. Only the date portion of either Time parameter is required for DayBars. Data is streamed 

from beginning with the most recent records (EndTime), going back in time. 

MaxRecs - Integer: the maximum # of recs to return (subject to server-defined limit). 

RequestID - Client application-defined integer value, will be echoed back to client in result 

ResponseType - XML (default), or CSV 

Period - # days / seconds to combine into each bar (see DayBars / TickBars below) 

Compress - a value of 1 for this field is sent to request GZIP compression of response. This may also 

be requested by including the "Accept-Encoding: gzip" HTTP header in the request. NOTE: small 

responses, as well as responses returned during periods of heavy server activity, may result in an 

uncompressed response; it is therefore imperative that a client handle both compressed and 

uncompressed responses. When a response is compressed, the Content-Encoding=GZIP header will 

be contained in the response header. 


Response Format 

Requests will result in success, returning valid data, or an error response, indicating a reason. 

Success Responses 

Successful requests will result in a reply containing either valid XML or CSV-formatted data. Both 

contain fields specific to the particular bar-type requested. The general format is: 

 

[ID of server] 

[client-supplied-value] 

… 

 

ServerID=[ID of server] 

RequestID=[client-supplied-value 

Count=[number of records returned] 

[column header definition] 

[one or more records…] 

Error responses 

Error responses are common among all request types and result in a reply containing an error code 

(see Appendix A “HistErrorType”), serverID, and optional client-supplied requestID. XML 

responses may also include a “message” to provide more detail. 

XML-format: 

 

[ID of server] 

[client-supplied-value] 

Example: 

 

 

MbtHist01 

1234 

 

Tick Bars 

Request handler: 

GetTickBars.ashx 

Fields returned: 

Date: timestamp of record 

Price: price or record 

Size: volume of record 

Type: type of record. (Currently only available value is 0=Trade). Bid/ask may be returned in future 

versions of the API; therefore it is suggested that current applications ignore records containing 

values other than 0. 

Indicator: see Appendix B “Indicator values”. 

Sample XML format request/response: 

http://histdata.mbtrading.com/MbtHist/GetTickBars.ashx? 

Symbol=EUR/USD&RequestID=1234&SessionToken=8316093812120891212718263897569239136124537672n11 

904212012386875&MaxRecs=5 

 

MbtHist01 1234 

 

 

Sample CSV format request/response: 

http://histdata.mbtrading.com/MbtHist/GetTickBars.ashx? 

Symbol=EUR/USD&SessionToken=8316093812120891212718263897569239136124537672n11904212012386875 

&RequestID=1234&MaxRecs=5&ResponseType=CSV 

ServerID=MbtHist01 

RequestID=1234 

Count=5 

Date,Price,Size,Type,Indicator 

2009-10-05 12:20:18,1.46434,600,0,0 

2009-10-05 12:20:15,1.46432,600,0,0 

2009-10-05 12:20:14,1.46434,600,0,0 

2009-10-05 12:20:14,1.46434,600,0,0 

2009-10-05 12:20:14,1.46434,500,0,0 


Minute Bars 


GetMinBars.ashx 

Bar-type specific optional request parameter: 

Period - #seconds per bar. 0 or 60: (default) minute bars. 

300: 5 minute bars 

900: 15 minute bars 

3600: hourly bars 

(This value must currently be a multiple of 60 (even-minutes) or an error will be returned). 



Open: opening price of period 

High: high price of period 

Low: low price of period 

Close: closing price of period 

Volume: total volume of period 


http://216.52.236.37/MbtHist/GetMinBars.ashx? 


&StartTime=2009-10-05T09:30&EndTime=2009-10-05T09:35&RequestID=1234 

 

 

MbtHist01 

1234 

 

 

 

 

 

 

 

 

 


http://216.52.236.37/MbtHist/GetMinBars.ashx? 


&StartTime=2009-10-05T2009:30&EndTime=2009-10-05T2009:35&RequestID=1234&ResponseType=CSV 

ServerID=MbtHist01 

RequestID=1234 

Count=6 


Date,Open,High,Low,Close,Volume 

2009-10-05 09:35:00,1.46039,1.46049,1.45939,1.4599,73303 

2009-10-05 09:34:00,1.46025,1.46037,1.46005,1.46036,25300 

2009-10-05 09:33:00,1.46021,1.46032,1.4601,1.4603,44400 

2009-10-05 09:32:00,1.45984,1.46019,1.45969,1.46019,62700 

2009-10-05 09:31:00,1.4604,1.46052,1.45984,1.45984,55400 

2009-10-05 09:30:00,1.4605,1.4605,1.46004,1.4604,57000 

Day Bars 


GetDayBars.ashx 

Bar-type specific optional request parameter: 

Period - 0 or 1: (default) daily bars 

>= 2: # days compressed into each bar. 

-1: calendar weekly (Sun-Sat) 

-2: calendar monthly 

-3: annual 

-4: quarterly 



Open: opening price of period 

High: high price of period 

Low: low price of period 

Close: closing price of period 

Volume: daily=total volume during period; multiple days (including 

weekly/monthly/annual)=average daily volume 


http://216.52.236.37/MbtHist/GetDayBars.ashx? 


&RequestID=1234&EndTime=2009-09-30&Period=-1&MaxRecs=6 

 

 

MbtHist01 

1234 

 

 

 

 

 

 

 

 



http://216.52.236.37/MbtHist/GetDayBars.ashx? 


&RequestID=1234&EndTime=2009-09-30&Period=-1&MaxRecs=6&ResponseType=CSV 

ServerID=MbtHist01 RequestID=1234 Count=6 Date,Open,High,Low,Close,Volume 2009-09- 

27,1.4701,1.47193,1.45269,1.46362,86571415 2009-09-20,1.46998,1.48439,1.46115,1.46874,77433808 2009-09- 

13,1.46022,1.4767,1.45151,1.47074,59759947 2009-09-06,1.43003,1.46347,1.4298,1.45703,68759811 2009-08- 

30,1.43076,1.43773,1.41771,1.42951,87021711 2009-08-23,1.43309,1.44063,1.42063,1.43028,106979356 

Appendices 

Appendix A: HistErrorType 

Error codes returned will contain one of the following values: 

public enum class HistErrorType 

{ 

[Description("Success")] NoError = 0, 

[Description("Maintenance in progress")] MaintInProgress = 11, 

[Description("Invalid request")] InvalidRequest = 12, 

[Description("MbtHistService unavailable")] MbtHistServiceUnavailable = 13, 

[Description("Memory allocation error")] MemoryAlloc = 14, 

[Description("No request for data")] NoRequestData = 15, 

[Description("General remote error")] GeneralRemote = 16, 

[Description("Invalid parameter")] InvalidParameter = 17, 

[Description("Invalid session token")] InvalidSessionToken = 18, 

[Description("User locked out")] LockedOut = 19, 

[Description("Internal database error ")] InternalDatabaseError = 20, 

[Description("Not entitled")] NotEntitled = 21, 

[Description("General exception")] GeneralException = 22, 

[Description("Disconnected")] Disconnected = 23, 

[Description("Server unavailable")] Unavailable = 24, 

[Description("Invalid symbol")] InvalidSymbol = 25, 

[Description("Invalid time")] InvalidTime = 26, 

[Description("Remote timeout")] RemoteTimeout = 27 


Appendix B: Indicator values 

Most trades will return 0 for an indicator. While in reality only a handful of the following indicators 

(such as Form T) are typically encountered, the entire list of possible values follows for 

completeness. 

// Trade Indicators 

#define TI_REGULAR_SALE 0 

#define TI_ACQUISITION 1 

#define TI_DISTRIBUTION 2 

#define TI_SPLIT 3 

#define TI_RESERVED_SALE 4 

#define TI_CASH_SALE 5 

#define TI_NEXT_DAY_SALE 6 

#define TI_SELLER_SALE 7 

#define TI_RULE_155 8 

#define TI_SOLD_LAST_SALE 9 

#define TI_OPENED_SALE 10 // Late and out of sequence report of the open. 

#define TI_OUT_OF_SEQ 11 

#define TI_CANCEL_VOL 12 

#define TI_CANCEL_LAST 13 

#define TI_CANCEL_OPEN 14 

#define TI_CANCEL_ONLY 15 

#define TI_CANCEL_STOPPED 16 

#define TI_REOPEN 17 

#define TI_ADJUSTED 18 

#define TI_SPREAD 19 

#define TI_STRADDLE 20 

#define TI_STOPPED 21 

#define TI_BUNCHED 22 

#define TI_BUNCHED_SOLD 23 

#define TI_VOLUME_ONLY 24 

#define TI_FUTURE_TRADE 25 

#define TI_PREMIUM 26 

#define TI_MID_PRICE 27 

#define TI_SETTLEMENT 28 

#define TI_FORM_T 29 

#define TI_LATE_OPEN 30 

#define TI_AUTO_EXECUTE 31 

#define TI_INTRADAY_DETAIL 32 

#define TI_OPENING_DETAIL 33 

#define TI_RULE_127 34 

#define TI_OVERNIGHT_TRADE 35 

#define TI_DELAYED_TRADE 36 

#define TI_AGENCY_CROSS 37 

#define TI_AGENCY_CROSS_FORWARD 38 

#define TI_FAST_MARKET 39 

#define TI_OPEN_INTEREST 40 

#define TI_OPEN_PRICE 41 

#define TI_HIGH_PRICE 42 

#define TI_LOW_PRICE 43 

#define TI_SPOT_PRICE 44 

#define TI_VALUATION_PRICE 45 

#define TI_LAST_SALE_TELEKURS 46 

#define TI_X_DIVIDEND 47 

#define TI_OPTION_INIT 48 

#define TI_CLOSE_PRICE 49 

#define TI_SUMMARY_PRICE 50 

#define TI_EARLIER_THAN_YESTERDAY_PRICE 51 

#define TI_COMBO 52 // CMBO spread trade, OPRA, BJB, 11/28/2001 

#define TI_AVERAGE_PRICE 53 

#define TI_BURST_BASKET 54 

#define TI_INTERMARKET_SWEEP 54 // Replaces burst basket in ects 

#define TI_AUTOMATIC_SWEEP 55 

#define TI_ODDLOT 56 // non-board lot trade in Canada 


#define TI_INACTIVE_ISSUER 57 // Canada - inactive issuer (also known as "shell company") 

#define TI_CAPITAL_POOL_COMPANY 58 // Canada - capital pool company (also known as "CPC) 

#define TI_OFFICIAL_CLOSING_PRICE 59 

#define TI_PAID_BID_TK 60 

#define TI_PAID_ASK_TK 61 

#define TI_DRAWING_PRICE_TK 62 

#define TI_TRADING_HALT_TK 63 

#define TI_DRAWING_PRICE_FORWARD_TK 64 

#define TI_DELETE_PREV_INDEX 65 

#define TI_FORCED_PRICE 66 

#define TI_BARGAIN_CONDITION 67 

#define TI_OVERSEAS_CROSS 68 

#define TI_CROSSED 69 

#define TI_FRENCH_COMM_REFERENCE 70 

#define TI_BLOCKED 71 

#define TI_JAKARTA_CROSSED 72 

#define TI_BR_ODD_LOT 73 

#define TI_COMPENSATION 74 

#define TI_REPORTED_OUTSIDE 75 

#define TI_EUROPE_ODD_LOT 76 

#define TI_PRIOR_REFERENCE_PRICE 77 // NTDS "P"(Prior Reference Price) sale 

#define TI_AUTOMATIC_EXECUTION 78 // NYSE Direct+ Automatic Execution System sale 

#define TI_NO_HIGH_LOW 79 

#define TI_PREVIOUS_DAY 87 

#define TI_CANCEL_VOLUME 88 

#define TI_INDICATIVE_TRADE 89 

#define TI_SPECIAL_TRADE_ASX 90 

#define TI_CUM_DIV_TRADE_ASX 91 

#define TI_EX_DIV_TRADE_ASX 92 

#define TI_LATE_TRADE_ASX 93 

#define TI_LSE_BLK_TRD_PREV_DAY 94 // Bridge code "BD" 

#define TI_LSE_BLK_TRD_SAME_DAY 95 // Bridge code "BL" 

#define TI_CUM_VOLUME 97 

#define TI_INACTIVE_BOARD 99 // Canada - refers to Canada's inactive board 

#define TI_BASIS_TRADE 101 

#define TI_CONTINGENT_TRADE 102 

#define TI_SPECIAL_TRADING_SESSION 103 

#define TI_CANADA_VWAP 104 

#define TI_BROKER_TO_BROKER 105 

#define TI_DE_PART_PD_BID_QUOTE 106 

#define TI_DE_PART_PD_ASK_QUOTE 107 

#define TI_NON_PROTECTED_PORTFOLIO 108 

#define TI_DE_OFFICIAL_PRICE 109 

#define TI_NE_PAID_BID 110 

#define TI_NE_PAID_ASK 111 

#define TI_PROTECTED_PORTFOLIO 112 

#define TI_DE_REPESENT_PRICE 113 

#define TI_DE_RATIONED_BID 114 

#define TI_DE_RATIONED_ASK 115 

#define TI_DE_CANCELED_BID 116 

#define TI_DE_CANCELED_ASK 117 

#define TI_REGULAR_SALE_ETH 143 

#define TI_SOLD_LAST_SALE_ETH 144 

#define TI_OPENED_SALE_ETH 145 

#define TI_OUT_OF_SEQUENCE_ETH 146 

#define TI_CANCEL_VOL_ETH 147 

#define TI_CANCEL_LAST_ETH 148 

#define TI_CANCEL_OPEN_ETH 149 

#define TI_CANCEL_ONLY_ETH 150 

#define TI_CANCEL_STOPPED_ETH 151 

#define TI_REOPEN_ETH 152 

#define TI_ADJUSTED_ETH 153 

#define TI_SPREAD_ETH 154 

#define TI_STRADDLE_ETH 155 

#define TI_STOPPED_ETH 156 

#define TI_LATE_OPEN_ETH 157 

#define TI_AUTO_EXECUTE_ETH 158 

#define TI_COMBO_ETH 159 

#define TI_STOPPED_SOLD_LAST_SALE 160 


#define TI_STOPPED_OUT_OF_SEQUENCE 161 

#define TI_OFFICIAL_OPENING_PRICE 166 

#define TI_CANCEL_OFFICIAL_OPENING_PRICE 167 

#define TI_YELLOWFLAG 170 

#define TI_EXCEPTIONAL_ASSET_ALLOCATION 171 // type A 

#define TI_EXCEPTIONAL_WHOLESALE_TRADE 172 // type B 

#define TI_EXCEPTIONAL_AGAINST_ACTUAL 173 // type G 

#define TI_EXCEPTIONAL_ASSET_BASIS 174 // type S 

#define TI_EXCEPTIONAL_EXCHANGE_FOR_PHYSICAL 175 // Type E 

#define TI_EXCEPTIONAL_AVE_PRICE_5_MIN 176 // type F 

#define TI_EXCEPTIONAL_MATCH_CROSS_TRADE 177 // type H 

#define TI_EXCEPTIONAL_AVE_PRICE_1_MIN 179 // type O 

#define TI_EXCEPTIONAL_EXCHANGE_FOR_PHYSICAL_2 180 // type P 

#define TI_EXCEPTIONAL_EXCHANGE_FOR_RISK 181 // type R 

#define TI_EXCEPTIONAL_EXCHANGE_FOR_OPTION 182 // type U 

#define TI_EXCEPTIONAL_EXCHANGE_FOR_SWAPS 183 // type W 

#define TI_CANADA_MOC_TRADE 187 

#define TI_DUAL_SIDE_TRADE_CONTRA 190 

#define TI_BLOCK_TRADE 191 

#define TI_MM_TO_MM 192 

#define TI_NOT_TO_MARK 193 

#define TI_NON_RISK 194 

#define TI_RISKLESS_AT_DIFF_PRICE 195 

#define TI_OPTION 196 

#define TI_RISK_TRADE 197 

#define TI_SEAQ_TRADE 198 

#define TI_STOCK_SWAP 199 

#define TI_UNCROSSING_TRADE 200 

#define TI_PROTECTION_APPLIED 201 

#define TI_PREVIOUS_DAY_CONTRA 202 

#define TI_SINGLE_PROTECTED_TRADE 203 

#define TI_WORKED_PRINCIPAL_NOTIFICATION 204 

#define TI_WORKED_PRINCIPAL 205 

#define TI_CONTRA_TRADE 206 

#define TI_AUTO_INPUT_DISABLE 207 

#define TI_PRINCIPLE_PORTFOLIO 208 

#define TI_VWAP 209 

#define TI_AUTO_VWAP 210 

#define TI_VWAP_NO_UPDATE 211 

#define TI_BENCHMARK 212 

#define TI_TRADE_THRU_STOPPED 213

MBT Historical API 1.0 - MB Trading

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