IQ queries are carried out against a finite set of data sources. Each data source has a scope requirement which must be assigned to the client application through Passport. Each data source has it’s own key fields which can be used to filter the results. And each data source has it’s own result columns.
A client application must be authorised to access the different channels of data available. This is done by the use of Scopes. Scopes are allocated to a client application in Passport. When an access token is created with the correct parameters then it will contain the list of allocated Scopes. The scopes targetting IQ are the following:
| Scope | Channel |
|---|---|
| Zenith/Market | Information available from the market which is general in nature. |
| Zenith/News | Information published as news headlines and news articles. |
| Zenith/Trading | Order and trading information which is specific to a user. |
| Zenith/OrderPad | Ability to interact with the order system |
| Table Name | Usage | Required Scope |
|---|---|---|
| Account | List of brokerage accounts | Zenith/Trading |
| Balance | List of available cash balances | Zenith/Trading |
| ChartHistory | Retrieves a daily history of a symbols price | Zenith/Market |
| Depth | Shows depth on a symbol by individual orders | Zenith/Market |
| DepthLevel | Shows depth on a Symbol summarised by price level | Zenith/Market |
| Holding | List of current stock holdings | Zenith/Trading |
| Market | Attributes pertaining to the Markets available in IQ | Zenith/Market |
| News | Retrieve a list of available news articles | Zenith/News |
| NewsSources | Retrieves a list of available news sources | Zenith/News |
| Order | Complete list of recent orders across their various states | Zenith/Trading |
| OrderStatus | List of statuses for each recent order | Zenith/Trading |
| Transaction | List of separate transactions for each recent order | Zenith/Trading |
| Security | Market attributes for symbols available in IQ | Zenith/Market |
| Symbol | Meta data on symbols available through IQ | Zenith/Market |
| Trade | Course of trades for available symbols | Zenith/Market |
| TradingState | Examine the state of the Markets available in IQ | Zenith/Market |
| NewOrderRequest | Submitting a request to place a NEW order | Zenith/OrderPad |
| NewOrderVerify | Verification that a request to place a NEW order passes system checks | Zenith/OrderPad |
| AmendOrderRequest | Submitting a request to place a order AMEND | Zenith/OrderPad |
| AmendOrderVerify | Verification that a request to place an AMEND order passes system checks | Zenith/OrderPad |
| CancelOrderRequest | Submitting a request to place a CANCEL order | Zenith/OrderPad |
| CatalogueTable | List all the data sources available to IQ | |
| CatalogueField | List all the data source fields available to IQ |
Only certain fields are available in the WHERE clause for filtering the result set.
| Table Name | Key Fields |
|---|---|
| Account | Account (String) |
| Balance | Account (String), Currency (String) |
| ChartHistory | Code (String), SymbolCode (String), Interval (TimeSpan), HistoryAmount (Integer), FromDate (DateTime), ToDate (DateTime) |
| Depth | Code (String), SymbolCode (String) |
| DepthLevel | Code (String), SymbolCode (String) |
| Holding | Account (String), Exchange (String), Code (String) |
| Market | Code (String), SymbolCode (String) |
| News | SymbolCodes (String), Count (Integer), Headline (String), ID (String), Date (DateTime) |
| NewsSources | None |
| Order | Account (String), OrderID (String) |
| OrderStatus | Account (String), Code (String), Provider (String) |
| Transaction | Account (String), Count (Integer), TradeDate (DateTime), Exchange (String), TradingMarket (String), Symbol (String), OrderID (String) |
| Security | Code (String), SymbolCode (String) |
| Symbol | Code (String), SymbolCode (String), Name (String), Exchange (String) |
| Trade | Code (String), SymbolCode (String), HistoryAmount (Integer), ID (Big Integer), DataDate (DateTime) |
| TradingState | Code (String), SymbolCode (String) |
| NewOrderRequest | INSERT only |
| NewOrderVerify | INSERT only |
| AmendOrderRequest | INSERT only |
| AmendOrderVerify | INSERT only |
| CancelOrderRequest | INSERT only |
| CatalogueTable | None |
| CatalogueField | None |